# 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 - 2004, 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: DESCRIPTION: # 'fTHETA' Class representation for extremal index # show.fTHETA S4: Print Method for extremal index # thetaSim Simulates a time series with known theta # FUNCTION: DESCRIPTION: # blockTheta Computes theta from Block Method # clusterTheta Computes theta from Reciprocal Cluster Method # runTheta Computes theta from Run Method # ferrosegersTheta Computes Theta according to Ferro and Seegers # FUNCTION: DESCRIPTION: # exindexesPlot Computes and Plot Theta(1,2,3) # exindexPlot Computes Theta(1,2) and Plot Theta(1) ################################################################################ test.fTHETA = function() { # Slot Names: slotNames("fTHETA") # [1] "call" "data" "theta" "title" "description" # Return Value: return() } # ------------------------------------------------------------------------------ test.thetaSim = function() { # Simulation: # thetaSim(model = c("max", "pair"), n = 100, theta = 0.5) # Max Frechet Series: x = thetaSim("max") class(x) print(x) # Paired Exponential Series: x = thetaSim("pair") class(x) print(x) # Return Value: return() } # ------------------------------------------------------------------------------ test.thetaFit = function() { # Parameter Estimation: x.ts = thetaSim("max", n=22000) class(x.ts) # Parameter Estimation: # blockTheta(x, block = 22, quantiles = seq(0.95, 0.995, length = 10), # title = NULL, description = NULL) # clusterTheta(x, block = 22, quantiles = seq(0.95, 0.995, length = 10), # title = NULL, description = NULL) # runTheta(x, block = 22, quantiles = seq(0.95, 0.995, length = 10), # title = NULL, description = NULL) # ferrosegersTheta(x, quantiles = seq(0.95, 0.995, length = 10), # title = NULL, description = NULL) # time series ts as input: blockTheta(x.ts) clusterTheta(x.ts) runTheta(x.ts) ferrosegersTheta(x.ts) # Numeric Vector as input: x.vec = as.vector(x.ts) blockTheta(x.vec) clusterTheta(x.vec) runTheta(x.vec) ferrosegersTheta(x.vec) # timeSeries object as input: x.tS = as.timeSeries(x.ts) blockTheta(x.tS) clusterTheta(x.tS) runTheta(x.tS) ferrosegersTheta(x.tS) # Return Value: return() } # ------------------------------------------------------------------------------ test.exindexesPlot = function() { # Graphics Frame: par(mfrow = c(2, 2), cex = 0.7) par(ask = FALSE) # Parameter Estimation: x = thetaSim("max", n = 22000) exindexesPlot(x) # Parameter Estimation: y = thetaSim("pair", n = 22000) exindexesPlot(y) # Return Value: return() } # ------------------------------------------------------------------------------ test.exindexPlot = function() { # Graphics Frame: par(mfrow = c(2, 2), cex = 0.7) par(ask = FALSE) # Parameter Estimation: x = thetaSim("max", n=22000) exindexPlot(x, block = 22) # Parameter Estimation: y = thetaSim("pair", n=22000) exindexPlot(y, block = 22) # Return Value: return() } ################################################################################