# 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: BIVARIATE CAUCHY DISTRIBUTION: # pcauchy2d Computes bivariate Cauchy probability function # dcauchy2d Computes bivariate Cauchy density function # rcauchy2d Generates bivariate Cauchy random deviates ################################################################################ pcauchy2d = function(x, y = x, rho = 0) { # A function Implemented by Diethelm Wuertz # Description: # Computes bivariate Cauchy probability function # Arguments: # x, y - two numeric values or vectors of the same length at # which the probability will be computed. # Example: # pt2d(rnorm(5), rnorm(5), 0.5, 5) # Value: # returns a numeric vector of probabilities of the same length # as the input vectors # FUNCTION: # Settings: # Probaility: ans = pt2d(x = x, y = y, rho = rho, nu = 1) attr(ans, "control") = c(rho = rho) # Return Value: ans } # ------------------------------------------------------------------------------ dcauchy2d = function(x, y = x, rho = 0) { # A function implemented by Diethelm Wuertz # Arguments: # n - number of random deviates to be generated # rho - the linear correlation, a numeric value between # minus one and one. # Description: # Computes bivariate Cauchy density function # Note: # Partly copied from contributed R package 'sn' # FUNCTION: # Density: density = dt2d(x = x, y = y, rho = rho, nu = 1) attr(density, "control") = c(rho = rho) # Return value: density } # ------------------------------------------------------------------------------ rcauchy2d = function(n, rho = 0) { # A function implemented by Diethelm Wuertz # Description: # Generates bivariate Cauchy random deviates # Arguments: # n - number of random deviates to be generated # rho - the linear correlation, a numeric value between # minus one and one. # Note: # Partly copied from contributed R package 'mvtnorm' # Author Friedrich Leisch # FUNCTION: # Random Deviates: ans = rt2d(n = n, rho = rho) attr(ans, "control") = c(rho = rho) # Return Value: ans } ################################################################################