[Vinecopula-commits] r13 - / pkg pkg/R pkg/man www
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mi Jul 10 16:46:49 CEST 2013
Author: ben_graeler
Date: 2013-07-10 16:46:48 +0200 (Wed, 10 Jul 2013)
New Revision: 13
Added:
VineCopula_1.1-2.tar.gz
VineCopula_1.1-2.zip
pkg/man/RVineCor2pcor.Rd
pkg/man/RVineMatrixNormalize.Rd
Removed:
README
pkg/man/cor2pcor.Rd
Modified:
pkg/DESCRIPTION
pkg/NAMESPACE
pkg/R/RVineMatrix.R
pkg/R/RVinePartialcorr.R
www/index.php
Log:
- added RVinePcor2cor and RVineCor2pcor
- fixed permutation issues for partial correlations
- added exported RVineMatrixNormalize
- inserted a link to vine-copula.org on the project website
Deleted: README
===================================================================
--- README 2013-07-09 17:04:28 UTC (rev 12)
+++ README 2013-07-10 14:46:48 UTC (rev 13)
@@ -1,76 +0,0 @@
- R-Forge SVN README
-
-This file explains the repository structure of your project. A more
-detailed guide to R-Forge is available by
-Theußl and Zeileis (2010) [1] and the R-Forge Administration and
-Development Team (2009) [2].
-
-1. Introduction
------------------------------------------------------------------------
-R is free software distributed under a GNU-style copyleft. R-Forge is
-a central platform for the development of R packages, R-related
-software and further projects. Among many other web-based features it
-provides facilities for collaborative source code management via
-Subversion (SVN) [3].
-
-2. The directory you're in
------------------------------------------------------------------------
-This is the repository of your project. It contains two important
-pre-defined directories namely 'pkg' and 'www'. These directories must
-not be deleted otherwise R-Forge's core functionality will not be
-available (i.e., daily checking and building of your package or the
-project websites).
-'pkg' and 'www' are standardized and therefore are going to be
-described in this README. The rest of your repository can be used as
-you like.
-
-3. 'pkg' directory
------------------------------------------------------------------------
-To make use of the package building and checking feature the package
-source code has to be put into the 'pkg' directory of your repository
-(i.e., 'pkg/DESCRIPTION', 'pkg/R', 'pkg/man', etc.) or, alternatively,
-a subdirectory of 'pkg'. The latter structure allows for having more
-than one package in a single project, e.g., if a project consists of
-the packages foo and bar then the source code will be located in
-'pkg/foo' and 'pkg/bar', respectively.
-
-R-Forge automatically examines the 'pkg' directory of every repository
-and builds the package sources as well as the package binaries on a
-daily basis for Mac OS X and Windows (if applicable). The package builds
-are provided in the 'R Packages' tab for download or can be installed
-directly in R from a CRAN-style repository using
-'install.packages("foo", repos="http://R-Forge.R-project.org")'.
-Furthermore, in the 'R Packages' tab developers can examine logs
-generated on different platforms by the build and check process.
-
-4. 'www' directory
------------------------------------------------------------------------
-Developers may present their project on a subdomain of R-Forge, e.g.,
-'http://foo.R-Forge.R-project.org', or via a link to an external
-website.
-
-This directory contains the project homepage which gets updated hourly
-on R-Forge, so please take into consideration that it will not be
-available right after you commit your changes or additions.
-
-5. Help
------------------------------------------------------------------------
-If you need help don't hesitate to submit a support request at
-https://r-forge.r-project.org/tracker/?func=add&group_id=34&atid=194,
-search the forum
-https://r-forge.r-project.org/forum/forum.php?forum_id=78&group_id=34,
-or contact us at R-Forge at R-project.org.
-
-6. References
------------------------------------------------------------------------
-
-[1] Stefan Theußl and Achim Zeileis. Collaborative software development
-using R-Forge. The R Journal, 1(1):9-14, May 2009. URL
-http://journal.r-project.org/2009-1/RJournal_2009-1_Theussl+Zeileis.pdf
-
-[2] R-Forge Administration and Development Team. RForge User’s Manual,
-2008. URL http://download.R-Forge.R-project.org/R-Forge.pdf
-
-[3] C. M. Pilato, B. Collins-Sussman, and B. W. Fitzpatrick. Version
-Control with Subversion. O’Reilly, 2004. Full book available online at
-http://svnbook.red-bean.com/
Added: VineCopula_1.1-2.tar.gz
===================================================================
(Binary files differ)
Property changes on: VineCopula_1.1-2.tar.gz
___________________________________________________________________
Added: svn:mime-type
+ application/octet-stream
Added: VineCopula_1.1-2.zip
===================================================================
(Binary files differ)
Property changes on: VineCopula_1.1-2.zip
___________________________________________________________________
Added: svn:mime-type
+ application/octet-stream
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2013-07-09 17:04:28 UTC (rev 12)
+++ pkg/DESCRIPTION 2013-07-10 14:46:48 UTC (rev 13)
@@ -2,7 +2,7 @@
Type: Package
Title: Statistical inference of vine copulas
Version: 1.1-2
-Date: 2013-07-09
+Date: 2013-07-10
Author: Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann, Benedikt Graeler
Maintainer: Ulf Schepsmeier <schepsmeier at ma.tum.de>
Depends: R (>= 2.11.0), MASS, mvtnorm, igraph0
Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE 2013-07-09 17:04:28 UTC (rev 12)
+++ pkg/NAMESPACE 2013-07-10 14:46:48 UTC (rev 13)
@@ -47,7 +47,7 @@
export(TauMatrix)
-export(cor2pcor,pcor2cor)
+export(RVineCor2pcor,RVinePcor2cor, RVineMatrixNormalize)
S3method(print, RVineMatrix)
Modified: pkg/R/RVineMatrix.R
===================================================================
--- pkg/R/RVineMatrix.R 2013-07-09 17:04:28 UTC (rev 12)
+++ pkg/R/RVineMatrix.R 2013-07-10 14:46:48 UTC (rev 13)
@@ -68,7 +68,7 @@
oldOrder = diag(RVM$Matrix)
Matrix = reorderRVineMatrix(RVM$Matrix)
- return(RVineMatrix(Matrix, RVM$family, RVM$par, RVM$par2, names = rev(RVM$names[oldOrder])))
+ return(RVineMatrix(Matrix, RVM$family, RVM$par, RVM$par2, names = rev(RVM$names[oldOrder])))
}
reorderRVineMatrix = function(Matrix){
@@ -83,6 +83,17 @@
return(Matrix)
}
+# exported version of normalizeRVineMatrix
+RVineMatrixNormalize <- function(RVM) {
+ stopifnot(is(RVM, "RVineMatrix"))
+
+ if(is.null(RVM$names))
+ RVM$names <- paste("V",1:nrow(RVM$Matrix),sep="")
+ oldOrder = diag(RVM$Matrix)
+
+ return(normalizeRVineMatrix(RVM))
+}
+
dim.RVineMatrix = function(x){
RVine=x
return(dim(RVine$Matrix)[1])
@@ -272,16 +283,19 @@
}
# This function is not in NAMESPACE (not for direct use).
-# Function with T(x,y)=ell if x-y are conditioned partners in tree l
-vpartner=function(A)
-{ d=nrow(A);
- T=matrix(0,d,d)
- for(j in 2:d)
- { x=A[j,j]
- for(k in 1:(j-1))
- { y=A[k,j]; T[x,y]=k; T[y,x]=k }
+# Function with T(x,y)=k if x-y are conditioned partners in tree k
+vpartner <- function(A){
+ d=nrow(A);
+ tree=matrix(0,d,d)
+ for(j in 2:d) {
+ x=A[j,j]
+ for(k in 1:(j-1)) {
+ y=A[k,j]
+ tree[x,y]=k
+ tree[y,x]=k
+ }
}
- T
+ tree
}
# Check whether A in natural order is a valid vine array if it has
Modified: pkg/R/RVinePartialcorr.R
===================================================================
--- pkg/R/RVinePartialcorr.R 2013-07-09 17:04:28 UTC (rev 12)
+++ pkg/R/RVinePartialcorr.R 2013-07-10 14:46:48 UTC (rev 13)
@@ -1,4 +1,4 @@
-# functions for partial correlations
+# functions for partial correlations by H. Joe
# specific partial correlation from a covariance or correlation matrix
# 'given' is vector indices for the given variables
@@ -9,8 +9,13 @@
S12=S[given,jk]
S21=S[jk,given]
S22=S[jk,jk]
- if(length(given)>1) { tem=solve(S11,S12); Om212=S21%*%tem }
- else { tem=S12/S11; Om212=outer(S21,tem) }
+ if(length(given)>1) {
+ tem=solve(S11,S12)
+ Om212=S21%*%tem
+ } else {
+ tem=S12/S11
+ Om212=outer(S21,tem)
+ }
om11=1-Om212[1,1]
om22=1-Om212[2,2]
om12=S[j,k]-Om212[1,2]
@@ -25,20 +30,40 @@
# param: cor, correlation matrix
# param: RVM, RVineMatrix defining the strucutre of the RVine
# result: RVineMatrix with transformed partial correlations
-cor2pcor=function(corMat, RVM) {
+RVineCor2pcor=function(RVM, corMat) {
d <- nrow(corMat)
stopifnot(d == nrow(RVM$Matrix))
+ stopifnot(is(RVM, "RVineMatrix"))
+ stopifnot(all(RVM$family%in%c(0,1,2)))
+
if(d<=2)
return(corMat)
pp <- matrix(0, d, d)
- A <- matrix(0, d, d)
+
+ oldRVM <- RVM
+ oldOrder = diag(RVM$Matrix)
+ if(any(oldOrder != length(oldOrder):1)) {
+ RVM = normalizeRVineMatrix(RVM)
+ corMat <- corMat[rev(oldOrder),rev(oldOrder)]
+ }
- # rotate towards notation in Kurowicka and Joe (2011), p. 9
- for (i in 1:d) {
- A[i,] <- rev(RVM$Matrix[d-i+1,])
+ if(!is.null(oldRVM$names)) {
+ if(any(!(oldRVM$names %in% paste("V", 1:d, sep="")))) {
+ warning("RVM$names are not default and cannot be checked. Make sure that
+ the correlation matrix has the same ordering of variables as the
+ RVM.")
+ } else {
+ nameOrder <- order(oldRVM$names)
+ if(any(nameOrder != 1:length(oldRVM$names))){
+ corMat <- corMat[nameOrder,nameOrder]
+ }
+ }
}
+ # rotate towards notation in Kurowicka and Joe (2011), p. 9
+ A <- RVM$Matrix[d:1,d:1]
+
# following algorithm is credited to Harry Joe
for(j in 2:d) { # j <- 2
pp[1,j] <- corMat[A[1,j],j]
@@ -60,79 +85,35 @@
}
# re-rotate towards VineCopula notation
- pc <- pp
- for (i in 1:d) {
- pc[i,] <- rev(pp[d-i+1,])
- }
+ pc <- pp[d:1,d:1]
- RVM$par <- pc
- return(RVM)
+ oldRVM$par <- pc
+ return(oldRVM)
}
-# corMat <- matrix(c(1.00, 0.17, 0.15, 0.14, 0.13,
-# 0.17, 1.00, 0.30, 0.28, 0.05,
-# 0.15, 0.30, 1.00, 0.17, 0.05,
-# 0.14, 0.28, 0.17, 1.00, 0.04,
-# 0.13, 0.05, 0.05, 0.04, 1.00),5,5)
-#
-#
-#
-# RVM <- vineCopula(5L)@RVM
-# str(RVM)
-#
-# cor2pcor.cvine(corMat)
-#
-# newRVM <- cor2pcor(corMat, RVM)
-# newRVM$family <- matrix(1,5,5)
-#
-# # classic
-# round(cor(rmvnorm(10000,rep(0,5),corMat))-corMat,2)
-# # vine
-# round(cor(qnorm(rCopula(10000, vineCopula(newRVM))))-corMat,2)
-#
-# pcor2cor(cor2pcor(corMat, RVM))
-# round(pcor2cor(RVM=newRVM)-corMat,2)
-# cor2pcor(corMat, RVM)$par
-#
-
-# library(gstat)
-# data(sic2004)
-# coordinates(sic.val) <- ~x+y
-# hist(variogramLine(vgm(0.8,"Mat",150000,0.2),covariance=T,dist_vector=spDists(sic.val[,])))
-#
-#
-# tauFromCor <- function(x) {
-# tau(normalCopula(x))
-# }
-#
-# plot(1:200*2500,sapply(variogramLine(vgm(0.8,"Mat",150000,0.2),covariance=T,dist_vector=1:200*2500)[,2],
-# tauFromCor),type="l",ylim=c(0,1))
-#
-# points(1:200*2500,variogramLine(vgm(0.8,"Mat",150000,0.2),covariance=T,dist_vector=1:200*2500)[,2],
-# type="l", col="red")
-
-
-
# generate correlation matrix based on partial correlations of R-vine
# with vine array A that has 1:d on diagonal;
-pcor2cor <- function(RVM) {
- d=nrow(RVM$Matrix)
+RVinePcor2cor <- function(RVM) {
+ d <- nrow(RVM$Matrix)
- A <- matrix(0,d,d)
- # rotate towards notation in Kurowicka and Joe (2011), p. 9
- for (i in 1:d) {
- A[i,] <- rev(RVM$Matrix[d-i+1,])
+ stopifnot(is(RVM, "RVineMatrix"))
+ stopifnot(all(RVM$family%in%c(0,1,2)))
+
+ oldRVM <- RVM
+ oldOrder <- diag(RVM$Matrix)
+ if(any(oldOrder != length(oldOrder):1)) {
+ RVM = normalizeRVineMatrix(RVM)
}
- pc <- matrix(0,d,d)
- for (i in 1:d) {
- pc[i,] <- rev(RVM$par[d-i+1,])
- }
-
+ # rotate towards notation in Kurowicka and Joe (2011), p. 9
+ A <- RVM$Matrix[d:1,d:1]
+ pc <- RVM$par[d:1,d:1]
+
if(d<=2) {
- corMat <- matrix(c(1,pc[1,2],pc[1,2],1))
+ iorder <- diag(RVM$Matrix)
+ corMat <- matrix(c(1,pc[iorder[1],iorder[2]],pc[iorder[1],iorder[2]],1))
return(corMat)
}
@@ -171,5 +152,116 @@
corMat[j,anew] <- corMat[anew,j]
}
}
- corMat
-}
\ No newline at end of file
+
+ corMat <- corMat[rev(oldOrder), rev(oldOrder)]
+
+ nameOrder <- NULL
+ if(!is.null(oldRVM$names)) {
+ if(any(!(oldRVM$names %in% paste("V", 1:d, sep="")))) {
+ warning("RVM$names are not default and cannot be checked. Make sure to
+ interpret the correlation matrix in the same ordering of variables
+ as given in the RVineMatrix.")
+ } else {
+ nameOrder <- order(oldRVM$names)
+ if(any(nameOrder != 1:length(oldRVM$names))){
+ corMat <- corMat[nameOrder, nameOrder]
+ }
+ }
+ }
+
+ return(corMat)
+}
+
+# #######################################
+# # for immeddeate testing run as well ##
+# #######################################
+#
+# normalizeRVineMatrix = function(RVM){
+#
+# oldOrder = diag(RVM$Matrix)
+# Matrix = reorderRVineMatrix(RVM$Matrix)
+#
+# names <- RVM$names
+# if(is.null(names))
+# names <- paste("V",1:nrow(RVM$Matrix),sep="")
+#
+# return(RVineMatrix(Matrix, RVM$family, RVM$par, RVM$par2, names = rev(names[oldOrder])))
+# }
+#
+# reorderRVineMatrix = function(Matrix){
+# oldOrder = diag(Matrix)
+#
+# O = apply(t(1:nrow(Matrix)),2,"==", Matrix)
+#
+# for(i in 1:nrow(Matrix)){
+# Matrix[O[,oldOrder[i]]] = nrow(Matrix)-i+1
+# }
+#
+# return(Matrix)
+# }
+#
+# # examples/test cases
+# ######################
+#
+# corMat <- matrix(c(1.00, 0.17, 0.15, 0.14, 0.13,
+# 0.17, 1.00, 0.30, 0.28, 0.05,
+# 0.15, 0.30, 1.00, 0.17, 0.05,
+# 0.14, 0.28, 0.17, 1.00, 0.04,
+# 0.13, 0.05, 0.05, 0.04, 1.00),5,5)
+#
+# Matrix = matrix(c(5,2,3,1,4,
+# 0,2,3,4,1,
+# 0,0,3,4,1,
+# 0,0,0,4,1,
+# 0,0,0,0,1),5,5)
+# family = matrix(1,5,5)
+#
+# par = matrix(c(0,0.2,0.9,0.5,0.8,
+# 0, 0,0.1,0.6,0.9,
+# 0, 0, 0,0.7,0.5,
+# 0, 0, 0, 0,0.8,
+# 0, 0, 0, 0, 0),5,5)
+#
+# # define RVineMatrix object
+# RVM = RVineMatrix(Matrix,family,par)
+#
+# # adjust the un-ordered RVine
+# newRVM <- RVineCor2pcor(RVM, corMat)
+# round(cor(qnorm(RVineSim(100000, newRVM)))-corMat, 2)
+#
+# # normalise the RVine
+# normRVM <- normalizeRVineMatrix(RVM)
+#
+# # adjust the normalised RVine
+# newNormRVM <- RVineCor2pcor(normRVM, corMat)
+#
+# # newRVM and newNormRVM are the same vine using only different naming:
+# newNormRVM$par - newRVM$par
+#
+# # the variable now do have a different ordering in the correlation matrix
+# newNormCor <- cor(qnorm(RVineSim(100000, newNormRVM)))
+# round(newNormCor,2)
+#
+# # permuted, they meet the initial correlation matrix up to +/- 0.01
+# round(newNormCor[c(1,4,3,2,5),c(1,4,3,2,5)]-corMat, 2)
+#
+# # re-order names of the normalised RVine generating a new RVine
+# normRVM2 <- normRVM
+# normRVM2$names <- c("V1", "V2", "V3", "V4", "V5")
+#
+# # adjust the normalised RVine
+# newNormRVM2 <- RVineCor2pcor(normRVM2, corMat)
+# # check whether the parameters are different beyond permutation (that's why
+# # permutation does not work)
+# newNormRVM2$par
+# newRVM$par
+#
+# # adjust the normalised RVine
+# newNormRVM2 <- RVineCor2pcor(normRVM2, corMat[c(1,4,3,2,5),c(1,4,3,2,5)])
+# # check whether the parameters are now identical
+# round(newNormRVM2$par - newRVM$par,2)
+#
+# # back and forth
+# RVinePcor2cor(RVineCor2pcor(RVM, corMat))-corMat
+# RVinePcor2cor(RVineCor2pcor(normRVM, corMat))-corMat
+# RVinePcor2cor(RVineCor2pcor(normRVM2, corMat))-corMat
Copied: pkg/man/RVineCor2pcor.Rd (from rev 12, pkg/man/cor2pcor.Rd)
===================================================================
--- pkg/man/RVineCor2pcor.Rd (rev 0)
+++ pkg/man/RVineCor2pcor.Rd 2013-07-10 14:46:48 UTC (rev 13)
@@ -0,0 +1,91 @@
+\name{RVineCor2pcor}
+\Rdversion{1.1}
+\alias{RVinePcor2cor}
+\alias{RVineCor2pcor}
+
+\title{correlations to partial correlations and vice versa for R-vines}
+\description{
+correlations to partial correlations and vice versa for R-vines
+(C vine, D vine or general R vine)
+}
+
+\usage{
+RVineCor2pcor(RVM, corMat)
+RVinePcor2cor(RVM)
+}
+\arguments{
+ \item{RVM}{\code{\link{RVineMatrix}} defining only the R-vine structure for \code{cor2pcor} and providing as well the partial correlations for \code{pcor2cor}.}
+ \item{corMat}{correlation matrix}
+}
+\value{
+ \item{RVM}{RVineMatrix with transformed partial correlations}
+ \item{cor}{correlation matrix}
+}
+
+\examples{
+corMat <- matrix(c(1.00, 0.17, 0.15, 0.14, 0.13,
+ 0.17, 1.00, 0.30, 0.28, 0.05,
+ 0.15, 0.30, 1.00, 0.17, 0.05,
+ 0.14, 0.28, 0.17, 1.00, 0.04,
+ 0.13, 0.05, 0.05, 0.04, 1.00),5,5)
+
+Matrix = matrix(c(5,2,3,1,4,
+ 0,2,3,4,1,
+ 0,0,3,4,1,
+ 0,0,0,4,1,
+ 0,0,0,0,1),5,5)
+family = matrix(1,5,5)
+
+par = matrix(c(0,0.2,0.9,0.5,0.8,
+ 0, 0,0.1,0.6,0.9,
+ 0, 0, 0,0.7,0.5,
+ 0, 0, 0, 0,0.8,
+ 0, 0, 0, 0, 0),5,5)
+
+# define RVineMatrix object
+RVM = RVineMatrix(Matrix,family,par)
+
+# adjust the un-ordered RVine
+newRVM <- RVineCor2pcor(RVM, corMat)
+round(cor(qnorm(RVineSim(1000, newRVM)))-corMat, 2)
+
+# normalise the RVine
+normRVM <- RVineMatrixNormalize(RVM)
+
+# adjust the normalised RVine
+newNormRVM <- RVineCor2pcor(normRVM, corMat)
+
+# newRVM and newNormRVM are the same vine using only different naming:
+newNormRVM$par - newRVM$par
+
+# the variable now do have a different ordering in the correlation matrix
+newNormCor <- cor(qnorm(RVineSim(1000, newNormRVM)))
+round(newNormCor,2)
+
+# permuted, they meet the initial correlation matrix up to +/- 0.01
+round(newNormCor[c(1,4,3,2,5),c(1,4,3,2,5)]-corMat, 2)
+
+# re-order names of the normalised RVine generating a new RVine
+normRVM2 <- normRVM
+normRVM2$names <- c("V1", "V2", "V3", "V4", "V5")
+
+# adjust the normalised RVine
+newNormRVM2 <- RVineCor2pcor(normRVM2, corMat)
+# check whether the parameters are different beyond permutation (that's why
+# permutation does not work)
+newNormRVM2$par
+newRVM$par
+
+# adjust the normalised RVine
+newNormRVM2 <- RVineCor2pcor(normRVM2, corMat[c(1,4,3,2,5),c(1,4,3,2,5)])
+# check whether the parameters are now identical
+round(newNormRVM2$par - newRVM$par,2)
+
+# back and forth
+RVinePcor2cor(RVineCor2pcor(RVM, corMat))-corMat
+RVinePcor2cor(RVineCor2pcor(normRVM, corMat))-corMat
+RVinePcor2cor(RVineCor2pcor(normRVM2, corMat))-corMat
+}
+
+\keyword{vine}
+\keyword{partial correlation}
Added: pkg/man/RVineMatrixNormalize.Rd
===================================================================
--- pkg/man/RVineMatrixNormalize.Rd (rev 0)
+++ pkg/man/RVineMatrixNormalize.Rd 2013-07-10 14:46:48 UTC (rev 13)
@@ -0,0 +1,48 @@
+\name{RVineMatrixNormalize}
+\Rdversion{1.1}
+\alias{RVineMatrixNormalize}
+
+\title{Permute the variables to achieve a natural ordering}
+\description{
+A RVineMatrix is permuted to achieve a natural ordering (i.e. \code{diag(RVM$Matrix)==d:1})
+}
+
+\usage{
+RVineMatrixNormalize(RVM)
+}
+\arguments{
+ \item{RVM}{\code{\link{RVineMatrix}} defining the R-vine structure}
+
+}
+\value{
+ \item{RVM}{A RVineMatrix in natural ordering with entries in \code{RVM$names} keeping track of the reordering}
+}
+
+\examples{
+corMat <- matrix(c(1.00, 0.17, 0.15, 0.14, 0.13,
+ 0.17, 1.00, 0.30, 0.28, 0.05,
+ 0.15, 0.30, 1.00, 0.17, 0.05,
+ 0.14, 0.28, 0.17, 1.00, 0.04,
+ 0.13, 0.05, 0.05, 0.04, 1.00),5,5)
+
+Matrix = matrix(c(5,2,3,1,4,
+ 0,2,3,4,1,
+ 0,0,3,4,1,
+ 0,0,0,4,1,
+ 0,0,0,0,1),5,5)
+family = matrix(1,5,5)
+
+par = matrix(c(0,0.2,0.9,0.5,0.8,
+ 0, 0,0.1,0.6,0.9,
+ 0, 0, 0,0.7,0.5,
+ 0, 0, 0, 0,0.8,
+ 0, 0, 0, 0, 0),5,5)
+
+# define RVineMatrix object
+RVM = RVineMatrix(Matrix,family,par)
+
+# normalise the RVine
+RVineMatrixNormalize(RVM)
+}
+
+\keyword{vine}
Deleted: pkg/man/cor2pcor.Rd
===================================================================
--- pkg/man/cor2pcor.Rd 2013-07-09 17:04:28 UTC (rev 12)
+++ pkg/man/cor2pcor.Rd 2013-07-10 14:46:48 UTC (rev 13)
@@ -1,53 +0,0 @@
-\name{cor2pcor}
-\Rdversion{1.1}
-\alias{pcor2cor}
-\alias{cor2pcor}
-
-\title{correlations to partial correlations and vice versa for R-vines}
-\description{
-correlations to partial correlations and vice versa for R-vines
-(C vine, D vine or general R vine)
-}
-
-\usage{
-cor2pcor(corMat, RVM)
-pcor2cor(RVM)
-}
-\arguments{
- \item{corMat}{correlation matrix}
- \item{RVM}{\code{\link{RVineMatrix}} defining only the R-vine structure for \code{cor2pcor} and providing as well the partial correlations for \code{pcor2cor}.}
-}
-\value{
- \item{cor}{correlation matrix}
- \item{RVM}{RVineMatrix with transformed partial correlations}
-}
-
-\examples{
-corMat <- matrix(c(1.00, 0.17, 0.15, 0.14, 0.13,
- 0.17, 1.00, 0.30, 0.28, 0.05,
- 0.15, 0.30, 1.00, 0.17, 0.05,
- 0.14, 0.28, 0.17, 1.00, 0.04,
- 0.13, 0.05, 0.05, 0.04, 1.00),5,5)
-
-RVM <- list()
-RVM$Matrix <- matrix(c(5,4,3,2,1,
- 0,4,3,2,1,
- 0,0,3,2,1,
- 0,0,0,2,1,
- 0,0,0,0,1),5,5)
-class(RVM) <- "RVineMatrix"
-cor2pcor(corMat, RVM)
-
-newRVM <- cor2pcor(corMat, RVM)
-newRVM$family <- matrix(1,5,5)
-newRVM$par2 <- matrix(0,5,5)
-
-# simulate a 5-dim normal from the vine and calculate its correlations
-round(cor(qnorm(RVineSim(10000, newRVM))),2)
-
-pcor2cor(cor2pcor(corMat, RVM))
-pcor2cor(newRVM)
-}
-
-\keyword{vine}
-\keyword{partial correlation}
Modified: www/index.php
===================================================================
--- www/index.php 2013-07-09 17:04:28 UTC (rev 12)
+++ www/index.php 2013-07-10 14:46:48 UTC (rev 13)
@@ -43,7 +43,7 @@
<!-- end of project description -->
-<p> No content added. </p>
+<p> The research underlying this project can be found at vine-copula.org </p>
<p> The <strong>project summary page</strong> you can find <a href="http://<?php echo $domain; ?>/projects/<?php echo $group_name; ?>/"><strong>here</strong></a>. </p>
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