# 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: SKEW NORMAL DISTRIBUTION: # dsnorm Density for the skew normal Distribution # psnorm Probability function for the skew NORM # qsnorm Quantile function for the skew NORM # rsnorm Random Number Generator for the skew NORM # FUNCTION: PARAMETER ESTIMATION: # normFit Fit the parameters for a Normal distribution # snormFit Fit the parameters for a skew Normal distribution # FUNCTION: SLIDER: # snormSlider Displays Normal Distribution and RVS ################################################################################ test.snormDist <- function() { # Normal Distribution: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") # Test: test = .distCheck("norm", mean = 0, sd = 1, robust = FALSE) print(test) checkTrue(sum(test) == 3) # Skew Normal Distribution: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") # Test: test = .distCheck("snorm", mean = 0, sd = 1, xi = 1.5, robust = FALSE) print(test) checkTrue(sum(test) == 3) # Return Value: return() } # ------------------------------------------------------------------------------ test.snormFit <- function() { # Parameter Estimation: # normFit - Fit the parameters for a Normal distribution # Normal Distribution: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") # Random Variates: x = rnorm(n = 1000, mean = 0, sd = 1) fit = normFit(x) print(fit) # Parameter Estimation: # snormFit - Fit the parameters for a skew Normal distribution # Skew Normal Distribution: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") # Series: x = rsnorm(n = 1000, mean = 0, sd = 1, xi = 1.5) # Fit: fit = snormFit(x) print(fit) # Return Value: return() } # ------------------------------------------------------------------------------ test.snormSlider <- function() { # Try Distribution: # snormSlider(type = "dist") NA # Try Random Variates: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") # snormSlider(type = "rand") NA # Return Value: return() } ################################################################################