# 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: SPECIFICATION: # fCOPULA S4 class representation # show S4 print method for copula specification # FUNCTION: FRECHET COPULAE: # pfrechetCopula Computes Frechet copula probability # FUNCTION: SPEARMAN'S RHO: # .copulaRho Spearman's rho by integration for "ANY" copula ################################################################################ test.pfrechetCopula = function() { # pfrechetCopula(u = 0.5, v = u, type = c("m", "pi", "w"), # output = c("vector", "list")) # Grid: grid2d() grid2d(x = (0:10)/10) # Vector - M Copula: copula.vector = pfrechetCopula(u = grid2d(), output = "vector", type = "m") copula.vector class(copula.vector) cbind(u = grid2d()$x, v = grid2d()$y, C = copula.vector) # List - M Copula: copula.list = pfrechetCopula(u = grid2d(), output = "list", type = "m") copula.list class(copula.list) persp(copula.list, theta = -40, phi = 30, col = "steelblue", ps = 9) # Vector - Pi Copula: copula.vector = pfrechetCopula(u = grid2d(), output = "vector", type = "pi") copula.vector class(copula.vector) cbind(u = grid2d()$x, v = grid2d()$y, C = copula.vector) # List - Pi Copula: copula.list = pfrechetCopula(u = grid2d(), output = "list", type = "pi") copula.list class(copula.list) persp(copula.list, theta = -40, phi = 30, col = "steelblue", ps = 9) # Vector - W Copula: copula.vector = pfrechetCopula(u = grid2d(), output = "vector", type = "w") copula.vector class(copula.vector) cbind(u = grid2d()$x, v = grid2d()$y, C = copula.vector) # List - W Copula: copula.list = pfrechetCopula(u = grid2d(), output = "list", type = "w") copula.list class(copula.list) persp(copula.list, theta = -40, phi = 30, col = "steelblue", ps = 9) # Return Value: return() } ################################################################################ test.copulaRho = function() { # .copulaRho(rho = NULL, alpha = NULL, param = NULL, # family = c("elliptical", "archm", "ev", "archmax"), # type = NULL, error = 1e-3, ...) # Elliptical: .copulaRho(rho = 0.5, family = "elliptical", type = "norm") # Return Value: return() } ################################################################################