# 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: VARIANCE-1 STUDENT-T DISTRIBUTION: # dstd Density for the Student-t Distribution # pstd Probability function for the Student-t Distribution # qstd Quantile function for the Student-t Distribution # rstd Random Number Generator for the Student-t # FUNCTION: SKEW VARIANCE-1 STUDENT-T DISTRIBUTION: # dsstd Density for the skewed Student-t Distribution # psstd Probability function for the skewed STD # qsstd Quantile function for the skewed STD # rsstd Random Number Generator for the skewed STD # stdSlider Displays Variance-1 Student-t Distribution and RVS # FUNCTION: PARAMETER ESTIMATION: # stdFit Fit the parameters for a Sudent-t distribution # sstdFit Fit the parameters for a skew Sudent-t distribution ################################################################################ test.sstdDist <- function() { # Standardized Student-t Distribution: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") # Test: test = .distCheck("std", mean = 0, sd = 1, nu = 5, robust = FALSE) print(test) # Skew Standardized Student-t Distribution: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") # Test: test = .distCheck("sstd", mean = 0, sd = 1, nu = 5, xi = 1.5, robust = FALSE) print(test) # Return Value: return() } # ------------------------------------------------------------------------------ test.stdFit <- function() { # Fit the parameters for a Student-t distribution # stdFit - Fit the parameters for a Sudent-t distribution # Standardized Student-t Distribution: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") # Series: x = rstd(n = 2500, mean = 0, sd = 1, nu = 5) # Fit: fit = stdFit(x) print(fit) # Fit the parameters for a skew Sudent-t distribution # sstdFit - Fit the parameters for a Sudent-t distribution # Skew Standardized Student-t Distribution: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") # Series: x = rsstd(n = 2500, mean = 0, sd = 1, nu = 5, xi = 1.5) # Fit: fit = sstdFit(x) print(fit) # Return Value: return() } # ------------------------------------------------------------------------------ test.sstdSlider <- function() { # Try Distribution: # sstdSlider(type = "dist") NA # Try Random Variates: RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion") set.seed(4711, kind = "Marsaglia-Multicarry") # sstdSlider(type = "rand") NA # Return Value: return() } ################################################################################