# 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: ELLIPTICAL COPULAE RANDOM DEVIATES: # rellipticalCopula Generates elliptical copula variates # rellipticalSlider Interactive plots of random variates # FUNCTION: ELLIPTICAL COPULAE PROBABILITY: # pellipticalCopula Computes elliptical copula probability # pellipticalSlider Interactive plots of probability # FUNCTION: ELLIPTICAL COPULAE DENSITY: # dellipticalCopula Computes elliptical copula density # dellipticalSlider Interactive plots of density ################################################################################ test.rellipticalCopula = function() { # Random Number Generator: R = rellipticalCopula(1000, type = "norm") plot(R, pch = 19, col = "steelblue", main = "norm") grid() R = rellipticalCopula(1000, type = "cauchy") plot(R, pch = 19, col = "steelblue", main = "cauchy") grid() R = rellipticalCopula(1000, type = "t") plot(R, pch = 19, col = "steelblue", main = "t-default") grid() R = rellipticalCopula(1000, param = c(nu = 3), type = "t") plot(R, pch = 19, col = "steelblue", main = "t3") grid() R = rellipticalCopula(1000, param = 3, type = "t") plot(R, pch = 19, col = "steelblue", main = "t3") grid() # The remaining copulae are not yet implemented ... # Return Value: return() } # ------------------------------------------------------------------------------ test.rellipticalSlider = function() { # Try Slider: # rellipticalSlider() NA # Return Value: return() } ################################################################################ test.pellipticalCopula = function() { # Arguments ? # pellipticalCopula(u = 0.5, v = u, rho = 0.75, param = NULL, # type = ellipticalList(), output = c("vector", "list"), border = TRUE) # Use Default Settings: par (mfrow = c(1, 1)) for (type in ellipticalList()) { UV = grid2d() p = pellipticalCopula(u = UV, rho = 0.75, type = type, output = "list") print(type) persp(p, main = type, theta = -40, phi = 30, col = "steelblue", ps = 9, xlab = "u", ylab = "v", zlab = "C") } # Return Value: return() } # ------------------------------------------------------------------------------ test.pellipticalSlider = function() { # Arguments: # pellipticalSlider(type = c("persp", "contour"), B = 20) # Try Perspective Slider: # pellipticalSlider() NA # Try Contour Slider: # pellipticalSlider("contour") NA # Return Value: return() } ################################################################################ test.dellipticalCopula = function() { # Arguments ? # dellipticalCopula(u = 0.5, v = u, rho = 0.75, param = NULL, # type = ellipticalList(), output = c("vector", "list"), border = TRUE) # Use Default Settings: par (mfrow = c(1, 1)) for (type in ellipticalList()) { UV = grid2d() d = dellipticalCopula(u = UV, rho = 0.75, type = type, output = "list") print(type) persp(d, main = type, theta = -40, phi = 30, col = "steelblue", ps = 9, xlab = "u", ylab = "v", zlab = "c") } # Return Value: return() } # ------------------------------------------------------------------------------ test.dellipticalSlider = function() { # Arguments: # dellipticalSlider(type = c("persp", "contour"), B = 20) # Try Perspective Slider: # dellipticalSlider() NA # Try Contour Slider: # dellipticalSlider("contour") NA # Return Value: return() } ################################################################################