# 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: # evTau Returns Kendall's tau for extreme value copulae # evRho Returns Spearman's rho for extreme value copulae # FUNCTION: EXTREME VALUE COPULAE TAIL DEPENDENCE: # evTailCoeff Computes tail dependence for extreme value copulae # evTailCoeffSlider Plots extreme value tail dependence function ################################################################################# test.evTau = function() { # Arguments: # evTau(param = NULL, type = evList(), alternative = FALSE) # Tau: for (type in evList()) { ans = evTau(type = type) cat("\n") print(ans) } # Return Value: return() } # ------------------------------------------------------------------------------ test.evRho = function() { # Arguments: # evRho(param = NULL, type = evList(), alternative = FALSE) # Rho: for (type in evList()) { ans = evRho(type = type) cat("\n") print(type) print(ans) } # Return Value: return() } ################################################################################ test.evTailCoeff = function() { # Arguments: # evTailCoeff(param = NULL, type = evList()) # Tail Coefficient: for (type in evList()) { ans = evTailCoeff(type = type) cat("\n") print(type) print(ans) } # Return Value: return() } # ------------------------------------------------------------------------------ test.evTailCoeffSlider = function() { # Arguments: # evTailCoeffSlider(B = 10) # Try Slider: # evTailCoeffSlider() NA # Return Value: return() } ################################################################################