# 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 - 2008, Diethelm Wuertz, Rmetrics Foundation, 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: GED DISTRIBUTION: # dged Density for the Generalized Error Distribution # pged Probability function for the GED # qged Quantile function for the GED # rged Random Number Generator for the GED # FUNCTION: SKEW GED DISTRIBUTION: # dsged Density for the skewed GED # psged Probability function for the skewed GED # qsged Quantile function for the skewed GED # rsged Random Number Generator for the skewed GED # FUNCTION: GED DISTRIBUTION SLIDER: # sgedSlider Displays Generalized Error Distribution and RVS # FUNCTION: PARAMETER ESTIMATION: # gedFit Fit the parameters for a GED distribution # sgedFit Fit the parameters for a skew GED distribution # FUNCTION: MOMENTS: ################################################################################ test.sgedDis <- function() { # Generalized Error Distribution: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") # Test: test = .distCheck("ged", mean = 0, sd = 1, nu = 2, robust = FALSE) print(test) # Skew Generalized Error Distribution: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(1953, kind = "Marsaglia-Multicarry") test = .distCheck("sged", mean = 0, sd = 1, nu = 2, xi = 0.8, robust = FALSE) print(test) # Return Value: return() } # ------------------------------------------------------------------------------ test.sgedFit <- function() { # Parameter Estimation: # gedFit - Fit the parameters for a GED distribution # Generalized Error Distribution: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") # Series: x = rged(1000, mean = 0, nu = 2) # Fit: fit = gedFit(x) print(fit) # Fit the parameters for a skew GED distribution # sgedFit - Fit the parameters for a skew GED distribution # Skew Generalized Error Distribution: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") x = rsged(1000, mean = 0, sd = 1, nu = 2, xi = 1.5) fit = sgedFit(x) print(fit) # Return Value: return() } # ------------------------------------------------------------------------------ test.sgedSlider <- function() { # Try Distribution: # sgedSlider(type = "dist") NA # Try Random Variates: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") # sgedSlider(type = "rand") NA # Return Value: return() } ################################################################################