# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - 2007, Diethelm Wuertz, GPL # Diethelm Wuertz # info@rmetrics.org # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # FUNCTION KENDALL'S TAU AND SPEARMAN'S RHO: # archmTau Returns Kendall's tau for Archemedean copulae # archmRho Returns Spearman's rho for Archemedean copulae # FUNCTION: ARCHIMEDEAN COPULAE TAIL COEFFICIENT: # archmTailCoeff Computes tail dependence for Archimedean copulae # archmTailPlot Plots Archimedean tail dependence function ################################################################################ test.archmTau = function() { # Arguments: # archmTau(alpha = NULL, type = archmList(), lower = 1e-10) # Tau: for (type in archmList()) { ans = archmTau(type = type) cat("\n") print(type) print(ans) } # Return Value: return() } # ------------------------------------------------------------------------------ test.archmRho = function() { # Arguments: # archmRho(alpha = NULL, type = archmList(), # method = c("integrate2d", "adapt"), error = 1e-05) # Rho: for (type in archmList()) { ans = archmRho(alpha = NULL, type = type, method = "integrate2d", error = 1e-5) cat("\n") print(type) print(ans) } # Return Value: return() } ################################################################################ test.archmTailCoeff = function() { # Arguments: # archmTailCoeff(alpha = NULL, type = archmList()) # Tail Coefficient: for (type in archmList()) { ans = archmTailCoeff(alpha = NULL, type = type) cat("\n") print(type) print(ans) } # Return Value: return() } # ------------------------------------------------------------------------------ test.archmTailPlot = function() { # Arguments: # archmTailPlot(alpha = NULL, type = archmList(), # tail = c("Upper", "Lower")) # Lower Tail Coefficient Plot: par(mfrow = c(2, 2), cex = 0.7) for (type in archmList()) { print(type) archmTailPlot(alpha = NULL, type = type, tail = "Upper") } # Upper Tail Coefficient Plot: for (type in archmList()) { print(type) archmTailPlot(alpha = NULL, type = type, tail = "Lower") } # Return Value: return() } ################################################################################