# 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: GPD DISTRIBUTION FAMILY: # dgpd Density for the Generalized Pareto DF [USE FROM EVIS] # pgpd Probability for the Generalized Pareto DF # qgpd Quantiles for the Generalized Pareto DF # rgpd Random variates for the Generalized Pareto DF # gpdMoments Computes true statistics for GPD distribution # gpdSlider Displays distribution and rvs for GPD distribution ################################################################################ test.gpd = function() { # Check Distribution: set.seed(1985) .distCheck(fun = "gpd", n = 500, xi = 1, mu = 0, beta = 1) # Return Value: return() } # ------------------------------------------------------------------------------ test.gpdMoments = function() { # gpdMoments(xi = 1, mu = 0, beta = 1) # Compute Moments: xi = seq(-2, 2, length = 401) mom = gpdMoments(xi) # Plot Mean: par(mfrow = c(2, 1), cex = 0.7) par(ask = FALSE) plot(xi, mom$mean, main = "Mean", pch = 19, cex = 0.5) abline(v = 1, col = "red", lty = 3) abline(h = 0, col = "red", lty = 3) # Plot Variance: plot(xi, log(mom$var), main = "log Variance", pch = 19, cex = 0.5) abline(v = 1/2, col = "red", lty = 3) abline(h = 0.0, col = "red", lty = 3) # Return Value: return() } # ------------------------------------------------------------------------------ test.gpdSlider = function() { # Distribution Slider: # print("Activate Slider manually!") # gpdSlider(method = "dist") # Random Variates Slider: # print("Activate Slider manually!") # gpdSlider(method = "rvs") NA # Return Value: return() } ################################################################################