[Distr-commits] r835 - in branches/distr-2.4/pkg: . SweaveListingUtils SweaveListingUtils/man distr distr/man distrDoc distrDoc/man distrEllipse distrEllipse/man distrEx distrEx/man distrMod distrMod/man distrRmetrics distrRmetrics/R distrRmetrics/inst distrSim distrSim/man distrTEst distrTEst/man distrTeach distrTeach/man utils
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jan 9 00:32:53 CET 2013
Author: ruckdeschel
Date: 2013-01-09 00:32:51 +0100 (Wed, 09 Jan 2013)
New Revision: 835
Added:
branches/distr-2.4/pkg/distrRmetrics/
branches/distr-2.4/pkg/distrRmetrics/DESCRIPTION
branches/distr-2.4/pkg/distrRmetrics/NAMESPACE
branches/distr-2.4/pkg/distrRmetrics/R/
branches/distr-2.4/pkg/distrRmetrics/R/AllClasses.R
branches/distr-2.4/pkg/distrRmetrics/R/AllGenerics.R
branches/distr-2.4/pkg/distrRmetrics/R/fGarchDistr.R
branches/distr-2.4/pkg/distrRmetrics/inst/
branches/distr-2.4/pkg/distrRmetrics/inst/CITATION
branches/distr-2.4/pkg/distrRmetrics/inst/NEWS
branches/distr-2.4/pkg/distrRmetrics/inst/TOBEDONE
branches/distr-2.4/pkg/distrRmetrics/man/
Modified:
branches/distr-2.4/pkg/SweaveListingUtils/DESCRIPTION
branches/distr-2.4/pkg/SweaveListingUtils/man/0SweaveListingUtils-package.Rd
branches/distr-2.4/pkg/distr/DESCRIPTION
branches/distr-2.4/pkg/distr/man/0distr-package.Rd
branches/distr-2.4/pkg/distrDoc/DESCRIPTION
branches/distr-2.4/pkg/distrDoc/man/0distrDoc-package.Rd
branches/distr-2.4/pkg/distrEllipse/DESCRIPTION
branches/distr-2.4/pkg/distrEllipse/man/0distrEllipse-package.Rd
branches/distr-2.4/pkg/distrEx/DESCRIPTION
branches/distr-2.4/pkg/distrEx/man/0distrEx-package.Rd
branches/distr-2.4/pkg/distrMod/DESCRIPTION
branches/distr-2.4/pkg/distrMod/man/0distrMod-package.Rd
branches/distr-2.4/pkg/distrSim/DESCRIPTION
branches/distr-2.4/pkg/distrSim/man/0distrSim-package.Rd
branches/distr-2.4/pkg/distrTEst/DESCRIPTION
branches/distr-2.4/pkg/distrTEst/man/0distrTEst-package.Rd
branches/distr-2.4/pkg/distrTeach/DESCRIPTION
branches/distr-2.4/pkg/distrTeach/man/0distrTeach-package.Rd
branches/distr-2.4/pkg/utils/DESCRIPTIONutils.R
branches/distr-2.4/pkg/utils/getRevNr.R
Log:
in branch 2.4: updated DESCRIPTION and package-help files
Modified: branches/distr-2.4/pkg/SweaveListingUtils/DESCRIPTION
===================================================================
--- branches/distr-2.4/pkg/SweaveListingUtils/DESCRIPTION 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/SweaveListingUtils/DESCRIPTION 2013-01-08 23:32:51 UTC (rev 835)
@@ -7,13 +7,11 @@
Imports: stats
ByteCompile: yes
Author: Peter Ruckdeschel
-Description: provides utilities for defining R / Rd as Tex-package-listings "language" and
- including R / Rd source file (sniplets) copied from R-forge in its most recent version
- (or another url) thereby avoiding inconsistencies between vignette and documented
- source code
+Description: provides utilities for defining R / Rd as Tex-package-listings "language" and including R / Rd source file (sniplets) copied from R-forge in its most
+ recent version (or another url) thereby avoiding inconsistencies between vignette and documented source code
Maintainer: Peter Ruckdeschel <Peter.Ruckdeschel at itwm.fraunhofer.de>
License: LGPL-3
-Date: 2012-02-06
+Date: 2013-01-09
LastChangedDate: {$LastChangedDate$}
LastChangedRevision: {$LastChangedRevision$}
-SVNRevision: 786
+SVNRevision: 834
Modified: branches/distr-2.4/pkg/SweaveListingUtils/man/0SweaveListingUtils-package.Rd
===================================================================
--- branches/distr-2.4/pkg/SweaveListingUtils/man/0SweaveListingUtils-package.Rd 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/SweaveListingUtils/man/0SweaveListingUtils-package.Rd 2013-01-08 23:32:51 UTC (rev 835)
@@ -16,11 +16,11 @@
\tabular{ll}{
Package: \tab SweaveListingUtils \cr
Version: \tab 0.6 \cr
-Date: \tab 2010-12-03 \cr
+Date: \tab 2013-01-09 \cr
Depends: \tab R(>= 2.10.0), startupmsg \cr
LazyLoad: \tab yes \cr
License: \tab LGPL-3 \cr
-SVNRevision: \tab 699 \cr
+SVNRevision: \tab 834 \cr
}
TeX-package \file{listings}, confer \url{http://www.ctan.org/tex-archive/macros/latex/contrib/listings/},
Modified: branches/distr-2.4/pkg/distr/DESCRIPTION
===================================================================
--- branches/distr-2.4/pkg/distr/DESCRIPTION 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distr/DESCRIPTION 2013-01-08 23:32:51 UTC (rev 835)
@@ -1,6 +1,6 @@
Package: distr
Version: 2.4
-Date: 2012-05-22
+Date: 2013-01-09
Title: Object oriented implementation of distributions
Description: S4 Classes and Methods for distributions
Author: Florian Camphausen, Matthias Kohl, Peter Ruckdeschel, Thomas Stabla
@@ -14,4 +14,4 @@
URL: http://distr.r-forge.r-project.org/
LastChangedDate: {$LastChangedDate$}
LastChangedRevision: {$LastChangedRevision$}
-SVNRevision: 754
+SVNRevision: 834
Modified: branches/distr-2.4/pkg/distr/man/0distr-package.Rd
===================================================================
--- branches/distr-2.4/pkg/distr/man/0distr-package.Rd 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distr/man/0distr-package.Rd 2013-01-08 23:32:51 UTC (rev 835)
@@ -44,13 +44,13 @@
\tabular{ll}{
Package: \tab distr \cr
Version: \tab 2.4 \cr
-Date: \tab 2010-12-03 \cr
+Date: \tab 2013-01-09 \cr
Depends: \tab R(>= 2.2.0), methods, graphics, startupmsg, sfsmisc,
SweaveListingUtils\cr
LazyLoad: \tab yes \cr
License: \tab LGPL-3 \cr
URL: \tab http://distr.r-forge.r-project.org/\cr
-SVNRevision: \tab 699 \cr
+SVNRevision: \tab 834 \cr
}}
Modified: branches/distr-2.4/pkg/distrDoc/DESCRIPTION
===================================================================
--- branches/distr-2.4/pkg/distrDoc/DESCRIPTION 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distrDoc/DESCRIPTION 2013-01-08 23:32:51 UTC (rev 835)
@@ -1,15 +1,12 @@
Package: distrDoc
Version: 2.4
-Date: 2011-11-18
-Title: Documentation for packages distr, distrEx, distrSim, distrTEst, distrTeach, distrMod,
- and distrEllipse
-Description: provides documentation in form of a common vignette to packages distr, distrEx,
- distrMod, distrSim, distrTEst, distrTeach, and distrEllipse
+Date: 2013-01-09
+Title: Documentation for packages distr, distrEx, distrSim, distrTEst, distrTeach, distrMod, and distrEllipse
+Description: provides documentation in form of a common vignette to packages distr, distrEx, distrMod, distrSim, distrTEst, distrTeach, and distrEllipse
Author: Florian Camphausen, Matthias Kohl, Peter Ruckdeschel, Thomas Stabla
Maintainer: Peter Ruckdeschel <Peter.Ruckdeschel at itwm.fraunhofer.de>
-Depends: R(>= 2.6.0), tools, startupmsg, distr(>= 2.2.0), distrEx(>= 2.2.0), distrSim(>=
- 2.2.0), distrTEst(>= 2.2.0), distrTeach(>= 2.2.0), RandVar(>= 0.7), distrMod(>= 2.2.0),
- MASS, methods
+Depends: R(>= 2.6.0), tools, startupmsg, distr(>= 2.2.0), distrEx(>= 2.2.0), distrSim(>= 2.2.0), distrTEst(>= 2.2.0), distrTeach(>= 2.2.0), RandVar(>= 0.7),
+ distrMod(>= 2.2.0), MASS, methods
Suggests: Biobase, SweaveListingUtils
ByteCompile: yes
Encoding: latin1
@@ -17,4 +14,4 @@
URL: http://distr.r-forge.r-project.org/
LastChangedDate: {$LastChangedDate$}
LastChangedRevision: {$LastChangedRevision$}
-SVNRevision: 745
+SVNRevision: 834
Modified: branches/distr-2.4/pkg/distrDoc/man/0distrDoc-package.Rd
===================================================================
--- branches/distr-2.4/pkg/distrDoc/man/0distrDoc-package.Rd 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distrDoc/man/0distrDoc-package.Rd 2013-01-08 23:32:51 UTC (rev 835)
@@ -15,13 +15,13 @@
\tabular{ll}{
Package: \tab distrDoc \cr
Version: \tab 2.4 \cr
-Date: \tab 2010-12-03 \cr
+Date: \tab 2013-01-09 \cr
Depends: \tab R(>= 2.6.0), tools, distr(>= 2.2.0), startupmsg, distrEx(>= 2.2.0), distrSim(>= 2.2.0), distrTEst(>= 2.2.0), distrTeach(>=
2.2.0), RandVar(>= 0.7), distrMod(>= 2.2.0), MASS, methods \cr
LazyLoad: \tab yes \cr
License: \tab LGPL-3 \cr
URL: \tab http://distr.r-forge.r-project.org/\cr
-SVNRevision: \tab 699 \cr
+SVNRevision: \tab 834 \cr
}}
Modified: branches/distr-2.4/pkg/distrEllipse/DESCRIPTION
===================================================================
--- branches/distr-2.4/pkg/distrEllipse/DESCRIPTION 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distrEllipse/DESCRIPTION 2013-01-08 23:32:51 UTC (rev 835)
@@ -1,13 +1,11 @@
Package: distrEllipse
Version: 2.4
-Date: 2011-11-18
+Date: 2013-01-09
Title: S4 classes for elliptically contoured distributions
-Depends: R(>= 2.8.0), methods, graphics, mvtnorm, setRNG(>= 2006.2-1), distr(>= 2.2),
- distrEx(>= 2.2), distrSim(>= 2.2), startupmsg
+Depends: R(>= 2.8.0), methods, graphics, mvtnorm, setRNG(>= 2006.2-1), distr(>= 2.2), distrEx(>= 2.2), distrSim(>= 2.2), startupmsg
Suggests: distrMod(>= 2.2), distrTEst(>= 2.2)
Author: Peter Ruckdeschel
-Description: Distribution (S4-)classes for elliptically contoured distributions (based on
- package distr)
+Description: Distribution (S4-)classes for elliptically contoured distributions (based on package distr)
Maintainer: Peter Ruckdeschel <Peter.Ruckdeschel at itwm.fraunhofer.de>
ByteCompile: yes
License: LGPL-3
@@ -15,4 +13,4 @@
Encoding: latin1
LastChangedDate: {$LastChangedDate: 2009-03-31 15:31:30 +0200 (Di, 31 Mrz 2009) $}
LastChangedRevision: {$LastChangedRevision: 447 $}
-SVNRevision: 762
+SVNRevision: 834
Modified: branches/distr-2.4/pkg/distrEllipse/man/0distrEllipse-package.Rd
===================================================================
--- branches/distr-2.4/pkg/distrEllipse/man/0distrEllipse-package.Rd 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distrEllipse/man/0distrEllipse-package.Rd 2013-01-08 23:32:51 UTC (rev 835)
@@ -13,13 +13,13 @@
\tabular{ll}{
Package: \tab distrEllipse \cr
Version: \tab 2.4 \cr
-Date: \tab 2010-12-03 \cr
+Date: \tab 2013-01-09 \cr
Depends: \tab R(>= 2.8.0), methods, graphics, mvtnorm, setRNG(>= 2006.2-1),
distr(>= 2.2), distrEx(>= 2.2), distrSim(>= 2.2), startupmsg\cr
LazyLoad: \tab yes \cr
License: \tab LGPL-3 \cr
URL: \tab http://distr.r-forge.r-project.org/\cr
-SVNRevision: \tab 699 \cr
+SVNRevision: \tab 834 \cr
}
}
\section{Classes}{
Modified: branches/distr-2.4/pkg/distrEx/DESCRIPTION
===================================================================
--- branches/distr-2.4/pkg/distrEx/DESCRIPTION 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distrEx/DESCRIPTION 2013-01-08 23:32:51 UTC (rev 835)
@@ -1,6 +1,6 @@
Package: distrEx
Version: 2.4
-Date: 2012-05-15
+Date: 2013-01-09
Title: Extensions of package distr
Description: Extensions of package distr and some additional functionality
Depends: R(>= 2.6.0), methods, distr(>= 2.2), startupmsg
@@ -13,4 +13,4 @@
URL: http://distr.r-forge.r-project.org/
LastChangedDate: {$LastChangedDate$}
LastChangedRevision: {$LastChangedRevision$}
-SVNRevision: 756
+SVNRevision: 834
Modified: branches/distr-2.4/pkg/distrEx/man/0distrEx-package.Rd
===================================================================
--- branches/distr-2.4/pkg/distrEx/man/0distrEx-package.Rd 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distrEx/man/0distrEx-package.Rd 2013-01-08 23:32:51 UTC (rev 835)
@@ -28,12 +28,12 @@
\tabular{ll}{
Package: \tab distrEx \cr
Version: \tab 2.4 \cr
-Date: \tab 2012-05-15 \cr
+Date: \tab 2013-01-09 \cr
Depends: \tab R(>= 2.6.0), methods, distr(>= 2.2), startupmsg \cr
LazyLoad: \tab yes \cr
License: \tab LGPL-3 \cr
URL: \tab http://distr.r-forge.r-project.org/\cr
-SVNRevision: \tab 757 \cr
+SVNRevision: \tab 834 \cr
}
}
\section{Classes}{
Modified: branches/distr-2.4/pkg/distrMod/DESCRIPTION
===================================================================
--- branches/distr-2.4/pkg/distrMod/DESCRIPTION 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distrMod/DESCRIPTION 2013-01-08 23:32:51 UTC (rev 835)
@@ -1,17 +1,15 @@
Package: distrMod
Version: 2.4
-Date: 2012-05-15
+Date: 2013-01-09
Title: Object oriented implementation of probability models
-Description: Object oriented implementation of probability models based on packages 'distr' and
- 'distrEx'
+Description: Object oriented implementation of probability models based on packages 'distr' and 'distrEx'
Author: Matthias Kohl, Peter Ruckdeschel
Maintainer: Peter Ruckdeschel <Peter.Ruckdeschel at itwm.fraunhofer.de>
-Depends: R(>= 2.6.0), methods, startupmsg, distr(>= 2.2), distrEx(>= 2.4), RandVar(>= 0.6.3),
- MASS, stats4
+Depends: R(>= 2.6.0), methods, startupmsg, distr(>= 2.2), distrEx(>= 2.4), RandVar(>= 0.6.3), MASS, stats4
ByteCompile: yes
License: LGPL-3
Encoding: latin1
URL: http://distr.r-forge.r-project.org/
LastChangedDate: {$LastChangedDate$}
LastChangedRevision: {$LastChangedRevision$}
-SVNRevision: 767
+SVNRevision: 834
Modified: branches/distr-2.4/pkg/distrMod/man/0distrMod-package.Rd
===================================================================
--- branches/distr-2.4/pkg/distrMod/man/0distrMod-package.Rd 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distrMod/man/0distrMod-package.Rd 2013-01-08 23:32:51 UTC (rev 835)
@@ -16,13 +16,13 @@
\tabular{ll}{
Package: \tab distrMod \cr
Version: \tab 2.4 \cr
-Date: \tab 2012-05-15 \cr
+Date: \tab 2013-01-09 \cr
Depends: \tab R(>= 2.6.0), methods, startupmsg, distr(>= 2.2), distrEx(>=
2.2), RandVar(>= 0.6.3), MASS, stats4 \cr
LazyLoad: \tab yes \cr
License: \tab LGPL-3 \cr
URL: \tab http://distr.r-forge.r-project.org/\cr
-SVNRevision: \tab 757 \cr
+SVNRevision: \tab 834 \cr
}}
\section{Classes}{
Added: branches/distr-2.4/pkg/distrRmetrics/DESCRIPTION
===================================================================
--- branches/distr-2.4/pkg/distrRmetrics/DESCRIPTION (rev 0)
+++ branches/distr-2.4/pkg/distrRmetrics/DESCRIPTION 2013-01-08 23:32:51 UTC (rev 835)
@@ -0,0 +1,16 @@
+Package: distrRmetrics
+Version: 2.4
+Date: 2012-09-13
+Title: Package distr classes for distributions from Rmetrics
+Depends: R(>= 2.6.0), methods, distr(>= 2.4), fBasics(>=270.73), fGarch(>=270.73)
+Suggests: distrEx(>= 2.4), distrMod(>= 2.4)
+Author: Nataliya Horbenko, Matthias Kohl, Daria Pupashenko, Myhailo Pupashenko, Peter Ruckdeschel
+Description: (S4-)distribution classes based on package distr for distributions from packages fBasics and fGarch
+Maintainer: Peter Ruckdeschel <Peter.Ruckdeschel at itwm.fraunhofer.de>
+ByteCompile: yes
+License: LGPL-3
+Encoding: latin1
+URL: http://distr.r-forge.r-project.org/
+LastChangedDate: {$LastChangedDate: 2011-11-18 13:15:04 +0100 (Fr, 18 Nov 2011) $}
+LastChangedRevision: {$LastChangedRevision: 758 $}
+SVNRevision: 756
Added: branches/distr-2.4/pkg/distrRmetrics/NAMESPACE
===================================================================
--- branches/distr-2.4/pkg/distrRmetrics/NAMESPACE (rev 0)
+++ branches/distr-2.4/pkg/distrRmetrics/NAMESPACE 2013-01-08 23:32:51 UTC (rev 835)
@@ -0,0 +1,10 @@
+import("methods")
+import("startupmsg")
+import("distr")
+import("fBasics")
+import("fGarch")
+
+exportClasses("SNormParameter", "SStdParameter", "SNorm", "SSTd")
+export("SNorm", "SSTd")
+exportMethods("xi","mean","sd","nu")
+exportMethods("xi<-","mean<-","sd<-","nu<-")
Added: branches/distr-2.4/pkg/distrRmetrics/R/AllClasses.R
===================================================================
--- branches/distr-2.4/pkg/distrRmetrics/R/AllClasses.R (rev 0)
+++ branches/distr-2.4/pkg/distrRmetrics/R/AllClasses.R 2013-01-08 23:32:51 UTC (rev 835)
@@ -0,0 +1,82 @@
+
+
+.onAttach <- function(library, pkg)
+{
+buildStartupMessage(pkg = "distrRMetrics", "", library = library,
+ packageHelp = TRUE,
+# MANUAL = "http://www.uni-bayreuth.de/departments/math/org/mathe7/DISTR/distr.pdf",
+ VIGNETTE = gettext(
+"Package \"distrDoc\" provides a vignette to this package as well as to several extension packages; try vignette(\"distr\")."
+ )
+ )
+ invisible()
+}
+
+
+## Class: SkewNormParameter
+setClass("SNormParameter",
+ representation = representation(mean = "numeric", sd = "vector", xi="numeric"),
+ prototype = prototype(mean = 0, sd = 1, xi=1.5, name =
+ gettext("Parameter of a Skewed Normal distribution")
+ ),
+ contains = "UniNormParameter"
+ )
+
+## Class: STParameter
+setClass("SSTParameter",
+ representation = representation(mean = "numeric", sd = "vector", nu="numeric", xi="numeric"),
+ prototype = prototype(mean = 0, sd = 1, nu=5, xi=1.5, name =
+ gettext("Parameter of a Skewed-T-distribution")
+ ),
+ contains = "UniNormParameter"
+ )
+
+## Class: Skewed normal distribution (snorm in fGarch)
+setClass("SNorm",
+ prototype = prototype(
+ r=function(n)rsnorm(n,mean=0,sd=1,xi=1.5),
+ d=function(x, log=FALSE){
+ d0 <- dsnorm(x,mean=0,sd=1,xi=1.5)
+ return(if(log) log(d0) else d0)
+ },
+ p=function(q, lower.tail=TRUE, log.p=FALSE){
+ p00 <- psnorm(q,mean=0,sd=1,xi=1.5)
+ p0 <- if(lower.tail) p00 else 1-p00
+ return(if(log.p) log(p0) else p0)
+ },
+ q=function(p, lower.tail=TRUE, log.p=FALSE){
+ p00 <- if(log.p) exp(p) else p
+ p0 <- if(lower.tail) p00 else 1-p00
+ return(qsnorm(p0,mean=0,sd=1,xi=1.5))
+ },
+ param = new("SNormParameter"),
+ .logExact = FALSE,
+ .lowerExact = FALSE),
+ contains = "AbscontDistribution"
+ )
+
+
+## Class: Skewed T distribution (sstd in fGarch)
+setClass("SSTd",
+ prototype = prototype(
+ r=function(n)rsstd(n,mean=0,sd=1,nu=5,xi=1.5),
+ d=function(x, log=FALSE){
+ d0 <- dsstd(x,mean=0,sd=1,nu=5,xi=1.5)
+ return(if(log) log(d0) else d0)
+ },
+ p=function(q, lower.tail=TRUE, log.p=FALSE){
+ p00 <- psstd(q,mean=0,sd=1,nu=5,xi=1.5)
+ p0 <- if(lower.tail) p00 else 1-p00
+ return(if(log.p) log(p0) else p0)
+ },
+ q=function(p, lower.tail=TRUE, log.p=FALSE){
+ p00 <- if(log.p) exp(p) else p
+ p0 <- if(lower.tail) p00 else 1-p00
+ return(qsstd(p0,mean=0,sd=1,nu=5,xi=1.5))
+ },
+ param = new("SSTdParameter"),
+ .logExact = FALSE,
+ .lowerExact = FALSE
+ ),
+ contains = "AbscontDistribution"
+ )
Added: branches/distr-2.4/pkg/distrRmetrics/R/AllGenerics.R
===================================================================
--- branches/distr-2.4/pkg/distrRmetrics/R/AllGenerics.R (rev 0)
+++ branches/distr-2.4/pkg/distrRmetrics/R/AllGenerics.R 2013-01-08 23:32:51 UTC (rev 835)
@@ -0,0 +1,14 @@
+
+
+if(!isGeneric("xi"))
+ setGeneric("xi", function(object) standardGeneric("xi"))
+
+if(!isGeneric("xi<-"))
+ setGeneric("xi<-", function(object,value) standardGeneric("xi<-"))
+
+if(!isGeneric("nu"))
+ setGeneric("nu", function(object) standardGeneric("nu"))
+
+if(!isGeneric("nu<-"))
+ setGeneric("nu<-", function(object,value) standardGeneric("nu<-"))
+
Added: branches/distr-2.4/pkg/distrRmetrics/R/fGarchDistr.R
===================================================================
--- branches/distr-2.4/pkg/distrRmetrics/R/fGarchDistr.R (rev 0)
+++ branches/distr-2.4/pkg/distrRmetrics/R/fGarchDistr.R 2013-01-08 23:32:51 UTC (rev 835)
@@ -0,0 +1,80 @@
+SNorm <- function(mean=0, sd=1, xi=1.5){
+ m0 <- mean; sd0 <- sd; xi0 <- xi
+ new("SNorm",r=function(n)rsnorm(n,mean=m0,sd=sd0,xi=xi0),
+ d=function(x, log=FALSE){
+ d0 <- dsnorm(x,mean=m0,sd=sd0,xi=xi0)
+ return(if(log) log(d0) else d0)
+ },
+ p=function(q, lower.tail=TRUE, log.p=FALSE){
+ p00 <- psnorm(q,mean=m0,sd=sd0,xi=xi0)
+ p0 <- if(lower.tail) p00 else 1-p00
+ return(if(log.p) log(p0) else p0)
+ },
+ q=function(p, lower.tail=TRUE, log.p=FALSE){
+ p00 <- if(log.p) exp(p) else p
+ p0 <- if(lower.tail) p00 else 1-p00
+ return(qsnorm(p0,mean=m0,sd=sd0,xi=xi0))
+ },
+ param = new("SNormParameter", mean=m0,sd=sd0,xi=xi0))
+}
+STd <- function(mean=0, sd=1, nu=5)
+ Td(ncp=0,df=nu,location=mean,scale=sqrt((nu-2)/nu)*sd0)
+
+SSTd <- function(mean=0, sd=1, nu=5, xi=1.5){
+ m0 <- mean; sd0 <- sd; nu0 <- nu; xi0 <- xi
+ new("SSTd",r=function(n)rsstd(n,mean=m0,sd=sd0,nu=nu0,xi=xi0),
+ d=function(x, log=FALSE){
+ d0 <- dsstd(x,mean=m0,sd=sd0,nu=nu0,xi=xi0)
+ return(if(log) log(d0) else d0)
+ },
+ p=function(q, lower.tail=TRUE, log.p=FALSE){
+ p00 <- psstd(q,mean=m0,sd=sd0,nu=nu0,xi=xi0)
+ p0 <- if(lower.tail) p00 else 1-p00
+ return(if(log.p) log(p0) else p0)
+ },
+ q=function(p, lower.tail=TRUE, log.p=FALSE){
+ p00 <- if(log.p) exp(p) else p
+ p0 <- if(lower.tail) p00 else 1-p00
+ return(qsstd(p0,mean=m0,sd=sd0,nu=nu0,xi=xi0))
+ },
+ param = new("SSTdParameter", mean=m0,sd=sd0,nu=nu0,xi=xi0),
+ )
+}
+
+## Access methods
+setMethod("xi", signature(x = "SNormParameter"), function(x, ...) x at xi)
+setMethod("xi", signature(x = "SSTdParameter"), function(x, ...) x at xi)
+setMethod("nu", signature(x = "SSTdParameter"), function(x, ...) x at nu)
+## wrapped access methods
+setMethod("mean", "SNorm", function(x, ...) mean(param(x)))
+setMethod("mean", "SSTd", function(x, ...) mean(param(x)))
+setMethod("sd", signature(x = "Norm"), function(x) sd(param(x)))
+setMethod("sd", signature(x = "SSTd"), function(x) sd(param(x)))
+setMethod("xi", signature(x = "SNorm"), function(x, ...) x at param@xi)
+setMethod("xi", signature(x = "SSTd"), function(x, ...) x at param@xi)
+setMethod("nu", signature(x = "SSTd"), function(x, ...) x at param@nu)
+## Replace Methoden
+setReplaceMethod("xi", "SNormParameter",
+ function(object, value)
+ { object at xi <- value; object})
+setReplaceMethod("xi", "SSTdParameter",
+ function(object, value)
+ { object at xi <- value; object})
+setReplaceMethod("nu", "SSTdParameter",
+ function(object, value)
+ { object at nu <- value; object})
+## wrapped replace methods
+setMethod("mean<-", "SNorm",
+ function(object, value) SNorm(mean=value, sd=sd(object), xi=xi(object)))
+setMethod("mean<-", "SSTd",
+ function(object, value) SSTd(mean=value, sd=sd(object), xi=xi(object)))
+setMethod("sd<-", "SNorm",
+ function(object, value) SNorm(mean=mean(object), sd=value, xi=xi(object)))
+setMethod("sd<-", "SSTd",
+ function(object, value) SSTd(mean=mean(object), sd=value, xi=xi(object), nu =nu(object)))
+setMethod("nu<-", "SSTd",
+ function(object, value) SSTd(mean=mean(object), sd=sd(object), nu=value, xi=xi(object)))
+setMethod("xi<-", "SNorm",
+ function(object, value) SSTd(mean=mean(object), sd=sd(object), xi=value))
+setMethod("xi<-", "SSTd",
+ function(object, value) SSTd(mean=mean(object), sd=sd(object), xi=value, nu =nu(object)))
Added: branches/distr-2.4/pkg/distrRmetrics/inst/CITATION
===================================================================
--- branches/distr-2.4/pkg/distrRmetrics/inst/CITATION (rev 0)
+++ branches/distr-2.4/pkg/distrRmetrics/inst/CITATION 2013-01-08 23:32:51 UTC (rev 835)
@@ -0,0 +1,20 @@
+citHeader("To cite package distrRmetrics in publications use:")
+
+citEntry(entry="Article",
+ title = "S4 Classes for Distributions",
+ author = personList(as.person("P. Ruckdeschel"),
+ as.person("M. Kohl"),
+ as.person("T. Stabla"),
+ as.person("F. Camphausen")),
+ language = "English",
+ year = 2006,
+ journal = "R News",
+ year = 2006,
+ volume = 6,
+ number = 2,
+ pages = "2--6",
+ month = "May",
+ url = "http://www.uni-bayreuth.de/departments/math/org/mathe7/DISTR/distr.pdf",
+ pdf = "http://CRAN.R-project.org/doc/Rnews/Rnews_2006-2.pdf",
+textVersion = paste("Ruckdeschel, P., Kohl, M., Stabla, T., & Camphausen, F. (2006)",
+ "S4 Classes for Distributions"))
Added: branches/distr-2.4/pkg/distrRmetrics/inst/NEWS
===================================================================
--- branches/distr-2.4/pkg/distrRmetrics/inst/NEWS (rev 0)
+++ branches/distr-2.4/pkg/distrRmetrics/inst/NEWS 2013-01-08 23:32:51 UTC (rev 835)
@@ -0,0 +1,14 @@
+######################################################################
+# News: to package distrRmetrics
+######################################################################
+
+(first two numbers of package versions do not necessarily reflect
+ package-individual development, but rather are chosen for the
+ distrXXX family as a whole in order to ease updating "depends"
+ information)
+
+##############
+v 2.4
+##############
+
+package distrRmetrics created anew.
\ No newline at end of file
Added: branches/distr-2.4/pkg/distrRmetrics/inst/TOBEDONE
===================================================================
--- branches/distr-2.4/pkg/distrRmetrics/inst/TOBEDONE (rev 0)
+++ branches/distr-2.4/pkg/distrRmetrics/inst/TOBEDONE 2013-01-08 23:32:51 UTC (rev 835)
@@ -0,0 +1,4 @@
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+to be done in package distrRmetrics
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+
Modified: branches/distr-2.4/pkg/distrSim/DESCRIPTION
===================================================================
--- branches/distr-2.4/pkg/distrSim/DESCRIPTION 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distrSim/DESCRIPTION 2013-01-08 23:32:51 UTC (rev 835)
@@ -1,6 +1,6 @@
Package: distrSim
Version: 2.4
-Date: 2011-11-18
+Date: 2013-01-09
Title: Simulation classes based on package distr
Depends: R(>= 2.6.0), methods, graphics, setRNG(>= 2006.2-1), distr(>= 2.2), startupmsg
Suggests: distrEx(>= 2.2)
@@ -13,4 +13,4 @@
URL: http://distr.r-forge.r-project.org/
LastChangedDate: {$LastChangedDate$}
LastChangedRevision: {$LastChangedRevision$}
-SVNRevision: 756
+SVNRevision: 834
Modified: branches/distr-2.4/pkg/distrSim/man/0distrSim-package.Rd
===================================================================
--- branches/distr-2.4/pkg/distrSim/man/0distrSim-package.Rd 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distrSim/man/0distrSim-package.Rd 2013-01-08 23:32:51 UTC (rev 835)
@@ -14,13 +14,13 @@
\tabular{ll}{
Package: \tab distrSim \cr
Version: \tab 2.4 \cr
-Date: \tab 2010-12-03 \cr
+Date: \tab 2013-01-09 \cr
Depends: \tab R(>= 2.6.0), methods, graphics, setRNG(>= 2006.2-1), distr(>=
2.0), startupmsg\cr
LazyLoad: \tab yes \cr
License: \tab LGPL-3 \cr
URL: \tab http://distr.r-forge.r-project.org/\cr
-SVNRevision: \tab 699 \cr
+SVNRevision: \tab 834 \cr
}
}
\section{Classes}{
Modified: branches/distr-2.4/pkg/distrTEst/DESCRIPTION
===================================================================
--- branches/distr-2.4/pkg/distrTEst/DESCRIPTION 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distrTEst/DESCRIPTION 2013-01-08 23:32:51 UTC (rev 835)
@@ -1,14 +1,12 @@
Package: distrTEst
Version: 2.4
-Date: 2011-11-18
+Date: 2013-01-09
Title: Estimation and Testing classes based on package distr
-Depends: R(>= 2.6.0), methods, graphics, setRNG(>= 2006.2-1), distr(>= 2.2), distrSim(>= 2.2),
- startupmsg
+Depends: R(>= 2.6.0), methods, graphics, setRNG(>= 2006.2-1), distr(>= 2.2), distrSim(>= 2.2), startupmsg
Suggests: distrEx(>= 2.2)
Imports: stats
Author: Florian Camphausen, Matthias Kohl, Peter Ruckdeschel, Thomas Stabla
-Description: Evaluation (S4-)classes based on package distr for evaluating procedures
- (estimators/tests) at data/simulation in a unified way.
+Description: Evaluation (S4-)classes based on package distr for evaluating procedures (estimators/tests) at data/simulation in a unified way.
Maintainer: Peter Ruckdeschel <Peter.Ruckdeschel at itwm.fraunhofer.de>
ByteCompile: yes
Encoding: latin1
@@ -16,4 +14,4 @@
URL: http://distr.r-forge.r-project.org/
LastChangedDate: {$LastChangedDate$}
LastChangedRevision: {$LastChangedRevision$}
-SVNRevision: 761
+SVNRevision: 834
Modified: branches/distr-2.4/pkg/distrTEst/man/0distrTEst-package.Rd
===================================================================
--- branches/distr-2.4/pkg/distrTEst/man/0distrTEst-package.Rd 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distrTEst/man/0distrTEst-package.Rd 2013-01-08 23:32:51 UTC (rev 835)
@@ -16,13 +16,13 @@
\tabular{ll}{
Package: \tab distrTEst \cr
Version: \tab 2.4 \cr
-Date: \tab 2010-12-03 \cr
+Date: \tab 2013-01-09 \cr
Depends: \tab R(>= 2.6.0), methods, graphics, setRNG(>= 2006.2-1), distr(>=
2.0), distrSim(>= 2.0), startupmsg\cr
LazyLoad: \tab yes \cr
License: \tab LGPL-3 \cr
URL: \tab http://distr.r-forge.r-project.org/\cr
-SVNRevision: \tab 699 \cr
+SVNRevision: \tab 834 \cr
}}
\section{Classes}{
\preformatted{
Modified: branches/distr-2.4/pkg/distrTeach/DESCRIPTION
===================================================================
--- branches/distr-2.4/pkg/distrTeach/DESCRIPTION 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distrTeach/DESCRIPTION 2013-01-08 23:32:51 UTC (rev 835)
@@ -1,6 +1,6 @@
Package: distrTeach
Version: 2.4
-Date: 2011-11-18
+Date: 2013-01-09
Title: Extensions of package distr for teaching Stochastics/Statistics in secondary school
Description: Extensions of package distr and some additional functionality
Depends: R(>= 2.2.0), methods, distr(>= 2.2), distrEx(>= 2.2), startupmsg
@@ -14,4 +14,4 @@
Packaged: Fri Jun 8 00:12:57 2007; Peter
LastChangedDate: {$LastChangedDate$}
LastChangedRevision: {$LastChangedRevision$}
-SVNRevision: 765
+SVNRevision: 834
Modified: branches/distr-2.4/pkg/distrTeach/man/0distrTeach-package.Rd
===================================================================
--- branches/distr-2.4/pkg/distrTeach/man/0distrTeach-package.Rd 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/distrTeach/man/0distrTeach-package.Rd 2013-01-08 23:32:51 UTC (rev 835)
@@ -21,13 +21,13 @@
\tabular{ll}{
Package: \tab distrTeach \cr
Version: \tab 2.4 \cr
-Date: \tab 2010-12-03 \cr
+Date: \tab 2013-01-09 \cr
Depends: \tab R(>= 2.2.0), methods, distr(>= 2.0), distrEx(>= 2.0),
startupmsg\cr
LazyLoad: \tab yes \cr
License: \tab LGPL-3 \cr
URL: \tab http://distr.r-forge.r-project.org/\cr
-SVNRevision: \tab 699 \cr
+SVNRevision: \tab 834 \cr
}
}
\section{Classes}{
Modified: branches/distr-2.4/pkg/utils/DESCRIPTIONutils.R
===================================================================
--- branches/distr-2.4/pkg/utils/DESCRIPTIONutils.R 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/utils/DESCRIPTIONutils.R 2013-01-08 23:32:51 UTC (rev 835)
@@ -1,6 +1,6 @@
### some utils for unified treatment of DESCRIPTION files from R
-source("C:/rtest/distr/branches/distr-2.3/pkg/utils/getRevNr.R")
+source("C:/rtest/distr/branches/distr-2.4/pkg/utils/getRevNr.R")
updatePackageHelp <- function(package){
if(file.exists(file.path(package, "DESCRIPTION"))){
@@ -16,7 +16,7 @@
df0 <- gsub(liS, reS,dfile)
return(df0)}
PFc <- PF
- s <- sapply(c("Package","Version","Date","Depends","LazyLoad","License","SVNRevision"),
+ s <- sapply(c("Package","Version","Date","Depends","License","SVNRevision"),
function(x){ PFca <- replaceField(field=x,dfile=PFc)
PFc <<- PFca
return(NA)})
Modified: branches/distr-2.4/pkg/utils/getRevNr.R
===================================================================
--- branches/distr-2.4/pkg/utils/getRevNr.R 2013-01-08 22:26:28 UTC (rev 834)
+++ branches/distr-2.4/pkg/utils/getRevNr.R 2013-01-08 23:32:51 UTC (rev 835)
@@ -1,22 +1,38 @@
-getRevNr <- function(dir="C:/rtest/distr/"){
+getRevNr <- function(dir="C:/rtest/distr/",
+ pathRepo = "distr", ### the svn project name
+ inRforge = TRUE, ### shall we use r-forge as repository
+ ## (otherwise need full URL as arg pathRepo
+ withlogin = TRUE, ### do we need option --login (yes in cygwin, don't know in Linux)
+ PathToBash = "C:/cygwin/bin/bash", ## path to bash
+ PathToUtils="C:/rtest/distr/branches/distr-2.4/pkg/utils",
+ ### path to shell script readsvnlog.sh
+ tmpfile = "C:/rtest/tmp-svnlog5.txt", ### some tmpfile to which we write the
+ ## results temporarily; is deleted afterwords
+ verbose=FALSE
+ ){
ow <- getwd()
on.exit(setwd(ow))
setwd(dir)
- if(! file.exists(".svn/entries")) return(NULL)
- tab <- read.table(".svn/entries")[,1]
- i<-1
- while(i<length(tab)){
- if(tab[i]=="dir") break
- i <- i+1
- }
- vn <- as.numeric(paste(tab[i+1]))
- while(i<length(tab)){
- if(length(grep("[[:digit:]]{4}-[[:digit:]]{2}-[[:digit:]]{2}",tab[i],value=FALSE))>0) break
- i <- i+1
- }
- dat <- as.POSIXct(sub("(.+)T.+","\\1",grep("[[:digit:]]{4}-[[:digit:]]{2}-[[:digit:]]{2}",tab[i],value=TRUE)))
- who <- paste(tab[i+2])
- return(list(vn=vn,dat=dat,who=who))
+ toRev <- "HEAD"
+ if(inRforge)
+ pathRepo <- paste("svn://svn.r-forge.r-project.org/svnroot/",pathRepo,sep="")
+ inQuotes <- function(x) paste("\"",x,"\"", sep="")
+ comd <- paste(inQuotes(PathToBash), ifelse(withlogin,"--login",""),
+ inQuotes(paste(PathToUtils, "readsvnlog.sh", sep="/")),
+ inQuotes(pathRepo), 501, toRev, 10000,
+ inQuotes(tmpfile), 0)
+ if(verbose) cat(comd,"\n")
+ system(comd,intern=FALSE,ignore.stdout=TRUE,ignore.stderr=TRUE,wait=TRUE)
+ zz<-readLines(tmpfile)
+ zz<-gsub("(-{50}.*)", "",zz)
+ zz<-gsub("(r[[:digit:]]{1,4}.*)",paste("\\1\n",sep=""),zz)
+ zz <- zz[grep("^r[[:digit:]]{1,4}.*",zz)]
+ zzn <- as.numeric(gsub("^r([[:digit:]]{1,4}).*","\\1",zz))
+ ln <- which.max(zzn)
+ zzn <- max(zzn)
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/distr -r 835
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