# 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 FITTING: # archmCopulaSim Simulates bivariate elliptical copula # archmCopulaFit Fits the paramter of an elliptical copula ################################################################################ test.archmCopulaSim = function() { # Arguments: # archmCopulaSim(n, alpha = NULL, type = archmList()) # Simulate Random Variates: for (type in archmList()) { ans = archmCopulaSim(5, type = type) cat("\n") print(type) print(ans) } # Return Value: return() } # ------------------------------------------------------------------------------ test.archmCopulaFit = function() { # Arguments: # archmCopulaFit(u, v = NULL, type = archmList(), ...) # Random Variates: R = archmCopulaSim(n = 100, alpha = 2, type = "4") # Fit: fit = archmCopulaFit(u = R, type = "4") fit # Fit: fit = archmCopulaFit(u = R[, 1], v = R[, 2], type = "4") fit # Return Value: return() } ################################################################################