# 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: ARCHIMEDEAN COPULAE PARAMETER: # evList Returns list of implemented extreme value copulae # archmParam Sets Default parameters for an extreme value copula # archmRange Returns the range of valid alpha values # archmCheck Checks if alpha is in the valid range # FUNCTION: ARCHIMEDEAN COPULAE PHI GENERATOR: # Phi Computes Archimedean Phi, inverse and derivatives # PhiSlider Displays interactively generator function # FUNCTION: ARCHIMEDEAN DENSITY K GENERATOR: # Kfunc Computes Archimedean Density Kc and its Inverse # KfuncSlider Displays interactively the density and concordance ################################################################################ test.archmList = function() { # Arguments: # archmList() # List: archmList() # Return Value: return() } # ------------------------------------------------------------------------------ test.archmParam = function() { # Arguments: # archmParam(type = archmList()) # Parameters: for (type in archmList()) { cat("\n") print(unlist(archmParam(type))) } # Return Value: return() } # ------------------------------------------------------------------------------ test.archmRange = function() { # Arguments: # archmRange(type = archmList(), B = Inf) # Range: for (type in archmList()) { cat("\n") print(archmRange(type)) } # Return Value: return() } # ------------------------------------------------------------------------------ test.archmCheck = function() { # Arguments ? # archmCheck(alpha, type = archmList()) # Check: for (type in archmList()) { cat("\n") print(archmCheck(archmParam(type)$param)) } # Return Value: return() } ################################################################################ test.Phi = function() { # Arguments: # Phi(x, alpha = NULL, type = archmList(), inv = FALSE, deriv = paste(0:2)) # Call Generator Function Phi: for (type in paste(1:22)) { print(Phi(x = 0.5, type = type, inv = TRUE, deriv = "0")) cat("\n") } for (type in paste(1:22)) { print(Phi(x = 0.5, type = type, inv = TRUE, deriv = "1")) cat("\n") } for (type in paste(1:22)) { print(Phi(x = 0.5, type = type, inv = TRUE, deriv = "2")) cat("\n") } for (type in paste(1:22)) { print(Phi(x = 0.5, type = type, inv = FALSE, deriv = "0")) cat("\n") } for (type in paste(1:22)) { print(Phi(x = 0.5, type = type, inv = FALSE, deriv = "1")) cat("\n") } for (type in paste(1:22)) { print(Phi(x = 0.5, type = type, inv = FALSE, deriv = "2")) cat("\n") } # Return Value: return() } # ------------------------------------------------------------------------------ test.PhiSlider = function() { # Arguments: # PhiSlider() # Try Slider: # PhiSlider() NA # Return Value: return() } ################################################################################ test.Kfunc = function() { # Arguments: # Kfunc(x, alpha = NULL, type = archmList(), inv = FALSE, lower = 1e-08) # Call Generator Function Phi: for (type in paste(1:22)) { print(Kfunc(x = 0.5, inv = FALSE)) cat("\n") } for (type in paste(1:22)) { print(Kfunc(x = 0.5, inv = TRUE)) cat("\n") } # Return Value: return() } # ------------------------------------------------------------------------------ test.KfuncSlider = function() { # Arguments: # KfuncSlider() # Try Slider: # KfuncSlider() NA # Return Value: return() } ################################################################################