From noreply at r-forge.r-project.org  Wed Oct  9 15:49:17 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed,  9 Oct 2013 15:49:17 +0200 (CEST)
Subject: [Vinecopula-commits] r25 - in pkg: . R inst man src
Message-ID: <20131009134917.32CE3184F7B@r-forge.r-project.org>

Author: ulf
Date: 2013-10-09 15:49:16 +0200 (Wed, 09 Oct 2013)
New Revision: 25

Added:
   pkg/R/AD.R
   pkg/R/BetaMatrix.r
   pkg/R/BiCopPar2Beta.r
   pkg/R/ChatZj.R
   pkg/R/CvM.R
   pkg/R/Fhat.R
   pkg/R/KS.R
   pkg/R/RVineGofTest3.r
   pkg/R/RVinePIT.r
   pkg/R/RVinePar2Beta.r
   pkg/R/gof_ECP.r
   pkg/R/gof_PIT.r
   pkg/R/gof_White.r
   pkg/man/BetaMatrix.Rd
   pkg/man/BiCopPar2Beta.Rd
   pkg/man/RVineGofTest.Rd
   pkg/man/RVinePIT.Rd
   pkg/man/RVinePar2Beta.Rd
Removed:
   pkg/VineCopula.pdf
Modified:
   pkg/R/BiCopCDF.r
   pkg/R/BiCopEst.r
   pkg/R/BiCopGofTest.r
   pkg/R/BiCopHfunc.r
   pkg/R/BiCopMetaContour.r
   pkg/R/BiCopName.r
   pkg/R/BiCopPDF.r
   pkg/R/BiCopPar2TailDep.r
   pkg/R/BiCopPar2Tau.r
   pkg/R/BiCopSelect.r
   pkg/R/BiCopSim.R
   pkg/R/BiCopVuongClarke.r
   pkg/R/RVineCopSelect.r
   pkg/R/RVineMLE.R
   pkg/R/RVineMatrix.R
   pkg/inst/ChangeLog
   pkg/man/BiCopGofTest.Rd
   pkg/man/VineCopula-package.Rd
   pkg/src/hfunc.c
   pkg/src/likelihood.c
Log:
Grosses update. Neuerungen s. ChangeLog
Was jetzt noch fehlt ist die Dokumentation der Tawn copula. Die muss ich noch in alle Hilfefiles reinschreiben.

Added: pkg/R/AD.R
===================================================================
--- pkg/R/AD.R	                        (rev 0)
+++ pkg/R/AD.R	2013-10-09 13:49:16 UTC (rev 25)
@@ -0,0 +1,20 @@
+"AD" =
+function(cdf=NULL)
+{
+  # Cumulative distribution function test:
+  # Function that computes the Anderson-Darling test statistic
+  #--------------------------------------------------------------------------
+  # INPUT:
+  #   cdf      CDF for which to compute AD test
+  # OUTPUT:
+  #   AD       Anderson-Darling test statistic
+  #--------------------------------------------------------------------------
+  # Author: Daniel Berg <daniel at danielberg.no>
+  # Date: 27.03.2006
+  # Version: 1.0.1
+  #--------------------------------------------------------------------------
+  n = length(cdf)
+  AD = .C("ADtest",as.double(cdf),as.integer(n),as.double(0),PACKAGE='VineCopula')[[3]]
+  AD
+}
+

Added: pkg/R/BetaMatrix.r
===================================================================
--- pkg/R/BetaMatrix.r	                        (rev 0)
+++ pkg/R/BetaMatrix.r	2013-10-09 13:49:16 UTC (rev 25)
@@ -0,0 +1,48 @@
+BetaMatrix<-function(data) 
+{
+	d<-dim(data)[2]
+	
+	betahat=matrix(1,d,d)
+	for(i in 1:(d-1))
+	{
+		u1=data[,i]
+		for(j in (i+1):d)
+		{
+			u2=data[,j]
+			betahat[i,j]<-betaFunc(u1,u2,1/2,1/2)
+			betahat[j,i]=betahat[i,j]
+		}
+	}
+	
+return(betahat)
+}
+
+
+# empirical copula
+empcop<-function(u1,u2,u,v) 
+{
+	n=length(u1)
+	a<-which(u1<u)
+	b<-which(u2<v)
+	sc<-intersect(a,b)
+	return(1/n*length(sc))
+}
+
+# survival copula
+survivalcop<-function(u1,u2,u,v) 
+{
+	n=length(u1)
+	a<-which(u1>u)
+	b<-which(u2>v)
+	sc<-intersect(a,b)
+	return(1/n*length(sc))
+}
+
+# h_d
+h<-function(u,v) (min(u,v)+min(1-u)-u*v-(1-u)*(1-v))^-1
+
+# g_d
+g<-function(u,v) (u*v)+(1-u)*(1-v)
+
+# beta
+betaFunc<-function(u1,u2,u,v) h(u,v)*(empcop(u1,u2,u,v)+survivalcop(u1,u2,u,v)-g(u,v))
\ No newline at end of file

Modified: pkg/R/BiCopCDF.r
===================================================================
--- pkg/R/BiCopCDF.r	2013-09-18 13:08:33 UTC (rev 24)
+++ pkg/R/BiCopCDF.r	2013-10-09 13:49:16 UTC (rev 25)
@@ -5,8 +5,8 @@
   if(any(u2>1) || any(u2<0)) stop("Data has be in the interval [0,1].")
 	if(length(u1)!=length(u2)) stop("Lengths of 'u1' and 'u2' do not match.")
 	if(family==2) stop("The CDF of the t-copula is not implemented.")
-	if(!(family %in% c(0,1,3,4,5,6,7,8,9,10,13,14,16,17,18,19,20,23,24,26,27,28,29,30,33,34,36,37,38,39,40,41,51,61,71))) stop("Copula family not implemented.")
-	if(family %in% c(7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40) && par2==0) stop("For BB1, BB6, BB7 and BB8 copulas, 'par2' must be set.")
+	if(!(family %in% c(0,1,3,4,5,6,7,8,9,10,13,14,16,17,18,19,20,23,24,26,27,28,29,30,33,34,36,37,38,39,40,41,51,61,71,104,114,124,134,204,214,224,234))) stop("Copula family not implemented.")
+	if(family %in% c(7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40,104,114,124,134,204,214,224,234) && par2==0) stop("For BB1, BB6, BB7, BB8 and Tawn copulas, 'par2' must be set.")
 	if(family %in% c(1,3,4,5,6,13,14,16,23,24,26,33,34,36,41,51,61,71) && length(par)<1) stop("'par' not set.")
 	
 	if((family==1) && abs(par[1])>=1) stop("The parameter of the Gaussian has to be in the interval (-1,1).")
@@ -36,6 +36,10 @@
 	if((family==30 || family==40) && (par2>=0 || par2<(-1))) stop("The second parameter of the rotated BB8 copula has to be in the interval [-1,0).")
 	if((family==41 || family==51) && par<=0) stop("The parameter of the reflection asymmetric copula has to be positive.")
 	if((family==61 || family==71) && par>=0) stop("The parameter of the rotated reflection asymmetric copula has to be negative.")
+	if ((family==104 || family==114 || family==204 || family==214) && par<1) stop("Please choose 'par' of the Tawn copula in [1,oo).")
+	if ((family==104 || family==114 || family==204 || family==214) && (par2<0 || par2>1)) stop("Please choose 'par2' of the Tawn copula in [0,1].")
+	if ((family==124 || family==134 || family==224 || family==234) && par>-1) stop("Please choose 'par' of the Tawn copula in (-oo,-1].")
+	if ((family==124 || family==134 || family==224 || family==234) && (par2<0 || par2>1)) stop("Please choose 'par2' of the Tawn copula in [0,1].")
 
   res = rep(NA, length(u1))
   
@@ -56,6 +60,59 @@
     res = u2-.C("archCDF",as.double(1-u1),as.double(u2),as.integer(length(u1)),as.double(c(-par,-par2)),as.integer(family-20),as.double(rep(0,length(u1))),PACKAGE='VineCopula')[[6]]
   }else if(family %in% c(33,34,36:40,71)){
     res = u1-.C("archCDF",as.double(u1),as.double(1-u2),as.integer(length(u1)),as.double(c(-par,-par2)),as.integer(family-30),as.double(rep(0,length(u1))),PACKAGE='VineCopula')[[6]]
+  }else if(family %in% c(104,114,124,134,204,214,224,234)){		# Kan sp�ter ev. mal duch C-Code ersetzt werden
+	## Hilfsterme f�r die Ableitung ###
+	ta<-function(t,par,par2,par3) {(par2*t)^par+(par3*(1-t))^par}
+	########  Pickands A
+	A<-function(t,par,par2,par3) {(1-par3)*(1-t)+(1-par2)*t+ta(t,par,par2,par3)^(1/par)}
+	
+	w<-function(u1,u2) {log(u2)/log(u1*u2)}
+	C<-function(u,v,par,par2,par3) {(u1*u2)^A(w(u1,u2),par,par2,par3)}
+	
+	if(family==104) 
+	{ 
+		par3=1
+		res=C(u1,u2,par,par2,par3) 
+	}
+	else if(family==114) 
+	{ 
+		par3=1
+		res=u1+u2-1+C(1-u1,1-u2,par,par2,par3) 
+	}
+	else if(family==124) 
+	{ 
+		par3=1
+		res=u2-C(1-u1,u2,-par,par2,par3) 
+	}
+	else if(family==134) 
+	{ 
+		par3=1
+		res=u1-C(u1,1-u2,-par,par2,par3) 
+	}
+	else if(family==204) 
+	{ 
+		par3=par2
+		par2=1
+		res=C(u1,u2,par,par2,par3) 
+	}
+	else if(family==214) 
+	{ 
+		par3=par2
+		par2=1
+		res=u1+u2-1+C(1-u1,1-u2,par,par2,par3) 
+	}
+	else if(family==224) 
+	{ 
+		par3=par2
+		par2=1
+		res=u2-C(1-u1,u2,-par,par2,par3) 
+	}
+	else if(family==234) 
+	{ 
+		par3=par2
+		par2=1
+		res=u1-C(u1,1-u2,-par,par2,par3) 
+	}
   }
  
   return(res)

Modified: pkg/R/BiCopEst.r
===================================================================
--- pkg/R/BiCopEst.r	2013-09-18 13:08:33 UTC (rev 24)
+++ pkg/R/BiCopEst.r	2013-10-09 13:49:16 UTC (rev 25)
@@ -22,7 +22,7 @@
   if(length(u1)<2) stop("Number of observations has to be at least 2.")
   if(any(u1>1) || any(u1<0)) stop("Data has be in the interval [0,1].")
   if(any(u2>1) || any(u2<0)) stop("Data has be in the interval [0,1].")
-  if(!(family %in% c(0,1,2,3,4,5,6,7,8,9,10,13,14,16,17,18,19,20,23,24,26,27,28,29,30,33,34,36,37,38,39,40,41,51,61,71))) stop("Copula family not implemented.")
+  if(!(family %in% c(0,1,2,3,4,5,6,7,8,9,10,13,14,16,17,18,19,20,23,24,26,27,28,29,30,33,34,36,37,38,39,40,41,51,61,71,104,114,124,134,204,214,224,234))) stop("Copula family not implemented.")
 
   if(max.df<=2) stop("The upper bound for the degrees of freedom parameter has to be larger than 2.")
   if(!is.list(max.BB)) stop("'max.BB' has to be a list.")
@@ -40,7 +40,7 @@
 
   if(is.logical(se)==FALSE) stop("'se' has to be a logical variable (TRUE or FALSE).")
 
-  if(method=="itau" && family %in% c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40))
+  if(method=="itau" && family %in% c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40,104,114,124,134,204,214,224,234))
   {
   message("For two parameter copulas the estimation method 'itau' cannot be used. The method is automatically set to 'mle'.")
   method="mle"
@@ -167,7 +167,7 @@
 		theta1=0
 		delta=0
 
-		if(!(family%in%c(2,6,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40)))
+		if(!(family%in%c(2,6,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40,104,114,124,134,204,214,224,234)))
 		{
 			theta1=theta
 		}
@@ -289,14 +289,77 @@
 				theta1=max(-1.5,-max((max.BB$BB8[1]+1.001)/2,1.001))
 			}
 		}
+		else if(family==104 || family==114)
+		{
+			if(tau<0)
+			{
+				print("The Tawn or survival Tawn copula cannot be used for negatively dependent data.")
+				delta=1
+				theta1=1.001
+			}
+			else
+			{
+				delta=0.5	# psi1
+				theta1=2		
+			}
+		}
+		else if(family==124 || family==134)
+		{
+			if(tau>0)
+			{
+				print("The rotated Tawn copula cannot be used for positively dependent data.")
+				delta=1
+				theta1=-1.001
+			}
+			else
+			{
+				delta=0.5	# psi1
+				theta1=-2		
+			}
+		}
+		else if(family==204 || family==214)
+		{
+			if(tau<0)
+			{
+				print("The Tawn2 or survival Tawn2 copula cannot be used for negatively dependent data.")
+				delta=1
+				theta1=1.001
+			}
+			else
+			{
+				delta=0.5	# psi1
+				theta1=2		
+			}
+		}
+		else if(family==224 || family==234)
+		{
+			if(tau>0)
+			{
+				print("The rotated Tawn2 copula cannot be used for positively dependent data.")
+				delta=1
+				theta1=-1.001
+			}
+			else
+			{
+				delta=0.5		# psi1
+				theta1=-2		
+			}
+		}
 	
-		if(family!=0)
+		if(family!=0 && family<100)
 		{
 			out=MLE_intern(cbind(u1,u2),c(theta1, delta),family=family,se,max.df,max.BB,weights)
 			theta=out$par
 			if(se==TRUE)
 				se1=out$se
 		}
+		else if(family!=0 && family>100)		# New
+		{
+			out=MLE_intern_Tawn(cbind(u1,u2),c(theta1, delta),family=family,se)
+			theta=out$par
+			if(se==TRUE)
+				se1=out$se
+		}
 	}
 
 
@@ -421,11 +484,11 @@
 
 			if(is.null(weights))
 			{
-               ll = .C("LL_mod",as.integer(family),as.integer(n),as.double(data[,2]),as.double(data[,1]),as.double(param[1]),as.double(param[2]),as.double(0),PACKAGE='VineCopula')[[7]]
+               ll = .C("LL_mod2",as.integer(family),as.integer(n),as.double(data[,1]),as.double(data[,2]),as.double(param[1]),as.double(param[2]),as.double(0),PACKAGE='VineCopula')[[7]]
 			}
 			else
 			{
-               ll = .C("LL_mod_seperate",as.integer(family),as.integer(n),as.double(data[,2]), as.double(data[,1]), as.double(param[1]),as.double(param[2]), as.double(rep(0,n)),PACKAGE='VineCopula')[[7]]%*%weights
+               ll = .C("LL_mod_seperate",as.integer(family),as.integer(n),as.double(data[,1]), as.double(data[,2]), as.double(param[1]),as.double(param[2]), as.double(rep(0,n)),PACKAGE='VineCopula')[[7]]%*%weights
 			}
 
 			if(is.infinite(ll) || is.na(ll)  || ll< -10^300) ll = -10^300
@@ -446,7 +509,7 @@
 		      low = c(1.001,0.001)
 		      up = max.BB$BB8
 		}else if(family == 27 | family==37){
-		      up = c(-1.001,-0.001)
+		      up = c(-0.001,-1.001)
 		      low = -max.BB$BB1
 		}else if(family == 28 | family==38){
 		      up = c(-1.001,-1.001)
@@ -480,11 +543,11 @@
 				{	
 					if(is.null(weights))
 					{
-						ll = .C("LL_mod",as.integer(family),as.integer(n),as.double(data[,2]),as.double(data[,1]),as.double(param[1]),as.double(param[2]),as.double(0),PACKAGE='VineCopula')[[7]]
+						ll = .C("LL_mod2",as.integer(family),as.integer(n),as.double(data[,1]),as.double(data[,2]),as.double(param[1]),as.double(param[2]),as.double(0),PACKAGE='VineCopula')[[7]]
 					}
 					else
 					{
-						ll = .C("LL_mod_seperate",as.integer(family),as.integer(n),as.double(data[,2]), as.double(data[,1]), as.double(param[1]),as.double(param[2]), as.double(rep(0,n)),PACKAGE='VineCopula')[[7]]%*%weights
+						ll = .C("LL_mod_seperate",as.integer(family),as.integer(n),as.double(data[,1]), as.double(data[,2]), as.double(param[1]),as.double(param[2]), as.double(rep(0,n)),PACKAGE='VineCopula')[[7]]%*%weights
 					}
 
 					if(is.infinite(ll) || is.na(ll)  || ll< -10^10) ll = -10^10
@@ -523,11 +586,11 @@
 			{
 				if(is.null(weights))
 				{
-					 ll = .C("LL_mod",as.integer(family),as.integer(n),as.double(data[,2]),as.double(data[,1]),as.double(start.parm[1]),as.double(param[1]),as.double(0),PACKAGE='VineCopula')[[7]]
+					 ll = .C("LL_mod2",as.integer(family),as.integer(n),as.double(data[,1]),as.double(data[,2]),as.double(start.parm[1]),as.double(param[1]),as.double(0),PACKAGE='VineCopula')[[7]]
 				}
 				else
 				{
-					 ll = .C("LL_mod_seperate",as.integer(family),as.integer(n),as.double(data[,2]), as.double(data[,1]), as.double(start.parm[1]),as.double(param[1]), as.double(rep(0,n)),PACKAGE='VineCopula')[[7]]%*%weights
+					 ll = .C("LL_mod_seperate",as.integer(family),as.integer(n),as.double(data[,1]), as.double(data[,2]), as.double(start.parm[1]),as.double(param[1]), as.double(rep(0,n)),PACKAGE='VineCopula')[[7]]%*%weights
 				}
 
 				if(is.infinite(ll) || is.na(ll)  || ll< -10^300) ll = -10^300
@@ -563,11 +626,11 @@
 		{
 			if(is.null(weights))
 			{
-				ll = .C("LL_mod",as.integer(family),as.integer(n),as.double(data[,2]), as.double(data[,1]), as.double(param),as.double(0), as.double(0),PACKAGE='VineCopula')[[7]]
+				ll = .C("LL_mod2",as.integer(family),as.integer(n),as.double(data[,1]), as.double(data[,2]), as.double(param),as.double(0), as.double(0),PACKAGE='VineCopula')[[7]]
 			}
 			else
 			{
-				ll = .C("LL_mod_seperate",as.integer(family),as.integer(n),as.double(data[,2]), as.double(data[,1]), as.double(param[1]),as.double(0), as.double(rep(0,n)),PACKAGE='VineCopula')[[7]]%*%weights
+				ll = .C("LL_mod_seperate",as.integer(family),as.integer(n),as.double(data[,1]), as.double(data[,2]), as.double(param[1]),as.double(0), as.double(rep(0,n)),PACKAGE='VineCopula')[[7]]%*%weights
 			}
 			if(is.infinite(ll) || is.na(ll) || ll< -10^300) ll = -10^300
 
@@ -707,6 +770,69 @@
 }
 
 
+# New for Tawn
+
+MLE_intern_Tawn <-
+function(data,start.parm,family,se=FALSE)
+{
+
+	n = dim(data)[1]
+	tau <- fasttau(data[,1],data[,2])
+
+	if(family==104 || family==114 || family==204 || family==214)
+	{
+		parlower<-c(1.001,max(tau,0.0001))
+		parupper<-c(20,min(tau+0.1,0.99))
+	}
+	else if(family==124 || family==134 || family==224 || family==234)
+	{
+		parlower<-c(-20,max(-tau,0.0001))
+		parupper<-c(-1.001,min(-tau+0.1,0.99))
+	}
+	
+	# Hier fehlt noch die log-likelihood Funktion
+	loglikfunc = function(param)
+	{
+		ll = .C("LL_mod2",as.integer(family),as.integer(n),as.double(data[,1]), as.double(data[,2]), as.double(param[1]),as.double(param[2]), as.double(0),PACKAGE='VineCopula')[[7]]
+		if(is.infinite(ll) || is.na(ll) || ll< -10^300) ll = -10^300
+		#print(param)
+		#print(ll)
+		return(ll)
+	}
+	
+	out=list()
+	#print(start.parm)
+	if(se == TRUE)
+	{
+		optimout=optim(par=start.parm,fn=loglikfunc,method=c("L-BFGS-B"),lower=parlower,upper=parupper,control=list(fnscale=-1,maxit=500), hessian=TRUE)
+		if(det(optimout$hessian)==0){
+			  var = diag(1,dim(optimout$hessian)[1])
+			}else{
+			  var = (-solve(optimout$hessian))
+			}
+
+			out$se = sqrt(diag(var))
+	}
+	else
+	{
+		optimout=optim(par=start.parm,fn=loglikfunc,method=c("L-BFGS-B"),lower=parlower,upper=parupper,control=list(fnscale=-1,maxit=500))
+	}
+
+	out$par = optimout$par
+	out$value=optimout$value
+	return(out)
+}
+
+
+
+
+
+
+
+
+
+
+
 fasttau<- function(x, y,weights=NA)
 {
 	if(any(is.na(weights))){

Modified: pkg/R/BiCopGofTest.r
===================================================================
--- pkg/R/BiCopGofTest.r	2013-09-18 13:08:33 UTC (rev 24)
+++ pkg/R/BiCopGofTest.r	2013-10-09 13:49:16 UTC (rev 25)
@@ -1,5 +1,8 @@
-BiCopGofTest<-function(u1, u2, family, par=0, par2=0, method="white", max.df=30, B=100, level=0.05)
+BiCopGofTest<-function(u1, u2, family, par=0, par2=0, method="white", max.df=30, B=100)
 {
+	if(method=="White") method="white"
+	if(method=="Kendall") method="kendall"
+
 	if(is.null(u1)==TRUE || is.null(u2)==TRUE) stop("u1 and/or u2 are not set or have length zero.")
 	if(length(u1)!=length(u2)) stop("Lengths of 'u1' and 'u2' do not match.")
 	if(any(u1>1) || any(u1<0)) stop("Data has be in the interval [0,1].")
@@ -38,7 +41,7 @@
 	}
 	if(family==2 && method=="kendall") stop("The goodness-of-fit test based on Kendall's process is not implemented for the t-copula.")
 	if(family%in%c(7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40) && method=="white") stop("The goodness-of-fit test based on White's information matrix equality is not implemented for the BB copulas.")
-	if((level < 0 || level > 1) && method=="kendall") stop("Significance level has to be between 0 and 1.")
+	#if((level < 0 || level > 1) && method=="kendall") stop("Significance level has to be between 0 and 1.")
 	
 	T=length(u1)
 
@@ -123,6 +126,75 @@
 		}
 		out=list(p.value=pvalue,statistic=test)
 	}
+	else if(method=="IR")
+	{
+		# Information ratio GOF
+		# Step 1: maximum likelihood estimation
+		if(family==2)
+		{
+			if(par==0)
+			{
+				pars=BiCopEst(u1,u2,family=family,method="mle",max.df=max.df)
+				theta=pars$par
+				nu=pars$par2
+				print(theta)
+				print(nu)
+			}
+			else
+			{
+				theta=par
+				nu=par2
+			}
+		}
+		else
+		{
+			nu=0
+			theta=BiCopEst(u1,u2,family=family,method="mle")$par
+		}
+		
+		# Step 2: Calculation of Hesse and gradient
+		if(family==2)
+		{
+			grad=c(0,0)
+			rho_teil=f_rho(u1,u2,theta,nu)
+			nu_teil=f_nu(u1,u2,theta,nu)
+			rho_nu_teil=f_rho_nu(u1,u2,theta,nu)
+			H = matrix(c(rho_teil,rho_nu_teil,rho_nu_teil,nu_teil),2,2)    # Hesse matrix
+			grad[1]=BiCopDeriv(u1,u2,family=family,par=theta,par2=nu,deriv="par", log=TRUE)
+			grad[2]=BiCopDeriv(u1,u2,family=family,par=theta,par2=nu,deriv="par2", log=TRUE)
+			C=grad%*%t(grad)	
+		}
+		else
+		{
+		  d=rep(0,T)
+		  for(t in 1:T)
+		  {
+		    b=BiCopPDF(u1[t],u2[t],family,theta,nu)
+		    d[t]=BiCopDeriv2(u1[t],u2[t],family=family,par=theta,par2=nu, deriv="par")/b 
+		  }
+		  H=mean(d)
+			C=BiCopDeriv(u1,u2,family=family,par=theta,par2=nu,deriv="par", log=TRUE)
+		}
+		Phi=-solve(H)%*%C
+		IR=trace(Phi)/dim(H)[1]		#Zwischenergebnis
+		
+		#Bootstrap procedure
+		if(B==0)
+		{
+			out=list(IR=IR, p.value=NULL)
+		}
+		else
+		{
+			IR_boot=boot.IR(family,theta,nu,B,length(u1))
+			sigma2=var(IR_boot)
+			IR_new=((IR-1)/sqrt(sigma2))^2
+			IR_boot=((IR_boot-1)/sqrt(sigma2))^2
+			p.value = mean(IR_boot>=IR_new)
+			
+			out=list(IR=IR,p.value=p.value)
+		}
+		
+	}
 	else if(method=="kendall")
 	{
 		if(family %in% c(13,14,16,17,18,19,20)){
@@ -161,9 +233,9 @@
 			sn.obs<-ostat$Sn
 			tn.obs<-ostat$Tn
 			
-			k<-as.integer((1-level)*B)
-			sn.critical <- sn.boot[k]	# critical value of test at level 0.05
-			tn.critical <- tn.boot[k]	# critical value of test at level 0.05
+			#k<-as.integer((1-level)*B)
+			#sn.critical <- sn.boot[k]	# critical value of test at level 0.05
+			#tn.critical <- tn.boot[k]	# critical value of test at level 0.05
 			
 			
 			pv.sn<-sapply(sn.obs,function(x) (1/B)*length(which(sn.boot[1:B]>=x))) # P-value of Sn
@@ -251,7 +323,7 @@
     sam.par<-suppressWarnings({BiCopEst(sam[,1], sam[,2],family=fam)}) # parameter estimation of sample data
     sim<-BiCopSim(10000,fam,sam.par$par,sam.par$par2)	# generate data for the simulation of theo. K(t)
 	
-	#par2 muss auf einen Integer gesetzt werden f�r mvtnorm
+	#par2 muss auf einen Integer gesetzt werden f?r mvtnorm
 	param$par2=round(param$par2)
 	
     cormat = matrix(c(1,param$par,param$par,1),2,2)
@@ -436,3 +508,50 @@
 return(out)
 }
 
+
+############################
+
+# bootstrap for IR
+
+boot.IR<-function(family,theta,nu,B,n)
+{
+	#theta und nu sind die geschaetzten Parameter
+	IR=rep(0,B)
+	for(i in 1:B)
+	{
+		sam=BiCopSim(n,family,theta,nu)
+		sam.par<-BiCopEst(sam[,1], sam[,2],family=family) # parameter estimation of sample data
+		if(family==2)
+		{
+			theta2=sam.par[1]
+			nu2=sam.par[2]
+			grad=c(0,0)
+			rho_teil=f_rho(sam[,1],sam[,2],theta2,nu2)
+			nu_teil=f_nu(sam[,1],sam[,2],theta2,nu2)
+			rho_nu_teil=f_rho_nu(sam[,1],sam[,2],theta2,nu2)
+			H = matrix(c(rho_teil,rho_nu_teil,rho_nu_teil,nu_teil),2,2)    # Hesse matrix
+			grad[1]=BiCopDeriv(sam[,1],sam[,2],family=family,par=theta2,par2=nu2,deriv="par", log=TRUE)
+			grad[2]=BiCopDeriv(sam[,1],sam[,2],family=family,par=theta2,par2=nu2,deriv="par2", log=TRUE)
+			C=grad%*%t(grad)	
+		}
+		else
+		{
+			theta2=sam.par
+			nu2=0
+			d=rep(0,T)
+			for(t in 1:T)
+			{
+			  b=BiCopPDF(sam[t,1],sam[t,2],family,theta,nu)
+			  d[t]=BiCopDeriv2(sam[t,1],sam[t,2],family=family,par=theta,par2=nu, deriv="par")/b 
+			}
+			H=mean(d)
+			C=BiCopDeriv(sam[,1],sam[,2],family=family,par=theta2,par2=nu2,deriv="par", log=TRUE)
+		}
+		Phi=-solve(H)%*%C
+		IR[i]=trace(Phi)/dim(H)[1]
+	}
+	
+	return(IR)
+}
+
+

Modified: pkg/R/BiCopHfunc.r
===================================================================
--- pkg/R/BiCopHfunc.r	2013-09-18 13:08:33 UTC (rev 24)
+++ pkg/R/BiCopHfunc.r	2013-10-09 13:49:16 UTC (rev 25)
@@ -17,10 +17,10 @@
 	if(is.null(u1)==TRUE || is.null(u2)==TRUE) stop("u1 and/or u2 are not set or have length zero.")
 	if(length(u1) != length(u2)) stop("Lengths of 'u1' and 'u2' do not match.")
 	if(any(u1>1) || any(u1<0)) stop("Data has be in the interval [0,1].")
-  if(any(u2>1) || any(u2<0)) stop("Data has be in the interval [0,1].")
-	if(!(family %in% c(0,1,2,3,4,5,6,7,8,9,10,13,14,16,17,18,19,20,23,24,26,27,28,29,30,33,34,36,37,38,39,40,43,44, 41,51,61,71))) stop("Copula family not implemented.")
-	if(c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40) %in% family && par2==0) stop("For t-, BB1, BB6, BB7 and BB8 copulas, 'par2' must be set.")
-	if(c(1,3,4,5,6,13,14,16,23,24,26,33,34,36,41,51,61,71) %in% family && length(par)<1) stop("'par' not set.")
+	if(any(u2>1) || any(u2<0)) stop("Data has be in the interval [0,1].")
+	if(!(family %in% c(0,1,2,3,4,5,6,7,8,9,10,13,14,16,17,18,19,20,23,24,26,27,28,29,30,33,34,36,37,38,39,40,41,42,51,52,61,62,71,72,104,114,124,134,204,214,224,234))) stop("Copula family not implemented.")
+	if(c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40,42,52,62,72,104,114,124,134,204,214,224,234) %in% family && par2==0) stop("For t-, BB1, BB6, BB7, BB8 and Tawn copulas, 'par2' must be set.")
+	if(c(1,3,4,5,6,11,13,14,16,23,24,26,33,34,36,41,51,61,71) %in% family && length(par)<1) stop("'par' not set.")
 	
 	if((family==1 || family==2) && abs(par[1])>=1) stop("The parameter of the Gaussian and t-copula has to be in the interval (-1,1).")
 	if(family==2 && par2<=2) stop("The degrees of freedom parameter of the t-copula has to be larger than 2.")
@@ -49,6 +49,10 @@
 	if((family==30 || family==40) && (par2>=0 || par2<(-1))) stop("The second parameter of the rotated BB8 copula has to be in the interval [-1,0).")
 	if((family==41 || family==51) && par<=0) stop("The parameter of the reflection asymmetric copula has to be positive.")
 	if((family==61 || family==71) && par>=0) stop("The parameter of the rotated reflection asymmetric copula has to be negative.")
+	if ((family==104 || family==114 || family==204 || family==214) && par<1) stop("Please choose 'par' of the Tawn copula in [1,oo).")
+	if ((family==104 || family==114 || family==204 || family==214) && (par2<0 || par2>1)) stop("Please choose 'par2' of the Tawn copula in [0,1].")
+	if ((family==124 || family==134 || family==224 || family==234) && par>-1) stop("Please choose 'par' of the Tawn copula in (-oo,-1].")
+	if ((family==124 || family==134 || family==224 || family==234) && (par2<0 || par2>1)) stop("Please choose 'par2' of the Tawn copula in [0,1].")
 
 	n=length(u1)
 

Modified: pkg/R/BiCopMetaContour.r
===================================================================
--- pkg/R/BiCopMetaContour.r	2013-09-18 13:08:33 UTC (rev 24)
+++ pkg/R/BiCopMetaContour.r	2013-10-09 13:49:16 UTC (rev 25)
@@ -213,6 +213,7 @@
 }
 
 
+
 #################################################################################
 # cop.pdf									#
 # Input:									#
@@ -462,6 +463,62 @@
 	d2=1-u2
 	return( pmax(a * d2 * (((12 - 9 * d1) * d1 - 3) * d2 + d1 * (6 * d1 - 8) + 2) + b * (d2 * ((d1 * (9 * d1 - 12) + 3) * d2 + (12 - 6 * d1) * d1 - 4) - 2 * d1 + 1) + 1,0) ) 
   }
+  else if(copula==104)	# Tawn copula (psi2 fix)
+  {
+	par=param[1]
+	par2=param[2]
+	fam=104
+	return(BiCopPDF(u1,u2,fam,par,par2))
+  }
+  else if(copula==114)	# Tawn copula (psi2 fix)
+  {
+	par=param[1]
+	par2=param[2]
+	fam=104
+	return(BiCopPDF(1-u1,1-u2,fam,par,par2))
+  }
+  else if(copula==124)	# Tawn copula (psi2 fix)
+  {
+	par=-param[1]
+	par2=param[2]
+	fam=104
+	return(BiCopPDF(1-u1,u2,fam,par,par2))
+  }
+  else if(copula==134)	# Tawn copula (psi2 fix)
+  {
+	par=-param[1]
+	par2=param[2]
+	fam=104
+	return(BiCopPDF(u1,1-u2,fam,par,par2))
+  }
+  else if(copula==204)	# Tawn copula (psi1 fix)
+  {
+	par=param[1]
+	par2=param[2]
+	fam=204
+	return(BiCopPDF(u1,u2,fam,par,par2))
+  }
+  else if(copula==214)	# Tawn copula (psi1 fix)
+  {
+	par=param[1]
+	par2=param[2]
+	fam=204
+	return(BiCopPDF(1-u1,1-u2,fam,par,par2))
+  }
+  else if(copula==224)	# Tawn copula (psi1 fix)
+  {
+	par=-param[1]
+	par2=param[2]
+	fam=204
+	return(BiCopPDF(1-u1,u2,fam,par,par2))
+  }
+  else if(copula==234)	# Tawn copula (psi1 fix)
+  {
+	par=-param[1]
+	par2=param[2]
+	fam=204
+	return(BiCopPDF(u1,1-u2,fam,par,par2))
+  }
 }
 
 
@@ -514,8 +571,8 @@
   if(is.null(u1)==FALSE && (any(u1>1) || any(u1<0))) stop("Data has be in the interval [0,1].")
   if(is.null(u2)==FALSE && (any(u2>1) || any(u2<0))) stop("Data has be in the interval [0,1].")
   #if(length(u1)!=length(u2)) stop("Lengths of 'u1' and 'u2' do not match.")
-  if(!(family %in% c(0,1,2,3,4,5,6,7,8,9,10,13,14,16,17,18,19,20,23,24,26,27,28,29,30,33,34,36,37,38,39,40,41,42,51,52,61,62,71,72, "emp"))) stop("Copula family not implemented.")
-  if(c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40,42,52,62,72) %in% family && par2==0) stop("For t-, BB1 and BB7 copulas, 'par2' must be set.")
+  if(!(family %in% c(0,1,2,3,4,5,6,7,8,9,10,13,14,16,17,18,19,20,23,24,26,27,28,29,30,33,34,36,37,38,39,40,41,42,51,52,61,62,71,72,104,114,124,134,204,214,224,234, "emp"))) stop("Copula family not implemented.")
+  if(c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40,42,52,62,72,104,114,124,134,204,214,224,234) %in% family && par2==0) stop("For t-, BB1, BB6, BB7, BB8 and Tawn copulas, 'par2' must be set.")
   if(c(1,3,4,5,6,11,13,14,16,23,24,26,33,34,36,41,51,61,71) %in% family && length(par)<1) stop("'par' not set.")
   
   # size sollte nicht zu gross sein
@@ -562,6 +619,10 @@
 		if(abs(b)>1) stop("The second parameter of the two-parametric asymmetric copulas has to be in the interval [-1,1]")
 		if(a>1 || a<limA) stop("The first parameter of the two-parametric asymmetric copula has to be in the interval [limA(par2),1]")
 	}
+	if ((family==104 || family==114 || family==204 || family==214) && par<1) stop("Please choose 'par' of the Tawn copula in [1,oo).")
+	if ((family==104 || family==114 || family==204 || family==214) && (par2<0 || par2>1)) stop("Please choose 'par2' of the Tawn copula in [0,1].")
+	if ((family==124 || family==134 || family==224 || family==234) && par>-1) stop("Please choose 'par' of the Tawn copula in (-oo,-1].")
+	if ((family==124 || family==134 || family==224 || family==234) && (par2<0 || par2>1)) stop("Please choose 'par2' of the Tawn copula in [0,1].")
 
   if(PLOT!=TRUE && PLOT!=FALSE) stop("The parameter 'PLOT' has to be set to 'TRUE' or 'FALSE'.")
 
@@ -616,7 +677,7 @@
 
   if(family!="emp")
   {
-  if(family %in% c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40,42,52,62,72))
+  if(family %in% c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40,42,52,62,72,104,114,124,134,204,214,224,234))
 	 z <- matrix(data=meta.dens(x1=rep(x=x, each=size), x2=rep(x=y, times=size), param=c(par,par2), copula=family, 
    margins=margins, margins.par=margins.par), nrow=size, byrow=TRUE)
   else

Modified: pkg/R/BiCopName.r
===================================================================
--- pkg/R/BiCopName.r	2013-09-18 13:08:33 UTC (rev 24)
+++ pkg/R/BiCopName.r	2013-10-09 13:49:16 UTC (rev 25)
@@ -43,6 +43,14 @@
 		else if(family==51) fam="1-par AS180"
 		else if(family==61) fam="1-par AS90"
 		else if(family==71) fam="1-par AS270"
+		else if(family==104) fam="Tawn"
+		else if(family==114) fam="Tawn180"
+		else if(family==124) fam="Tawn90"
+		else if(family==134) fam="Tawn270"
+		else if(family==204) fam="Tawn2"
+		else if(family==214) fam="Tawn2_180"
+		else if(family==224) fam="Tawn2_90"
+		else if(family==234) fam="Tawn2_270"
 		else stop("Family not implemented.")
 	}
 	else			# langer Name
@@ -84,6 +92,14 @@
 		else if(family==51) fam="Rotated 1-parametric asymmetric 180 degree"
 		else if(family==61) fam="Rotated 1-parametric asymmetric 90 degree"
 		else if(family==71) fam="Rotated 1-parametric asymmetric 270 degree"
+		else if(family==104) fam="Tawn"
+		else if(family==114) fam="Rotated Tawn 180 degrees"
+		else if(family==124) fam="Rotated Tawn 90 degrees"
+		else if(family==134) fam="Rotated Tawn 270 degrees"
+		else if(family==204) fam="Tawn2"
+		else if(family==214) fam="Rotated Tawn2 180 degrees"
+		else if(family==224) fam="Rotated Tawn2 90 degrees"
+		else if(family==234) fam="Rotated Tawn2 270 degrees"
 		else stop("Family not implemented.")
 	}
 }
@@ -125,6 +141,14 @@
 	else if(family=="1-par AS180" || family=="Rotated 1-parametric asymmetric 180 degree") fam=51
 	else if(family=="1-par AS90" || family=="Rotated 1-parametric asymmetric 90 degree") fam=61
 	else if(family=="1-par AS270" || family=="Rotated 1-parametric asymmetric 270 degree") fam=71
+	else if(family=="Tawn") fam=104
+	else if(family=="Tawn180" || family=="Rotated Tawn 180 degrees") fam=114
+	else if(family=="Tawn90" || family=="Rotated Tawn 90 degrees") fam=124
+	else if(family=="Tawn270" || family=="Rotated Tawn 270 degrees") fam=134
+	else if(family=="Tawn2") fam=204
+	else if(family=="Tawn2_180" || family=="Rotated Tawn2 180 degrees") fam=214
+	else if(family=="Tawn2_90" || family=="Rotated Tawn2 90 degrees") fam=224
+	else if(family=="Tawn2_270" || family=="Rotated Tawn2 270 degrees") fam=234
 	else stop("Family not implemented.")
 }
 

Modified: pkg/R/BiCopPDF.r
===================================================================
--- pkg/R/BiCopPDF.r	2013-09-18 13:08:33 UTC (rev 24)
+++ pkg/R/BiCopPDF.r	2013-10-09 13:49:16 UTC (rev 25)
@@ -4,8 +4,8 @@
 	if(length(u1)!=length(u2)) stop("Lengths of 'u1' and 'u2' do not match.")
 	if(any(u1>1) || any(u1<0)) stop("Data has be in the interval [0,1].")
   if(any(u2>1) || any(u2<0)) stop("Data has be in the interval [0,1].")
-	if(!(family %in% c(0,1,2,3,4,5,6,7,8,9,10,13,14,16,17,18,19,20,23,24,26,27,28,29,30,33,34,36,37,38,39,40,41,51,61,71))) stop("Copula family not implemented.")
-	if(family %in% c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40) && par2==0) stop("For t-, BB1, BB6, BB7 and BB8 copulas, 'par2' must be set.")
+	if(!(family %in% c(0,1,2,3,4,5,6,7,8,9,10,13,14,16,17,18,19,20,23,24,26,27,28,29,30,33,34,36,37,38,39,40,41,51,61,71,104,114,124,134,204,214,224,234))) stop("Copula family not implemented.")
+	if(family %in% c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40,104,114,124,134,204,214,224,234) && par2==0) stop("For t-, BB1, BB6, BB7, BB8 and Tawn copulas, 'par2' must be set.")
 	if(family %in% c(1,3,4,5,6,13,14,16,23,24,26,33,34,36,41,51,61,71) && length(par)<1) stop("'par' not set.")
 	
 	if((family==1 || family==2) && abs(par[1])>=1) stop("The parameter of the Gaussian and t-copula has to be in the interval (-1,1).")
@@ -35,6 +35,10 @@
 	if((family==30 || family==40) && (par2>=0 || par2<(-1))) stop("The second parameter of the rotated BB8 copula has to be in the interval [-1,0).")
 	if((family==41 || family==51) && par<=0) stop("The parameter of the reflection asymmetric copula has to be positive.")
 	if((family==61 || family==71) && par>=0) stop("The parameter of the rotated reflection asymmetric copula has to be negative.")
+	if ((family==104 || family==114 || family==204 || family==214) && par<1) stop("Please choose 'par' of the Tawn copula in [1,oo).")
+	if ((family==104 || family==114 || family==204 || family==214) && (par2<0 || par2>1)) stop("Please choose 'par2' of the Tawn copula in [0,1].")
+	if ((family==124 || family==134 || family==224 || family==234) && par>-1) stop("Please choose 'par' of the Tawn copula in (-oo,-1].")
+	if ((family==124 || family==134 || family==224 || family==234) && (par2<0 || par2>1)) stop("Please choose 'par2' of the Tawn copula in [0,1].")
 
   coplik = .C("LL_mod_seperate",as.integer(family),as.integer(length(u1)),as.double(u1),as.double(u2),as.double(par),as.double(par2),as.double(rep(0,length(u1))),PACKAGE='VineCopula')[[7]]
   

Added: pkg/R/BiCopPar2Beta.r
===================================================================
--- pkg/R/BiCopPar2Beta.r	                        (rev 0)
+++ pkg/R/BiCopPar2Beta.r	2013-10-09 13:49:16 UTC (rev 25)
@@ -0,0 +1,6 @@
+BiCopPar2Beta <- function(family,par,par2=0)
+{
+	blomBeta=4*BiCopCDF(0.5,0.5,family,par,par2)-1
+	
+	return(blomBeta)
+}
\ No newline at end of file

Modified: pkg/R/BiCopPar2TailDep.r
===================================================================
--- pkg/R/BiCopPar2TailDep.r	2013-09-18 13:08:33 UTC (rev 24)
+++ pkg/R/BiCopPar2TailDep.r	2013-10-09 13:49:16 UTC (rev 25)
@@ -1,8 +1,8 @@
 BiCopPar2TailDep<-function(family,par,par2=0)
 {
-	if(!(family %in% c(0,1,2,3,4,5,6,7,8,9,10,13,14,16,17,18,19,20,23,24,26,27,28,29,30,33,34,36,37,38,39,40))) stop("Copula family not implemented.")
-	if(c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40) %in% family && par2==0) stop("For t-, BB1, BB6, BB7 and BB8 copulas, 'par2' must be set.")
-	if(c(1,3,4,5,6,13,14,16,23,24,26,33,34,36) %in% family && length(par)<1) stop("'par' not set.")
+	if(!(family %in% c(0,1,2,3,4,5,6,7,8,9,10,13,14,16,17,18,19,20,23,24,26,27,28,29,30,33,34,36,37,38,39,40,41,42,51,52,61,62,71,72,104,114,124,134,204,214,224,234))) stop("Copula family not implemented.")
+	if(c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40,42,52,62,72,104,114,124,134,204,214,224,234) %in% family && par2==0) stop("For t-, BB1, BB6, BB7, BB8 and Tawn copulas, 'par2' must be set.")
+	if(c(1,3,4,5,6,11,13,14,16,23,24,26,33,34,36,41,51,61,71) %in% family && length(par)<1) stop("'par' not set.")
 	
 	if((family==1 || family==2) && abs(par[1])>=1) stop("The parameter of the Gaussian and t-copula has to be in the interval (-1,1).")
[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/vinecopula -r 25

From noreply at r-forge.r-project.org  Wed Oct  9 16:06:35 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed,  9 Oct 2013 16:06:35 +0200 (CEST)
Subject: [Vinecopula-commits] r26 - pkg
Message-ID: <20131009140635.13988184F7B@r-forge.r-project.org>

Author: ulf
Date: 2013-10-09 16:06:34 +0200 (Wed, 09 Oct 2013)
New Revision: 26

Modified:
   pkg/DESCRIPTION
   pkg/NAMESPACE
Log:


Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	2013-10-09 13:49:16 UTC (rev 25)
+++ pkg/DESCRIPTION	2013-10-09 14:06:34 UTC (rev 26)
@@ -1,12 +1,12 @@
 Package: VineCopula
 Type: Package
 Title: Statistical inference of vine copulas
-Version: 1.1-3
-Date: 2013-09-18
+Version: 1.2
+Date: 2013-09-03
 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, igraph
-Suggests: CDVine, TSP
+Suggests: CDVine, TSP, ADGofTest
 Description: This package provides functions for statistical inference of vine copulas. It contains tools for bivariate exploratory data analysis, bivariate copula selection and (vine) tree construction. Models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are also included. Data is assumed to lie in the unit hypercube (so-called copula data). For C- and D-vines links to the package CDVine are provided.
 License: GPL (>= 2)
 LazyLoad: yes

Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE	2013-10-09 13:49:16 UTC (rev 25)
+++ pkg/NAMESPACE	2013-10-09 14:06:34 UTC (rev 26)
@@ -48,7 +48,13 @@
 export(TauMatrix)
 
 export(RVineCor2pcor,RVinePcor2cor, RVineMatrixNormalize)
+export(RVinePIT)
+export(RVineGofTest)
 
+export(BiCopPar2Beta)
+export(RVinePar2Beta)
+export(BetaMatrix)
+
 S3method(print, RVineMatrix)
 
 useDynLib("VineCopula")
\ No newline at end of file


From noreply at r-forge.r-project.org  Wed Oct  9 17:02:49 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed,  9 Oct 2013 17:02:49 +0200 (CEST)
Subject: [Vinecopula-commits] r27 - pkg/man
Message-ID: <20131009150250.109341860A9@r-forge.r-project.org>

Author: ulf
Date: 2013-10-09 17:02:49 +0200 (Wed, 09 Oct 2013)
New Revision: 27

Modified:
   pkg/man/BiCopCDF.Rd
Log:
Hier mal eine Probedatei mit der Dokumentation der Tawn copula. Ist das so verstaendlich?

Modified: pkg/man/BiCopCDF.Rd
===================================================================
--- pkg/man/BiCopCDF.Rd	2013-10-09 14:06:34 UTC (rev 26)
+++ pkg/man/BiCopCDF.Rd	2013-10-09 15:02:49 UTC (rev 27)
@@ -44,7 +44,15 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees) 
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn copula with fixed third parameter \cr
+    \code{114} = rotated Tawn copula (180 degrees) with fixed third parameter \cr
+    \code{124} = rotated Tawn copula (90 degrees) with fixed third parameter \cr
+    \code{134} = rotated Tawn copula (270 degrees) with fixed third parameter \cr
+    \code{204} = Tawn copula with fixed second parameter \cr
+    \code{214} = rotated Tawn copula (180 degrees) with fixed second parameter \cr
+    \code{224} = rotated Tawn copula (90 degrees) with fixed second parameter \cr
+    \code{234} = rotated Tawn copula (270 degrees) with fixed second parameter \cr
 		}
   \item{par}{Copula parameter.}
   \item{par2}{Second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8; default: \code{par2 = 0}). \code{par2} should be an positive integer for the Students's t copula \code{family=2}.}


From noreply at r-forge.r-project.org  Thu Oct 10 09:28:40 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Thu, 10 Oct 2013 09:28:40 +0200 (CEST)
Subject: [Vinecopula-commits] r28 - in pkg/src: . include
Message-ID: <20131010072840.E414A185D1F@r-forge.r-project.org>

Author: ulf
Date: 2013-10-10 09:28:40 +0200 (Thu, 10 Oct 2013)
New Revision: 28

Added:
   pkg/src/evCopula.c
   pkg/src/gof.c
   pkg/src/include/evCopula.h
   pkg/src/include/gof.h
   pkg/src/include/pit.h
   pkg/src/pit.c
Log:
Sorry, anscheinend hat das SVN die C-Dateien nicht commited

Added: pkg/src/evCopula.c
===================================================================
--- pkg/src/evCopula.c	                        (rev 0)
+++ pkg/src/evCopula.c	2013-10-10 07:28:40 UTC (rev 28)
@@ -0,0 +1,265 @@
+#include "include/vine.h"
+#include "include/evCopula.h"
+#include <math.h>
+
+#define UMAX  1-1e-10
+
+#define UMIN  1e-10
+
+#define XEPS 1e-4
+
+// Some function for the Tawn copula
+
+// CDF
+void ta(double* t, int* n, double* par, double* par2, double* par3, double* out)	//f�r CDF
+{
+	int i=0;
+	double t1,t2;
+	for(i=0; i<*n;i++)
+	{
+		t1=pow(*par2*t[i],*par);
+		t2=pow(*par3*(1.0-t[i]),*par);
+		out[i]=t1+t2;
+	}
+}
+
+//ta<-function(t,par,par2,par3) {(par2*t)^par+(par3*(1-t))^par}
+
+// Pickands A
+void Tawn(double* t, int* n, double* par, double* par2, double* par3, double* out)		//f�r CDF
+{
+	int i=0, T=1;
+	double t1,t2,t3,t4;
+	for(i=0; i<*n;i++)
+	{
+		t1=(1.0-*par3)*(1.0-t[i]);
+		t2=(1.0-*par2)*t[i];
+		ta(t, &T, par, par2, par3, &t3);
+		t4=pow(t3,1.0/(*par));
+		out[i]=t1+t2+t4;
+	}
+}
+
+//Tawn<-function(t,par,par2,par3) {(1-par3)*(1-t)+(1-par2)*t+ta(t,par,par2,par3)^(1/par)}
+
+void TawnCDF(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out)	// CDF-function
+{
+	int i=0, T=1;
+	double w, A;
+	for(i=0; i<*n;i++)
+	{
+		w=log(v[i])/log(u[i]*v[i]);
+		Tawn(&w, &T, par, par2, par3, &A);		//!!!
+		out[i]=pow(u[i]*v[i],A);
+	}
+}
+
+
+//////////////////////////////////////////////////////////////////
+// PDF
+
+void ta2(double* t, int* n, double* par, double* par2, double* par3, double* out)	//f�r PDF
+{
+	int i=0;
+	double t1,t2;
+	for(i=0; i<*n;i++)
+	{
+		t1=pow(*par3*t[i],*par);
+		t2=pow(*par2*(1.0-t[i]),*par);
+		out[i]=t1+t2;
+	}
+}
+
+void d1ta(double* t, int* n, double* par, double* par2, double* par3, double* out)	//f�r PDF
+{
+	int i=0;
+	double t1,t2;
+	for(i=0; i<*n;i++)
+	{
+		t1=*par3 * pow((*par3*t[i]),*par-1.0);
+		t2=*par2 * pow(*par2*(1.0-t[i]),*par-1.0);
+		out[i]=*par*(t1-t2);
+	}
+}
+
+//d1ta<-function(t,par,par2,par3) {par*(par3*(par3*t)^(par-1)-par2*(par2*(1-t))^(par-1))}
+
+void d2ta(double* t, int* n, double* par, double* par2, double* par3, double* out)	//f�r PDF
+{
+	int i=0;
+	double t1,t2;
+	for(i=0; i<*n;i++)
+	{
+		t1=pow(*par3,2) * pow(*par3*t[i],*par-2.0);
+		t2=pow(*par2,2) * pow(*par2*(1.0-t[i]),*par-2.0);
+		out[i]=*par*(*par-1) * (t1 + t2);
+	}
+}
+
+//d2ta<-function(t,par,par2,par3) {par*(par-1)*(par3^2*(par3*t)^(par-2)+par2^2*(par2*(1-t))^(par-2))}
+
+
+void Tawn2(double* t, int* n, double* par, double* par2, double* par3, double* out)		//f�r PDF
+{
+	int i=0, T=1;
+	double t1,t2,t3,t4;
+	for(i=0; i<*n;i++)
+	{
+		t1=(1.0-*par2)*(1.0-t[i]);
+		t2=(1.0-*par3)*t[i];
+		ta2(&t[i], &T, par, par2, par3, &t3);		//!!!
+		t4=pow(t3,1.0/(*par));
+		out[i]=t1+t2+t4;
+	}
+}
+
+//Tawn<-function(t,par,par2,par3) {(1-par2)*(1-t)+(1-par3)*t+ta(t,par,par2,par3)^(1/par)}
+
+void d1Tawn(double* t, int* n, double* par, double* par2, double* par3, double* out)	//f�r PDF
+{
+	int i=0, T=1;
+	double t2,t1;
+	for(i=0; i<*n;i++)
+	{
+		ta2(&t[i], &T, par, par2, par3, &t1);		//!!
+		d1ta(&t[i], &T, par, par2, par3, &t2);
+		out[i]=*par2-*par3+1.0/(*par) * pow(t1,(1.0/(*par)-1.0)) * t2;
+	}
+}
+
+//d1Tawn<-function(t,par,par2,par3) {par2-par3+1/par*ta(t,par,par2,par3)^(1/par-1)*d1ta(t,par,par2,par3)}  Wie in Afunc2Deriv
+
+void d2Tawn(double* t, int* n, double* par, double* par2, double* par3, double* out)	//f�r PDF
+{
+	int i=0, T=1;
+	double t2,t1,t3;
+	for(i=0; i<*n;i++)
+	{
+		ta2(&t[i], &T, par, par2, par3, &t1);	//!!
+		d1ta(&t[i], &T, par, par2, par3, &t2);
+		d2ta(&t[i], &T, par, par2, par3, &t3);
+		out[i] = 1.0/(*par) * ( (1.0/(*par)-1.0) * pow(t1,(1.0/(*par)-2)) * pow(t2,2) + pow(t1,(1.0/(*par)-1)) * t3   );
+	}
+}
+
+//d2Tawn<-function(t,par,par2,par3) {1/par*((1/par-1)*ta(t,par,par2,par3)^(1/par-2)*d1ta(t,par,par2,par3)^2+ta(t,par,par2,par3)^(1/par-1)*d2ta(t,par,par2,par3))}
+
+// Ableitung von A nach u
+void dA_du(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out)
+{
+	int i=0, T=1;
+	double dA, dw, w;
+	for(i=0; i<*n;i++)
+	{
+		w=log(v[i]) / log(u[i]*v[i]);
+		dw=-log(v[i]) / (u[i]*pow(log(u[i]*v[i]),2.0));
+		d1Tawn(&w, &T, par, par2, par3, &dA);
+		out[i]=dA*dw;
+	}
+}
+
+//dA_du<-function(u,v,par,par2,par3) {evcBiCopAfuncDeriv(w(u,v),fam,par,par2,par3)*dw_du(u,v)} 
+
+void dA_dv(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out)
+{
+	int i=0, T=1;
+	double dA, dw, w;
+	for(i=0; i<*n;i++)
+	{
+		w=log(v[i])/log(u[i]*v[i]);
+		dw=1.0 / (v[i]*log(u[i]*v[i])) - log(v[i]) / (v[i]*pow(log(u[i]*v[i]),2));
+		d1Tawn(&w, &T, par, par2, par3, &dA);
+		out[i]=dA*dw;
+	}
+}
+
+void dA_dudv(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out)
+{
+	int i=0, T=1;
+	double dA, dw_dv, dw_du, w, d2w_dudv, d2A;
+	for(i=0; i<*n;i++)
+	{
+		w=log(v[i])/log(u[i]*v[i]);
+		dw_du=-log(v[i])/(u[i]*pow(log(u[i]*v[i]),2));
+		dw_dv=1.0 / (v[i]*log(u[i]*v[i])) - log(v[i]) / (v[i]*pow(log(u[i]*v[i]),2));
+		d2w_dudv = 2*log(v[i]) / (v[i]*u[i]*pow(log(u[i]*v[i]),3)) - 1.0 / (v[i]*u[i]*pow(log(u[i]*v[i]),2));
+		d1Tawn(&w, &T, par, par2, par3, &dA);
+		d2Tawn(&w, &T, par, par2, par3, &d2A);
+		out[i]=d2A*dw_dv*dw_du + dA*d2w_dudv;
+	}
+}
+
+//d2A_dudv<-function(u,v,par,par2,par3) {evcBiCopAfunc2Deriv(w(u,v),fam,par,par2,par3)*dw_dv(u,v)*dw_du(u,v)+evcBiCopAfuncDeriv(w(u,v),fam,par,par2,par3)*d2w_dudv(u,v)}
+
+
+void TawnC(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out)	// f�r PDF
+{
+	int i=0, T=1;
+	double w, A;
+	for(i=0; i<*n;i++)
+	{
+		w=log(v[i])/log(u[i]*v[i]);
+		Tawn2(&w, &T, par, par2, par3, &A);		//!!!
+		out[i]=pow(u[i]*v[i],A);
+	}
+}
+
+// Ableitung von C nach u
+void dC_du(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out)
+{
+	int i=0, T=1;
+	double w, A, C, dA;
+	for(i=0; i<*n;i++)
+	{
+		w=log(v[i])/log(u[i]*v[i]);
+		Tawn2(&w, &T, par, par2, par3, &A);		//!!
+		TawnC(&u[i], &v[i], &T, par, par2, par3, &C);	//!!
+		dA_du(&u[i], &v[i], &T, par, par2, par3, &dA);
+		out[i]=C * (1.0 / u[i] * A + log(u[i]*v[i])*dA);
+	}
+}
+
+//dC_du<-function(u,v,par,par2,par3) {C(u,v,par,par2,par3) * (1/u*evcBiCopAfunc(w(u,v),fam,par,par2,par3)+log(u*v) * dA_du(u,v,par,par2,par3))}
+
+void TawnPDF(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out)	
+{
+	int i=0, T=1;
+	double w, A, dC, t3, t4, t1, C, t5, t2;
+	for(i=0; i<*n;i++)
+	{
+		w=log(v[i])/log(u[i]*v[i]);
+		Tawn2(&w, n, par, par2, par3, &A);
+		dC_du(&u[i], &v[i], &T, par, par2, par3, &dC);
+		dA_du(&u[i], &v[i], &T, par, par2, par3, &t3);
+		dA_dv(&u[i], &v[i], &T, par, par2, par3, &t4);
+		t1=dC * (1.0/v[i] * A + log(u[i]*v[i]) * t4);
+		TawnC(&u[i], &v[i], &T, par, par2, par3, &C);
+		dA_dudv(&u[i], &v[i], &T, par, par2, par3, &t5);
+		t2=C * (1.0/u[i]*t4 + 1.0/v[i]*t3 + log(u[i]*v[i])*t5);
+		out[i]=t1+t2;
+	}
+}
+
+
+// d2C_dvdu<-function(u,v,par,par2,par3) 
+// {
+// dC_du(u,v,par,par2,par3)*(1/v*evcBiCopAfunc(w(u,v),fam,par,par2,par3) + log(u*v)*dA_dv(u,v,par,par2,par3))+
+// C(u,v,par,par2,par3)*
+// (1/u*dA_dv(u,v,par,par2,par3) + 1/v*dA_du(u,v,par,par2,par3)+log(u*v)*d2A_dudv(u,v,par,par2,par3))
+// }
+
+
+// Ableitung von C nach v (fuer h-function)
+void dC_dv(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out)
+{
+	int i=0, T=1;
+	double w, A, C, dA;
+	for(i=0; i<*n;i++)
+	{
+		w=log(v[i])/log(u[i]*v[i]);
+		Tawn2(&w, &T, par, par2, par3, &A);		//!!
+		TawnC(&u[i], &v[i], &T, par, par2, par3, &C);	//!!
+		dA_dv(&u[i], &v[i], &T, par, par2, par3, &dA);
+		out[i]=C * (1.0 / v[i] * A + log(u[i]*v[i])*dA);
+	}
+}
\ No newline at end of file

Added: pkg/src/gof.c
===================================================================
--- pkg/src/gof.c	                        (rev 0)
+++ pkg/src/gof.c	2013-10-10 07:28:40 UTC (rev 28)
@@ -0,0 +1,667 @@
+#include "include/vine.h"
+#include "include/memoryhandling.h"
+#include "include/gof.h"
+#include "include/rvinederiv2.h"
+#include "include/pit.h"
+#include "include/rvine.h"
+
+/////////////////////////////////////////////////////////////////////
+// Code form Daniel Berg, R-package copulaGOF
+//     AD: Anderson-Darling  GOF test
+//     (Cumulative distribution function test)
+//     INPUT:
+//          cdf         CDF for which to compute the test
+//          n             Length of cdf
+/////////////////////////////////////////////////////////////////////
+void ADtest(double* cdf, int* n, double* out)
+{
+  int j;
+  double sum=0.0;
+  for(j=0;j<*n;j++) sum += (2.0*((double)j+1.0)-1.0)*(log(cdf[j])+log(1.0-cdf[*n-1-j]));
+  *out = -(double)*n-(1.0/(double)*n)*sum;
+}
+
+
+///////////////////////////////////////////////////////////////////////////////
+// Code form Daniel Berg, R-package copulaGOF
+// Function to compute cumulative distribution function of a uniform vector x ($\hat F(x)$)
+///////////////////////////////////////////////////////////////////////////////
+void CumDist(double* x, int* i_n, int* i_m, double* out)
+{
+  int i,j,n,m;
+  double *y;
+  n=*i_n; m=*i_m;
+  y = malloc(m*sizeof(double));
+  for(i=0;i<m;i++)
+  {
+    y[i]=0.0;
+    for(j=0;j<n;j++)
+    {
+      if(x[j]<=((double)i+1.0)/((double)m+1.0)) y[i] += 1.0/((double)n+1.0);
+    }
+    if(y[i]==0.0) y[i] = 1.0/((double)n+1.0);
+    out[i] = y[i];
+  }
+  free(y);
+}
+
+
+/////////////////////////////////////////////////////////////////////
+// Code form Daniel Berg, R-package copulaGOF
+//     CvM: Cramer-von Mises GOF test
+//     (Cumulative distribution function test)
+//     INPUT:
+//          cdf         CDF for which to compute the test
+//          n             Length of cdf
+/////////////////////////////////////////////////////////////////////
+void CvMtest(double* cdf, int* n, double* out)
+{
+  int i;
+  double sum1=0.0,sum2=0.0;
+  for(i=0;i<*n;i++) 
+  {
+    sum1 += pow(cdf[i],2.0);
+    sum2 += cdf[i]*(2.0*((double)i+1.0)+1.0);
+  }
+  *out = (double)*n/3.0 + (double)*n/((double)*n + 1.0)*sum1 - (double)*n/(pow((double)*n+1.0,2.0))*sum2;
+}
+
+
+/////////////////////////////////////////////////////////////////////
+// Code form Daniel Berg, R-package copulaGOF
+//     KS: Kolmogorov-Smirnof GOF test
+//     (Cumulative distribution function test)
+//     INPUT:
+//          cdf         CDF for which to compute the test
+//          n             Length of cdf
+/////////////////////////////////////////////////////////////////////
+void KStest(double* cdf, int* n, double* out)
+{
+  int j;
+  double tmp, maxdist=0.0;
+  for(j=0;j<*n;j++)
+  {
+    tmp = MAX( fabs(cdf[j]-((double)j+1.0)/((double)*n+1.0)), fabs(cdf[j]-((double)j+2.0)/((double)*n+1.0)) );
+    if(tmp>maxdist) maxdist = tmp;
+  }
+  *out = sqrt((double)*n)*maxdist;
+}
+
+
+
+////////////////////////////////////////////////////////
+// Goodness-of-fit test based on White's information equality
+// by U. Schepsmeier
+///////////////////////////////////////////////////////////
+
+void White(int* T, int* d, int* family, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data, double* D, double* V)
+{
+	int i=0, dd=0, tt=0, k=1, j=0, kk=0, t=0, mm=0, dd2=0;
+	double *Dprime, *hess, *subhess, *der, *subder, *dat, *hess_red, *der_red;
+	
+	for(i=0; i<(*d*(*d));i++)
+	{
+		if(family[i]!=0) dd++;
+		if(family[i]==2) tt++;
+	}
+	mm=(dd+tt)*(dd+tt+1)/2;
+	dd2=*d*(*d-1)/2;
+	
+	//Allocate memory
+	//V = create_matrix((dd+tt)*(dd+tt+1)/2,(dd+tt)*(dd+tt+1)/2);
+	//D = malloc((dd+tt)*(dd+tt+1)/2*sizeof(double));
+	Dprime = malloc((dd+tt)*(dd+tt+1)/2*sizeof(double));
+	hess = malloc((dd2+tt)*(dd2+tt)*sizeof(double));
+	subhess = malloc((dd2+tt)*(dd2+tt)*sizeof(double));
+	der = malloc((dd2+tt)*(dd2+tt)*sizeof(double));
+	subder = malloc((dd2+tt)*(dd2+tt)*sizeof(double));
+	hess_red = malloc((dd+tt)*(dd+tt)*sizeof(double));
+	der_red = malloc((dd+tt)*(dd+tt)*sizeof(double));
+	dat = malloc(*d*sizeof(double));
+	
+	// initialisieren
+	for(i=0;i<mm;i++)
+	{
+		Dprime[i]=0;
+	}
+	/*for(i=0;i<(dd+tt)*(dd+tt);i++)
+	{
+		hess[i]=0;
+		subhess[i]=0;
+		der[i]=0;
+		subder[i]=0;
+	}
+	for(i=0;i<(dd+tt)*(dd+tt+1)/2;i++)
+	{
+		for(j=0;j<(dd+tt)*(dd+tt+1)/2;j++)
+		{
+			V[i][j]=0;
+		}
+	}*/
+	
+	for(t=0;t<*T;t++)
+	{
+		for(i=0; i<*d;i++)
+		{
+			dat[i]=data[(t+1)+(i*(*T))-1];
+		}
+		for(i=0;i<((dd2+tt)*(dd2+tt));i++)
+		{
+			hess[i]=0;
+			subhess[i]=0;
+			der[i]=0;
+			subder[i]=0;
+		}
+		hesse(&k, d, family, maxmat, matrix, condirect, conindirect, par, par2, dat, hess, subhess, der, subder);
+		
+		// independence aus der Hesse herausnehmen
+		kk=0;
+		for(i=0;i<dd2+tt;i++)
+		{
+			for(j=0;j<dd2+tt;j++)
+			{
+				if(hess[i+1+((dd2+tt)*j)-1]!=0)
+				{
+					hess_red[kk]=hess[i+1+((dd2+tt)*j)-1];
+					der_red[kk]=der[i+1+((dd2+tt)*j)-1];
+					kk++;
+				}
+			}
+		}
+		
+		kk=0;
+		for(i=0;i<(dd+tt);i++)
+		{
+			for(j=i;j<(dd+tt);j++)
+			{
+				Dprime[kk] = hess[(j+1)+((dd+tt)*i)-1] + der[(j+1)+((dd+tt)*i)-1];
+				D[kk] = D[kk] + (Dprime[kk]/(double)(*T));
+				kk++;
+			}
+		}
+		
+		for(i=0;i<mm;i++)
+		{
+			for(j=0;j<mm;j++)
+			{
+				V[(i+1)+mm*j-1]+=(Dprime[i]*Dprime[j]/(double)(*T));
+			}
+		}
+	} 
+	
+	// Nicht fertig, da hier das Problem D%*%solve(V)%*%t(D) zu l�sen ist
+	
+	// Free memory
+	//free(D);
+	free(Dprime);	
+	free(hess);
+	free(subhess);
+	free(der);
+	free(subder);
+	free(dat);
+	free(hess_red);
+	free(der_red);
+	//free_matrix(V,(dd+tt)*(dd+tt+1)/2);
+}
+
+
+///////////////////////////////////////////////////
+// Functions for PIT based GOF
+// by U. Schepsmeier
+///////////////////////////////////////////////////
+
+
+///////////////////////////////////////////////////////////////////////////////
+// Function to compute probability of observing rank i, given rank 1,...,i-1 
+// Help function by Daniel Berg
+// Input: q (vector to be transformed, must be sorted ascending), 
+// d(length of vector q), out(output) 
+///////////////////////////////////////////////////////////////////////////////
+
+void ZStar(double* q, int* d, double* out)
+{
+  int i;
+  double *qprev;
+  qprev = malloc(*d*sizeof(double));
+  for(i=0;i<*d;i++)
+  {
+    if(i==0) qprev[i]=0.0;
+    else qprev[i] = q[i-1];
+    out[i] = 1.0 - pow((1.0-q[i])/(1.0-qprev[i]),*d-i);
+    if(out[i]==1.0) { out[i] = 0.9999999999; }
+    else if(out[i]==0.0) { out[i] = 1.0-0.9999999999; }
+  }
+  free(qprev);
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// Function to compare two numbers
+// Help function by Daniel Berg
+///////////////////////////////////////////////////////////////////////////////
+int comp_nums(double *num1, double *num2)
+{
+  if (*num1 <  *num2) return -1;
+  else if (*num1 == *num2) return  0;
+  else return  1;
+}
+
+
+void Bj(int *T, int* d, int* family, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data, 
+		 double* out, double* vv, double* vv2, int* calcupdate, int* method, int *alpha)
+{
+	int i=0, t=0, ii=0, j=0;
+	double *udata, **tmp, **u;
+	udata = malloc(*d*(*T)*sizeof(double));
+	tmp = create_matrix(*T,*d);
+	u = create_matrix(*T,*d);
+
+	RvinePIT(T, d, family, maxmat, matrix, condirect, conindirect, par, par2, data, udata, vv, vv2, calcupdate);
+	
+	ii=0;
+	for(j=0;j<*T;j++)
+	{
+		if(*method==2 || *method==3)
+		{
+			for(i=0;i<*d;i++)
+			{
+				u[j][i] = udata[ii];
+				ii += 1;
+			}
+			qsort(u[j],*d,sizeof(double),(void *)comp_nums);
+			ZStar(u[j],d,tmp[j]);		//Transformation von Berg and Bakken (2007)
+		}
+		else	// Im Fall von Breymann ist es besser keine Transformation zu machen
+		{
+			for(i=0;i<*d;i++)
+			{
+				tmp[j][i] = udata[ii];
+				ii += 1;
+			}
+		}
+	}
+	
+	for(t=0;t<*T;t++)
+	{
+		for(i=0;i<*d;i++)
+		{
+			if(*method==1)
+				tmp[t][i]=pow(qnorm(tmp[t][i],0.0,1.0,1,0),2);
+			else if(*method==2)
+				tmp[t][i]=fabs(tmp[t][i]-0.5);
+			else if(*method==3)
+				tmp[t][i]=pow(tmp[t][i]-0.5,*alpha);
+			
+			out[t]+=tmp[t][i];
+		}
+	}
+	
+	free(udata);
+	free_matrix(tmp,*T);
+	free_matrix(u,*T);
+}
+
+
+void SimulateBj(double* S, int *T, int* d, int* B, int* method, int *alpha, double* p)
+{
+	int i=0, t=0, m=0;
+	double *tmp, Sb=0, *ustar;
+	tmp = malloc(*d*sizeof(double));
+	ustar = malloc(*d*sizeof(double));
+	
+	GetRNGstate();
+	
+	for(t=0;t<*T;t++)
+	{
+		p[t]=0;
+	}
+	
+	for(m=0;m<*B;m++)
+	{
+		for(i=1;i<=*d;i++) { tmp[i] = runif(0,1);}
+		qsort(tmp,*d,sizeof(double),(void *)comp_nums);
+		ZStar(tmp,d,ustar);		//Transformation von Berg and Bakken (2007)
+	
+		for(i=0;i<*d;i++)
+		{
+			if(*method==1)
+				tmp[i]=pow(qnorm(ustar[i],0.0,1.0,1,0),2);
+			else if(*method==2)
+				tmp[i]=fabs(ustar[i]-0.5);
+			else if(*method==3)
+				tmp[i]=pow(ustar[i]-0.5,*alpha);
+			
+			Sb+=tmp[i];
+		}
+		for(t=0;t<*T;t++)
+		{
+			if(Sb<=S[t]) p[t]+=1.0/(1.0+(double)*B);
+		}
+		Sb=0;
+	}
+	for(t=0;t<*T;t++) 
+	{
+		if(p[t] == 0) p[t] = 1.0/(1.0+(double)*B);
+	}
+	
+	PutRNGstate();
+	
+	free(tmp);
+	free(ustar);
+}
+
+
+void gofPIT_AD(int *T, int* d, int* family, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data, 
+		 double* statistic, double* vv, double* vv2, int* calcupdate, int* method, int *alpha, int* B, int *statisticName)
+{
+	int t=0;
+	double *S, *helpvar, *Bhat;
+	S = malloc(*T*sizeof(double));
+	helpvar = malloc(*T*sizeof(double));
+	Bhat = malloc(*T*sizeof(double));
+	
+	for(t=0;t<*T;t++)
+	{
+		S[t]=0;
+		helpvar[t]=0;
+		Bhat[t]=0;
+	}
+	
+	Bj(T, d, family, maxmat, matrix, condirect, conindirect, par, par2, data, S, vv, vv2, calcupdate, method, alpha);
+	
+	// Statistic berechnen
+	if(*B==0)
+	{
+		if(*method==1)
+		{
+			for(t=0;t<*T;t++)
+			{
+				Bhat[t]=pchisq(S[t],*d,1.0,0.0);
+			}
+		}
+		else
+			CumDist(S, T, T, Bhat);
+		
+		if(*statisticName==1)		//Anderson-Darling
+			ADtest(Bhat, T, statistic);
+		else if(*statisticName==2)	//Kolmogorov-Smirnov
+			KStest(Bhat, T, statistic);
+		else if(*statisticName==3)	//Cramer-von Mises
+		{
+			CvMtest(Bhat, T, statistic);
+		}
+			
+	}
+	else		//bootstrap
+	{
+		SimulateBj(S, T, d, B, method, alpha, helpvar);
+		CumDist(helpvar, T, T, Bhat);
+		if(*statisticName==1)		//Anderson-Darling
+			ADtest(Bhat, T, statistic);
+		else if(*statisticName==2)	//Kolmogorov-Smirnov
+			KStest(Bhat, T, statistic);
+		else if(*statisticName==3)	//Cramer-von Mises
+		{
+			CvMtest(Bhat, T, statistic);
+		}
+	}
+	
+	free(S);
+	free(helpvar);
+	free(Bhat);
+}
+
+
+void gofPIT_AD_pvalue(int* T, int* d, int* family, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data,
+		double* statistic, double* vv, double* vv2, int* calcupdate, int* method, int* alpha, int* B, double* pvalue, int *statisticName)
+{
+	int i=0, m=0, t=0, *f, B2=1000;
+	double *bdata, bstat=0;
+	
+	f = malloc(*T*sizeof(int));
+	bdata = malloc(*d*(*T)*sizeof(double));
+
+	for(m=0;m<*B;m++)
+	{
+		MySample(T, T, f);
+		for(t=0;t<*T;t++)
+		{
+			for(i=0;i<*d;i++)
+			{
+				bdata[(t+1)+(*T*i)-1]=data[(f[t]+1)+(*T*i)-1];
+			}
+		}
+		bstat=0;
+		gofPIT_AD(T, d, family, maxmat, matrix, condirect, conindirect, par, par2, bdata, 
+				&bstat, vv, vv2, calcupdate, method, alpha, &B2, statisticName);
+		
+		if(bstat>=*statistic)
+			*pvalue+=1.0/(*B);
+	}
+	
+	free(f);
+	free(bdata);
+}
+
+
+
+/* Equal probability sampling; with-replacement case */
+
+void MySample(int *k, int *n, int *y)
+{
+    int i;
+	
+	GetRNGstate();
+    for (i = 0; i < *k; i++)
+	{
+		y[i] = (int) *n * unif_rand() + 1;
+	}
+	PutRNGstate();
+}
+
+
+////////////////////////////////////////////////////////////////
+
+// gof-test based on empirical copula process
+
+void gofECP(int* T, int* d, int* family, int* maxmat, int* matrix, int* conindirect, double* par, double* par2, double* data, double* statistic, int* statisticName)
+{
+	double *znull, *Chat1, *Chat2;
+	int T2=1000, i=0, t=0;
+	znull = malloc(*d*1000*sizeof(double));
+	Chat1 = malloc(*T*sizeof(double));
+	Chat2 = malloc(*T*sizeof(double));
+	
+	for(t=0;t<T2;t++)
+	{
+		for(i=0;i<*d;i++)
+		{
+			znull[t+1+(T2*i)-1]=0;
+		}
+	}
+
+	SimulateRVine(&T2, d, family, maxmat, matrix, conindirect, par, par2, znull);
+	
+	
+	ChatZj(data, data, T, d, T, Chat1);
+	ChatZj(znull, data, T, d, &T2, Chat2);
+	
+	*statistic=0;
+	if(*statisticName==3)	//Cramer-von Mises test statistic
+	{
+		for(i=0;i<*T;i++)
+		{
+			*statistic+=pow(Chat1[i]-Chat2[i],2);
+		}
+	}
+	else if(*statisticName==2)	// KS
+	{
+		for(i=0;i<*T;i++)
+		{
+			*statistic=MAX(fabs(Chat1[i]-Chat2[i]),*statistic);
+		}
+		*statistic=*statistic*sqrt(*T);
+	}
+	
+	free(znull);
+	free(Chat1);
+	free(Chat2);
+}
+
+
+void gofECP_pvalue(int* T, int* d, int* family, int* maxmat, int* matrix, int* conindirect, double* par, double* par2, double* data, double* statistic, int* statisticName, double* pvalue, int* B)
+{
+	int i=0, m=0, t=0, *f;
+	double *bdata, bstat=0;
+	
+	f = malloc(*T*sizeof(int));
+	bdata = malloc(*d*(*T)*sizeof(double));
+	//Rprintf("%f\n",*statistic);
+	for(m=0;m<*B;m++)
+	{
+		MySample(T, T, f);
+		for(t=0;t<*T;t++)
+		{
+			for(i=0;i<*d;i++)
+			{
+				bdata[(t+1)+(*T*i)-1]=data[(f[t]+1)+(*T*i)-1];
+			}
+		}
+		bstat=0;
+		gofECP(T, d, family, maxmat, matrix, conindirect, par, par2, bdata, &bstat, statisticName);
+		//Rprintf("%f ",bstat);
+		if(bstat>=*statistic)
+			*pvalue+=1.0/(*B);
+	}
+	
+	free(f);
+	free(bdata);
+}
+
+
+// n = dim(u)[1]
+// m = dim(data)[1]
+// Chat vector of length n
+
+void ChatZj(double* data, double* u, int* n, int* d, int* m, double* Chat)
+{
+	int i,j,k;
+	double *helpvar;
+	helpvar=malloc(*m*sizeof(double));
+	
+	for(j=0;j<*n;j++)
+	{
+		Chat[j]=0;
+		for(k=0;k<*m;k++)
+		{
+			helpvar[k]=0;
+			for(i=0;i<*d;i++)
+			{
+				if(data[k+1+(*m*i)-1]<=u[j+1+(*n*i)-1])
+					helpvar[k]++;
+			}
+			if(helpvar[k]==*d)
+				Chat[j]++;
+		}
+		Chat[j]/=(*m+1);
+	}
+	
+	free(helpvar);
+}
+
+void C_ind(double* data, int* n, int* d, double* C)	
+{
+	int t=0, i=0;
+	
+	for(t=0;t<*n;t++)
+	{
+		for(i=0;i<*d;i++)
+		{
+			if(i==0)
+				C[t]=data[t+1+(*n*i)-1];
+			else
+				C[t]=C[t] * data[t+1+(*n*i)-1];
+		}
+		
+	}
+}
+
+
+
+void gofECP2(int* T, int* d, int* family, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data, 
+		double* vv, double* vv2, int* calcupdate, double* statistic, int* statisticName)
+{
+	double *udata, *Chat1, *Chat2;
+	int i=0, t=0;
+	udata = malloc(*d*(*T)*sizeof(double));
+	Chat1 = malloc(*T*sizeof(double));
+	Chat2 = malloc(*T*sizeof(double));
+	
+	for(t=0;t<*T;t++)
+	{
+		for(i=0;i<*d;i++)
+		{
+			udata[t+1+(*T*i)-1]=0;
+		}
+	}
+	for(t=0;t<*T;t++)
+	{
+		Chat1[t]=0;
+		Chat2[t]=1;
+	}
+
+	RvinePIT(T, d, family, maxmat, matrix, condirect, conindirect, par, par2, data, udata, vv, vv2, calcupdate);
+	ChatZj(udata, udata, T, d, T, Chat1);
+	
+	C_ind(udata,T,d,Chat2);
+	
+	*statistic=0;
+	if(*statisticName==3)	//Cramer-von Mises test statistic
+	{
+		for(i=0;i<*T;i++)
+		{
+			*statistic+=pow(Chat1[i]-Chat2[i],2);
+		}
+	}
+	else if(*statisticName==2)	// KS
+	{
+		for(i=0;i<*T;i++)
+		{
+			*statistic=MAX(fabs(Chat1[i]-Chat2[i]),*statistic);
+		}
+		*statistic=*statistic*sqrt(*T);
+	}
+	
+	free(udata);
+	free(Chat1);
+	free(Chat2);
+}
+
+void gofECP2_pvalue(int* T, int* d, int* family, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data, 
+		double* vv, double* vv2, int* calcupdate, double* statistic, double* pvalue, int* statisticName, int* B)
+{
+	int i=0, m=0, t=0, *f;
+	double *bdata, bstat=0;
+	
+	f = malloc(*T*sizeof(int));
+	bdata = malloc(*d*(*T)*sizeof(double));
+	//Rprintf("%f\n",*statistic);
+	for(m=0;m<*B;m++)
+	{
+		MySample(T, T, f);
+		for(t=0;t<*T;t++)
+		{
+			for(i=0;i<*d;i++)
+			{
+				bdata[(t+1)+(*T*i)-1]=data[(f[t]+1)+(*T*i)-1];
+			}
+		}
+		bstat=0;
+		gofECP2(T, d, family, maxmat, matrix, condirect, conindirect, par, par2, bdata, vv, vv2, calcupdate, &bstat, statisticName);
+		//Rprintf("%f ",bstat);
+		if(bstat>=*statistic)
+			*pvalue+=1.0/(*B);
+	}
+	
+	free(f);
+	free(bdata);
+}

Added: pkg/src/include/evCopula.h
===================================================================
--- pkg/src/include/evCopula.h	                        (rev 0)
+++ pkg/src/include/evCopula.h	2013-10-10 07:28:40 UTC (rev 28)
@@ -0,0 +1,31 @@
+#if !defined(EVCOPULA_H)
+#define EVCOPULA_H
+
+// Some function for the Tawn copula
+
+//CDF
+void ta(double* t, int* n, double* par, double* par2, double* par3, double* out);
+void Tawn(double* t, int* n, double* par, double* par2, double* par3, double* out);
+void TawnCDF(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out);
+
+///////////////////////////////////////////////////
+//PDF
+void ta2(double* t, int* n, double* par, double* par2, double* par3, double* out);
+void d1ta(double* t, int* n, double* par, double* par2, double* par3, double* out);
+void d2ta(double* t, int* n, double* par, double* par2, double* par3, double* out);
+
+void Tawn2(double* t, int* n, double* par, double* par2, double* par3, double* out);
+void d1Tawn(double* t, int* n, double* par, double* par2, double* par3, double* out);
+void d2Tawn(double* t, int* n, double* par, double* par2, double* par3, double* out);
+void dA_du(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out);
+void dA_dv(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out);
+void dA_dudv(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out);
+
+void TawnC(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out);
+void dC_du(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out);
+void TawnPDF(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out);
+
+// h-function
+void dC_dv(double* u, double* v, int* n, double* par, double* par2, double* par3, double* out);
+
+#endif

Added: pkg/src/include/gof.h
===================================================================
--- pkg/src/include/gof.h	                        (rev 0)
+++ pkg/src/include/gof.h	2013-10-10 07:28:40 UTC (rev 28)
@@ -0,0 +1,31 @@
+#if !defined(GOF_H)
+#define GOF_H
+
+void ADtest(double* cdf, int* n, double* out);					// Daniel Berg
+void CumDist(double* x, int* i_n, int* i_m, double* out);		// Daniel Berg
+void CvMtest(double* cdf, int* n, double* out); 				// Daniel Berg
+void KStest(double* cdf, int* n, double* out); 					// Daniel Berg
+
+void White(int* T, int* d, int* family, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data, double* D, double* V);	
+
+void Bj(int *T, int* d, int* family, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data, 
+		 double* out, double* vv, double* vv2, int* calcupdate, int* method, int *alpha);
+void SimulateBj(double* S, int *T, int* d, int* B, int* method, int *alpha, double* p);
+void gofPIT_AD(int *T, int* d, int* family, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data, 
+		 double* statistic, double* vv, double* vv2, int* calcupdate, int* method, int *alpha, int* B, int *statisticName);
+void gofPIT_AD_pvalue(int* T, int* d, int* family, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data,
+		double* statistic, double* vv, double* vv2, int* calcupdate, int* method, int* alpha, int* B, double* pvalue, int *statisticName);
+
+void MySample(int *k, int *n, int *y);
+
+void gofECP(int* T, int* d, int* family, int* maxmat, int* matrix, int* conindirect, double* par, double* par2, double* data, double* statistic, int* statisticName);
+void gofECP_pvalue(int* T, int* d, int* family, int* maxmat, int* matrix, int* conindirect, double* par, double* par2, double* data, double* statistic, int* statisticName, double* pvalue, int* B);
+void gofECP2(int* T, int* d, int* family, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data, 
+		double* vv, double* vv2, int* calcupdate, double* statistic, int* statisticName);
+void gofECP2_pvalue(int* T, int* d, int* family, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data, 
+		double* vv, double* vv2, int* calcupdate, double* statistic, double* pvalue,int* statisticName, int* B);
+
+void ChatZj(double* data, double* u, int* T, int* d, int* m, double* Chat);
+void C_ind(double* data, int* n, int* d, double* C);
+
+#endif

Added: pkg/src/include/pit.h
===================================================================
--- pkg/src/include/pit.h	                        (rev 0)
+++ pkg/src/include/pit.h	2013-10-10 07:28:40 UTC (rev 28)
@@ -0,0 +1,5 @@
+// Probability integral transform
+void pit(int* n, int* d, int* family, int* type, double* par, double* nu, double* data, double* out);
+void RvinePIT(int* T, int* d, int* family, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data, 
+		 double* out, double* vv, double* vv2, int* calcupdate);
+		 
\ No newline at end of file

Added: pkg/src/pit.c
===================================================================
--- pkg/src/pit.c	                        (rev 0)
+++ pkg/src/pit.c	2013-10-10 07:28:40 UTC (rev 28)
@@ -0,0 +1,262 @@
+//////////////////////////////////////////////////
+// PIT - Probability integral transform			//
+//												//
+// by Ulf Schepsmeier (2012)					//
+//////////////////////////////////////////////////
+
+#include "include/vine.h"
+#include "include/memoryhandling.h"
+#include "include/likelihood.h"
+#include "include/pit.h"
+#include "include/hfunc.h"
+
+#define UMAX  1-1e-10
+
+#define UMIN  1e-10
+
+#define XEPS 1e-4
+
+//////////////////////////////////////////////////////////////
+// Function to transform a pair-copula construction (vine)
+// Input:
+// n         sample size
+// d         dimension (>= 2)
+// type      vine type (1=Canonical vine, 2=D-vine)
+// family    copula family (1=gaussian, 2=student, 3=clayton, 4=gumbel, 5=frank, 6=joe, 7=BB1)
+// par       parameter values (at least d*(d-1)/2 parameters)
+////////////////////////////////////////////////////////////////
+
+void pit(int* T, int* d, int* family, int* type, double* par, double* nu, double* data, double* out)
+{
+	int i, j, in=1, k, **fam, tt;
+	double **v, **theta, **z, **ny, **x;
+	
+	x = create_matrix(*d+1,*T);
+	v = create_matrix(*d+1,2*(*d)-1);
+	theta = create_matrix(*d+1,*d+1);
+	z = create_matrix(*d+1,*T);
+	ny = create_matrix(*d+1,*d+1);
+	fam = create_intmatrix(*d+1,*d+1);
+	
+	k = 0;
+	for(i=0;i<*d;i++)
+    { 
+		for (tt=0;tt<=*T-1;tt++ ) 
+		{
+			x[i][tt] = data[k];
+			k++;
+		}
+    }
+	
+	//Initialize dependency parameters
+	k = 0;
+	for(i=0;i<*d-1;i++)
+	{
+		for(j=0;j<(*d-i-1);j++)
+		{
+		  fam[i][j] = family[k];
+		  ny[i][j] = nu[k];
+		  theta[i][j] = par[k];
+		  k++;
+		}
+	}
+	
+	// Transform
+	if(*type==1) //Canonical vine
+	{
+		for(j=0;j<*T;j++)
+		{
+		  z[0][j] = x[0][j];
+		  for(i=1;i<*d;i++)
+		  {
+			z[i][j]=x[i][j];
+			for(k=0;k<=(i-1);k++)
+			{
+			  Hfunc1(&fam[k][i-k-1],&in, &z[i][j],&z[k][j],&theta[k][i-k-1],&ny[k][i-k-1],&z[i][j]);
+			}
+		  }
+		}
+	}
+	else if(*type==2) //D-vine
+	{
+		for(j=0;j<*T;j++)
+		{
+			z[0][j] = x[0][j];
+			Hfunc1(&fam[0][0],&in, &x[1][j],&x[0][j],&theta[0][0],&ny[0][0],&z[1][j]);
+			v[1][0] = x[1][j];
+			Hfunc2(&fam[0][0],&in, &x[0][j],&x[1][j],&theta[0][0],&ny[0][0],&v[1][1]);
+			for(i=2;i<*d;i++)
+			{
+				Hfunc1(&fam[0][i-1],&in, &x[i][j],&x[i-1][j],&theta[0][i-1],&ny[0][i-1],&z[i][j]);
+				for(k=1;k<=(i-1);k++)
+				{
+					Hfunc1(&fam[k][i-k-1],&in, &z[i][j],&v[i-1][2*(k-1)+1],&theta[k][i-k-1],&ny[k][i-k-1],&z[i][j]);
+				}
+				if(i==(*d-1))
+					break;
+				
+				v[i][0] = x[i][j];
+				Hfunc2(&fam[0][i-1],&in, &v[i-1][0],&v[i][0],&theta[0][i-1],&ny[0][i-1],&v[i][1]);
+				Hfunc1(&fam[0][i-1],&in, &v[i][0],&v[i-1][0],&theta[0][i-1],&ny[0][i-1],&v[i][2]);
+				if(i>2)
+				{
+					for(k=0;k<=(i-3);k++)
+					{
+					  Hfunc2(&fam[k+1][i-k-2],&in, &v[i-1][2*k+1],&v[i][2*k+2],&theta[k+1][i-k-2],&ny[k+1][i-k-2],&v[i][2*k+3]);
+					  Hfunc1(&fam[k+1][i-k-2],&in, &v[i][2*k+2],&v[i-1][2*k+1],&theta[k+1][i-k-2],&ny[k+1][i-k-2],&v[i][2*k+4]);
+					}
+				}
+				Hfunc2(&fam[i-1][0],&in, &v[i-1][2*i-3],&v[i][2*i-2],&theta[i-1][0],&ny[i-1][0],&v[i][2*i-1]);
+			}
+		}
+	}
+	
+	//Write to output vector:
+	k = 0;
+	for(i=0;i<*d;i++)
+	{
+		for(j=0;j<*T;j++)
+		{
+		  out[k] = z[i][j];
+		  k ++;
+		}
+	}
+	
+	//Free memory:
+	free_matrix(x,*d+1); free_matrix(v,*d+1); free_matrix(theta,*d+1); free_matrix(ny,*d+1); free_intmatrix(fam,*d+1); free_matrix(z,*d+1);
+}
+
+
+
+void RvinePIT(int* T, int* d, int* family, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data, 
+		 double* out, double* vv, double* vv2, int* calcupdate)
+{
+	int i, j, k, t, m, **fam;
+	double **x, **theta, **nu, ***vdirect, ***vindirect, **z;
+	
+	//Allocate memory
+	x = create_matrix(*d,*T);
+	vdirect = create_3darray(*d,*d,*T);
+	vindirect = create_3darray(*d,*d,*T);
+	theta=create_matrix(*d,*d);
+	nu=create_matrix(*d,*d);
+	fam=create_intmatrix(*d,*d);
+	z = create_matrix(*d,*T);
+	
+	//Initialize
+	k=0;
+	for(i=0;i<(*d);i++)
+    {
+		for (t=0;t<*T;t++ ) 
+		{
+			x[i][t] = data[k];
+            k++;
+	     }
+	}
+    
+	k=0;
+	for(i=0;i<(*d);i++)
+    {
+        for(j=0;j<(*d);j++)
+        {
+            theta[i][j]=par[(i+1)+(*d)*j-1] ;
+            nu[i][j]=par2[(i+1)+(*d)*j-1]    ;
+            fam[i][j]=family[(i+1)+(*d)*j-1] ;
+			for(t=0;t<*T;t++ ) 
+			{
+				vdirect[i][j][t]=vv[(i+1)+(*d)*j+(*d)*(*d)*t-1];
+				vindirect[i][j][t]=vv2[(i+1)+(*d)*j+(*d)*(*d)*t-1];
+			}
+		}
+	}       
+  
+	for(i=0;i<(*d);i++)
+	{
+		for(t=0;t<*T;t++ ) 
[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/vinecopula -r 28

From noreply at r-forge.r-project.org  Fri Oct 11 09:46:50 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Fri, 11 Oct 2013 09:46:50 +0200 (CEST)
Subject: [Vinecopula-commits] r29 - in pkg: inst man
Message-ID: <20131011074650.8C97C185C25@r-forge.r-project.org>

Author: ulf
Date: 2013-10-11 09:46:49 +0200 (Fri, 11 Oct 2013)
New Revision: 29

Modified:
   pkg/inst/ChangeLog
   pkg/man/BiCopCDF.Rd
   pkg/man/VineCopula-package.Rd
Log:
Hier ein Vorschlag von Eike und mir f?\195?\188r die Benennung der beiden Tawn copula Typen und deren Beschreibung (VineCopula-package.Rd).

Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog	2013-10-10 07:28:40 UTC (rev 28)
+++ pkg/inst/ChangeLog	2013-10-11 07:46:49 UTC (rev 29)
@@ -12,9 +12,12 @@
   * BetaMatrix  Matrix of empirical Blomqvist's beta values
   * BiCopPar2Beta   Blomqvist's beta value of a bivariate copula
   * RVinePar2Beta   Blomqvist's beta values of an R-vine copula model
-  * New copula familes for most of the BiCop as well as for the RVine-functions: The Tawn copula has be definition three parameters. We fixed the second or the third parameter to one to stay consitent with the notation used so far.
-The families 104,114,124,134 denote the Tawn copula and their rotated versions in the case that the third parameter is fixed to 1.
-The families 204,214,224,234 denote the Tawn copula and their rotated versions in the case that the second parameter is fixed to 1.
+  * New copula familes for most of the BiCop as well as for the RVine-functions: As an asymmetric extension of the Gumbel copula, the Tawn copula with three parameters is now also included in the package.
+Both the Gumbel and the Tawn copula are extreme-value copulas, which can be defined in terms of their corresponding Pickands dependence functions.
+For simplicity, we implemented two versions of the Tawn copula with two parameters each.
+Each type has one of the asymmetry parameters fixed to 1, so that the corresponding Pickands dependence is either left- or right-skewed. In the manual we will call these two new copulas "Tawn type 1" and "Tawn type 2". 
+The families 104,114,124,134 denote the Tawn copula and their rotated versions in the case of left skewness (Tawn type 1).
+The families 204,214,224,234 denote the Tawn copula and their rotated versions in the case of right skewness (Tawn type 2).
   
 - Bug fix:
   * RVineStructureSelect: Corrected code for the igraph package

Modified: pkg/man/BiCopCDF.Rd
===================================================================
--- pkg/man/BiCopCDF.Rd	2013-10-10 07:28:40 UTC (rev 28)
+++ pkg/man/BiCopCDF.Rd	2013-10-11 07:46:49 UTC (rev 29)
@@ -15,11 +15,11 @@
   \item{u1,u2}{Numeric vectors of equal length with values in [0,1].}
   \item{family}{An integer defining the bivariate copula family: \cr
 		\code{0} = independence copula \cr
-	        \code{1} = Gaussian copula \cr
-	        \code{3} = Clayton copula \cr
-	        \code{4} = Gumbel copula \cr
-	        \code{5} = Frank copula \cr
-	        \code{6} = Joe copula \cr 
+	  \code{1} = Gaussian copula \cr
+	  \code{3} = Clayton copula \cr
+	  \code{4} = Gumbel copula \cr
+	  \code{5} = Frank copula \cr
+	  \code{6} = Joe copula \cr 
 		\code{7} = BB1 copula \cr
 		\code{8} = BB6 copula \cr
 		\code{9} = BB7 copula \cr
@@ -45,17 +45,17 @@
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
 		\code{40} = rotated BB8 copula (270 degrees) \cr
-    \code{104} = Tawn copula with fixed third parameter \cr
-    \code{114} = rotated Tawn copula (180 degrees) with fixed third parameter \cr
-    \code{124} = rotated Tawn copula (90 degrees) with fixed third parameter \cr
-    \code{134} = rotated Tawn copula (270 degrees) with fixed third parameter \cr
-    \code{204} = Tawn copula with fixed second parameter \cr
-    \code{214} = rotated Tawn copula (180 degrees) with fixed second parameter \cr
-    \code{224} = rotated Tawn copula (90 degrees) with fixed second parameter \cr
-    \code{234} = rotated Tawn copula (270 degrees) with fixed second parameter \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
   \item{par}{Copula parameter.}
-  \item{par2}{Second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8; default: \code{par2 = 0}). \code{par2} should be an positive integer for the Students's t copula \code{family=2}.}
+  \item{par2}{Second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default: \code{par2 = 0}). \code{par2} should be an positive integer for the Students's t copula \code{family=2}.}
 }
 
 \value{

Modified: pkg/man/VineCopula-package.Rd
===================================================================
--- pkg/man/VineCopula-package.Rd	2013-10-10 07:28:40 UTC (rev 28)
+++ pkg/man/VineCopula-package.Rd	2013-10-11 07:46:49 UTC (rev 29)
@@ -28,6 +28,11 @@
 in particular, if BB6, BB7 and BB8 copulas are close to the Joe copula which is a boundary case of these three copula families.
 In general, the user should be careful with extreme parameter choices.
 
+As an asymmetric extension of the Gumbel copula, the Tawn copula with three parameters is now also included in the package.
+Both the Gumbel and the Tawn copula are extreme-value copulas, which can be defined in terms of their corresponding Pickands dependence functions.
+For simplicity, we implemented two versions of the Tawn copula with two parameters each.
+Each type has one of the asymmetry parameters fixed to 1, so that the corresponding Pickands dependence is either left- or right-skewed. In the manual we will call these two new copulas "Tawn type 1" and "Tawn type 2".
+
 The following table shows the parameter ranges of bivariate copula families with parameters \code{par} and \code{par2}:
 \tabular{lll}{
 Copula family \tab \code{par} \tab \code{par2} \cr
@@ -48,6 +53,8 @@
 Rotated Joe-Gumbel (90 and 270 degrees) \tab \eqn{(-\infty,-1]} \tab \eqn{(-\infty,-1]} \cr
 Rotated Joe-Clayton (90 and 270 degrees) \tab \eqn{(-\infty,-1]} \tab \eqn{(-\infty,0)} \cr
 Rotated Joe-Frank (90 and 270 degrees) \tab \eqn{(-\infty,-1]} \tab \eqn{[-1,0)} \cr
+(Survival) Tawn type 1 and type 2 \tab \eqn{[1,\infty)} \tab \eqn{[0,1]} \cr
+Rotated Tawn type 1 and type 2 (90 and 270 degrees) \tab \eqn{(-\infty,-1]} \tab \eqn{[0,1]} \cr
 }  
 }
 


From noreply at r-forge.r-project.org  Fri Oct 11 15:35:50 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Fri, 11 Oct 2013 15:35:50 +0200 (CEST)
Subject: [Vinecopula-commits] r30 - / pkg/R pkg/man
Message-ID: <20131011133550.2C1A3184ECD@r-forge.r-project.org>

Author: ulf
Date: 2013-10-11 15:35:49 +0200 (Fri, 11 Oct 2013)
New Revision: 30

Added:
   pkg.pdf
Modified:
   pkg/R/BiCopName.r
   pkg/man/BiCopDeriv.Rd
   pkg/man/BiCopDeriv2.Rd
   pkg/man/BiCopEst.Rd
   pkg/man/BiCopHfunc.Rd
   pkg/man/BiCopHfuncDeriv.Rd
   pkg/man/BiCopHfuncDeriv2.Rd
   pkg/man/BiCopMetaContour.Rd
   pkg/man/BiCopName.Rd
   pkg/man/BiCopPDF.Rd
   pkg/man/BiCopPar2Beta.Rd
   pkg/man/BiCopPar2TailDep.Rd
   pkg/man/BiCopPar2Tau.Rd
   pkg/man/BiCopSelect.Rd
   pkg/man/BiCopSim.Rd
   pkg/man/BiCopVuongClarke.Rd
   pkg/man/C2RVine.Rd
   pkg/man/D2RVine.Rd
   pkg/man/RVineCopSelect.Rd
   pkg/man/RVineGofTest.Rd
   pkg/man/RVineGrad.Rd
   pkg/man/RVineHessian.Rd
   pkg/man/RVineMLE.Rd
   pkg/man/RVineMatrix.Rd
   pkg/man/RVinePIT.Rd
   pkg/man/VineCopula-package.Rd
Log:
Alle helpfiles erneuert bzgl Tawn.
@Eike: Ich habe auch noch eine paar Referenzen auf den neusten Stand gebracht, bin aber nicht alle durchgegangen. Ev. siehst du da noch was. Ferner w?\195?\188rde ich dich bitten dir die Formeln f?\195?\188r tau und die tail dependence anzuschauen. Danke.

Modified: pkg/R/BiCopName.r
===================================================================
--- pkg/R/BiCopName.r	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/R/BiCopName.r	2013-10-11 13:35:49 UTC (rev 30)
@@ -92,14 +92,14 @@
 		else if(family==51) fam="Rotated 1-parametric asymmetric 180 degree"
 		else if(family==61) fam="Rotated 1-parametric asymmetric 90 degree"
 		else if(family==71) fam="Rotated 1-parametric asymmetric 270 degree"
-		else if(family==104) fam="Tawn"
-		else if(family==114) fam="Rotated Tawn 180 degrees"
-		else if(family==124) fam="Rotated Tawn 90 degrees"
-		else if(family==134) fam="Rotated Tawn 270 degrees"
-		else if(family==204) fam="Tawn2"
-		else if(family==214) fam="Rotated Tawn2 180 degrees"
-		else if(family==224) fam="Rotated Tawn2 90 degrees"
-		else if(family==234) fam="Rotated Tawn2 270 degrees"
+		else if(family==104) fam="Tawn  type 1"
+		else if(family==114) fam="Rotated Tawn type 1 180 degrees"
+		else if(family==124) fam="Rotated Tawn type 1 90 degrees"
+		else if(family==134) fam="Rotated Tawn type 1 270 degrees"
+		else if(family==204) fam="Tawn  type 2"
+		else if(family==214) fam="Rotated Tawn type 2 180 degrees"
+		else if(family==224) fam="Rotated Tawn type 2 90 degrees"
+		else if(family==234) fam="Rotated Tawn type 2 270 degrees"
 		else stop("Family not implemented.")
 	}
 }
@@ -141,14 +141,14 @@
 	else if(family=="1-par AS180" || family=="Rotated 1-parametric asymmetric 180 degree") fam=51
 	else if(family=="1-par AS90" || family=="Rotated 1-parametric asymmetric 90 degree") fam=61
 	else if(family=="1-par AS270" || family=="Rotated 1-parametric asymmetric 270 degree") fam=71
-	else if(family=="Tawn") fam=104
-	else if(family=="Tawn180" || family=="Rotated Tawn 180 degrees") fam=114
-	else if(family=="Tawn90" || family=="Rotated Tawn 90 degrees") fam=124
-	else if(family=="Tawn270" || family=="Rotated Tawn 270 degrees") fam=134
-	else if(family=="Tawn2") fam=204
-	else if(family=="Tawn2_180" || family=="Rotated Tawn2 180 degrees") fam=214
-	else if(family=="Tawn2_90" || family=="Rotated Tawn2 90 degrees") fam=224
-	else if(family=="Tawn2_270" || family=="Rotated Tawn2 270 degrees") fam=234
+	else if(family=="Tawn" || family=="Tawn type 1") fam=104
+	else if(family=="Tawn180" || family=="Rotated Tawn type 1 180 degrees") fam=114
+	else if(family=="Tawn90" || family=="Rotated Tawn type 1 90 degrees") fam=124
+	else if(family=="Tawn270" || family=="Rotated Tawn type 1 270 degrees") fam=134
+	else if(family=="Tawn2" || family=="Tawn type 2") fam=204
+	else if(family=="Tawn2_180" || family=="Rotated Tawn type 2 180 degrees") fam=214
+	else if(family=="Tawn2_90" || family=="Rotated Tawn type 2 90 degrees") fam=224
+	else if(family=="Tawn2_270" || family=="Rotated Tawn type 2 270 degrees") fam=234
 	else stop("Family not implemented.")
 }
 

Modified: pkg/man/BiCopDeriv.Rd
===================================================================
--- pkg/man/BiCopDeriv.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopDeriv.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -52,8 +52,8 @@
 \references{
 Schepsmeier, U. and J. Stoeber (2012).
 Derivatives and Fisher information of bivariate copulas.
-Submitted for publication.
-\url{http://mediatum.ub.tum.de/node?id=1106541}.
+Statistical Papers.
+\url{http://link.springer.com/article/10.1007/s00362-013-0498-x}.
 }
 
 \seealso{\code{\link{RVineGrad}}, \code{\link{RVineHessian}}, \code{\link{BiCopDeriv2}}, \code{\link{BiCopHfuncDeriv}}}

Modified: pkg/man/BiCopDeriv2.Rd
===================================================================
--- pkg/man/BiCopDeriv2.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopDeriv2.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -53,8 +53,8 @@
 \references{
 Schepsmeier, U. and J. Stoeber (2012).
 Derivatives and Fisher information of bivariate copulas.
-Submitted for publication.
-\url{http://mediatum.ub.tum.de/node?id=1106541}.
+Statistical Papers.
+\url{http://link.springer.com/article/10.1007/s00362-013-0498-x}.
 }
 
 \author{Ulf Schepsmeier, Jakob Stoeber}

Modified: pkg/man/BiCopEst.Rd
===================================================================
--- pkg/man/BiCopEst.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopEst.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -47,7 +47,15 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees) 
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
   \item{method}{Character indicating the estimation method:
     either maximum likelihood estimation (\code{method = "mle"}; default) or inversion of Kendall's tau (\code{method = "itau"}).\cr

Modified: pkg/man/BiCopHfunc.Rd
===================================================================
--- pkg/man/BiCopHfunc.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopHfunc.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -45,10 +45,18 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees) 
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
   \item{par}{Copula parameter.}
-  \item{par2}{Second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8; default: \code{par2 = 0}).}
+  \item{par2}{Second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default: \code{par2 = 0}).}
 }
 
 \details{

Modified: pkg/man/BiCopHfuncDeriv.Rd
===================================================================
--- pkg/man/BiCopHfuncDeriv.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopHfuncDeriv.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -47,8 +47,8 @@
 \references{
 Schepsmeier, U. and J. Stoeber (2012).
 Derivatives and Fisher information of bivariate copulas.
-Submitted for publication.
-\url{http://mediatum.ub.tum.de/node?id=1106541}.
+Statistical Papers.
+\url{http://link.springer.com/article/10.1007/s00362-013-0498-x}.
 }
 
 \author{Ulf Schepsmeier}

Modified: pkg/man/BiCopHfuncDeriv2.Rd
===================================================================
--- pkg/man/BiCopHfuncDeriv2.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopHfuncDeriv2.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -50,8 +50,8 @@
 \references{
 Schepsmeier, U. and J. Stoeber (2012).
 Derivatives and Fisher information of bivariate copulas.
-Submitted for publication.
-\url{http://mediatum.ub.tum.de/node?id=1106541}.
+Statistical Papers.
+\url{http://link.springer.com/article/10.1007/s00362-013-0498-x}.
 }
 
 \author{Ulf Schepsmeier, Jakob Stoeber}

Modified: pkg/man/BiCopMetaContour.Rd
===================================================================
--- pkg/man/BiCopMetaContour.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopMetaContour.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -58,10 +58,18 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees) 
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
   \item{par}{Copula parameter; if empirical contour plot, \code{par = NULL} or \code{0} (default).}
-  \item{par2}{Second copula parameter for t-, BB1, BB6, BB7 and BB8 copulas (default: \code{par2 = 0}).}
+  \item{par2}{Second copula parameter for t-, BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: \code{par2 = 0}).}
   \item{PLOT}{Logical; whether the results are plotted.
     If \code{PLOT = FALSE}, the values \code{x}, \code{y} and \code{z} are returned (see below; default: \code{PLOT = TRUE}).}
   \item{margins}{Character; margins for the bivariate copula contour plot. Possible margins are:\cr

Modified: pkg/man/BiCopName.Rd
===================================================================
--- pkg/man/BiCopName.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopName.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -47,6 +47,14 @@
 \code{38} \tab \code{"BB6_270"} \tab \code{"Rotated Joe-Gumbel 270 degrees"} \cr
 \code{39} \tab \code{"BB7_270"} \tab \code{"Rotated Joe-Clayton 270 degrees"} \cr
 \code{40} \tab \code{"BB8_270"} \tab \code{"Rotated Frank-Joe 270 degrees"} \cr
+\code{104} \tab \code{"Tawn"} \tab \code{"Tawn type 1"} \cr
+\code{114} \tab \code{"Tawn180"} \tab \code{"Rotated Tawn type 1 180 degrees"} \cr
+\code{124} \tab \code{"Tawn90"} \tab \code{"Rotated Tawn type 1 90 degrees"} \cr
+\code{134} \tab \code{"Tawn270"} \tab \code{"Rotated Tawn type 1 270 degrees"} \cr
+\code{204} \tab \code{"Tawn2"} \tab \code{"Tawn type 2"} \cr
+\code{214} \tab \code{"Tawn2_180"} \tab \code{"Rotated Tawn type 2 180 degrees"} \cr
+\code{224} \tab \code{"Tawn2_90"} \tab \code{"Rotated Tawn type 2 90 degrees"} \cr
+\code{234} \tab \code{"Tawn2_270"} \tab \code{"Rotated Tawn type 2 270 degrees"} \cr
 }
 }
 \item{short}{Logical; if the number of a bivariate copula family is used and \code{short = TRUE} (default),

Modified: pkg/man/BiCopPDF.Rd
===================================================================
--- pkg/man/BiCopPDF.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopPDF.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -45,10 +45,18 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees) 
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
   \item{par}{Copula parameter.}
-  \item{par2}{Second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8; default: \code{par2 = 0}).}
+  \item{par2}{Second parameter for the two parameter t-, BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: \code{par2 = 0}).}
 }
 
 \value{

Modified: pkg/man/BiCopPar2Beta.Rd
===================================================================
--- pkg/man/BiCopPar2Beta.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopPar2Beta.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -44,10 +44,18 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees) 
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
   \item{par}{Copula parameter.}
-  \item{par2}{Second parameter for the two parameter BB1, BB6, BB7 and BB8 copulas (default: \code{par2 = 0}).}
+  \item{par2}{Second parameter for the two parameter BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: \code{par2 = 0}).}
 }                                                                                  
 
 

Modified: pkg/man/BiCopPar2TailDep.Rd
===================================================================
--- pkg/man/BiCopPar2TailDep.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopPar2TailDep.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -44,10 +44,18 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees) 
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
   \item{par}{Copula parameter.}
-  \item{par2}{Second parameter for the two parameter t-, BB1, BB6, BB7 and BB8 copulas (default: \code{par2 = 0}).}
+  \item{par2}{Second parameter for the two parameter t-, BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: \code{par2 = 0}).}
 }                                                                                  
 
 \value{
@@ -94,6 +102,10 @@
 \code{28, 38} \tab - \tab - \cr
 \code{29, 39} \tab - \tab - \cr
 \code{30, 40} \tab - \tab - \cr
+\code{104, 204} \tab - \tab \eqn{\Psi_1+\Psi_2-2((0.5\Psi_1)^{\theta}+(0.5\Psi_2)^{\theta})^{1/\theta}} \cr
+\code{114, 214} \tab \eqn{\Psi_1+\Psi_2-2((0.5\Psi_1)^{\theta}+(0.5\Psi_2)^{\theta})^{1/\theta}} \tab - \cr
+\code{124, 224} \tab - \tab - \cr
+\code{134, 234} \tab - \tab - \cr
 }
 }
 

Modified: pkg/man/BiCopPar2Tau.Rd
===================================================================
--- pkg/man/BiCopPar2Tau.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopPar2Tau.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -44,10 +44,18 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees) 
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
   \item{par}{Copula parameter.}
-  \item{par2}{Second parameter for the two parameter BB1, BB6, BB7 and BB8 copulas (default: \code{par2 = 0}).
+  \item{par2}{Second parameter for the two parameter t-, BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: \code{par2 = 0}).
     Note that the degrees of freedom parameter of the t-copula does not need to be set,
     because the theoretical Kendall's tau value of the t-copula is independent of this choice.}
 }                                                                                  
@@ -77,6 +85,11 @@
 \code{29, 39} \tab \eqn{-1-4\int_0^1 ( (1-(1-t)^{-\theta})^{\delta} - )/( -\theta\delta(1-t)^{-\theta-1}(1-(1-t)^{-\theta})^{\delta-1} ) dt} \cr
 \code{30, 40} \tab \eqn{-1-4\int_0^1 -\log \left( ((1+t\delta)^{-\theta}-1)/((1+\delta)^{-\theta}-1) \right)} \cr 
 	 \tab \eqn{* (1+t\delta-(1+t\delta)^{\theta}-(1+t\delta)^{\theta}t\delta)/(\theta\delta) dt} \cr
+   \code{104,114,204,214} \tab \eqn{\int_0^1 \frac{t(1-t)A^{\prime\prime}(t)}{A(t)^2}dt} \cr
+   \tab with \eqn{A(t) = (1-\Psi_2)(1-t)+(1-\Psi_1)t+[(\Psi_1(1-t))^{\theta}+(\Psi_2t)^{\theta}]^{1/\theta}} \cr
+   \code{124,134,224,234} \tab \eqn{-\int_0^1 \frac{t(1-t)A^{\prime\prime}(t)}{A(t)^2}dt} \cr
+   \tab with \eqn{A(t) = (1-\Psi_2)(1-t)+(1-\Psi_1)t+[(\Psi_1(1-t))^{-\theta}+(\Psi_2t)^{-\theta}]^{-1/\theta}} \cr
+   
 }
 }
 

Modified: pkg/man/BiCopSelect.Rd
===================================================================
--- pkg/man/BiCopSelect.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopSelect.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -51,7 +51,15 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees) 
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
   \item{selectioncrit}{Character indicating the criterion for bivariate copula selection. Possible choices: \code{selectioncrit = "AIC"} (default) or \code{"BIC"}.}
   \item{indeptest}{Logical; whether a hypothesis test for the independence of \code{u1} and \code{u2} is performed before bivariate copula selection

Modified: pkg/man/BiCopSim.Rd
===================================================================
--- pkg/man/BiCopSim.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopSim.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -45,10 +45,18 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees) 
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
   \item{par}{Copula parameter.}
-  \item{par2}{Second parameter for bivariate copulas with two parameters (t, BB1,BB6, BB7, BB8; default: \code{par2 = 0}).}
+  \item{par2}{Second parameter for the two parameter BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: \code{par2 = 0}).}
 }
 
 \value{

Modified: pkg/man/BiCopVuongClarke.Rd
===================================================================
--- pkg/man/BiCopVuongClarke.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/BiCopVuongClarke.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -50,7 +50,15 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees) 
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
 	\item{correction}{Correction for the number of parameters.
     Possible choices: \code{correction = FALSE} (no correction; default), \code{"Akaike"} and \code{"Schwarz"}.}

Modified: pkg/man/C2RVine.Rd
===================================================================
--- pkg/man/C2RVine.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/C2RVine.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -45,10 +45,18 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees)
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
   \item{par}{A d*(d-1)/2 vector of pair-copula parameters.}
-  \item{par2}{A d*(d-1)/2 vector of second pair-copula parameters (optional; default:\cr \code{par2 = rep(0,length(family))}), necessary for the t-, BB1, BB6, BB7 and BB8 copulas.}
+  \item{par2}{A d*(d-1)/2 vector of second pair-copula parameters (optional; default:\cr \code{par2 = rep(0,length(family))}), necessary for the t-, BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas.}
 }
 
 \value{

Modified: pkg/man/D2RVine.Rd
===================================================================
--- pkg/man/D2RVine.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/D2RVine.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -45,11 +45,19 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees) 
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
   \item{par}{A d*(d-1)/2 vector of pair-copula parameters.}
   \item{par2}{A d*(d-1)/2 vector of second pair-copula parameters (optional; default:\cr \code{par2 = rep(0,length(family))}),
-  necessary for the t-, BB1, BB6, BB7 and BB8 copulas.}
+  necessary for the t-, BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas.}
 }
 
 \value{

Modified: pkg/man/RVineCopSelect.Rd
===================================================================
--- pkg/man/RVineCopSelect.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/RVineCopSelect.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -67,7 +67,15 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees)
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
 	\item{par}{Estimated pair-copula parameter matrix.}
 	\item{par2}{Estimated second pair-copula parameter matrix with parameters of pair-copula families with two parameters.}

Modified: pkg/man/RVineGofTest.Rd
===================================================================
--- pkg/man/RVineGofTest.Rd	2013-10-11 07:46:49 UTC (rev 29)
+++ pkg/man/RVineGofTest.Rd	2013-10-11 13:35:49 UTC (rev 30)
@@ -1,164 +1,164 @@
-\name{RVineGofTest}     
-\alias{RVineGofTest}                
-
-\title{Goodness-of-fit tests for R-vine copula models}
-
-\description{
-This function performs a goodness-of-fit test for R-vine copula models. There are 15 different goodness-of-fit tests implemented, described in Schepsmeier (2013).
-}
-
-\usage{
-RVineGofTest(data,RVM,method="White",statistic="CvM",B=200,alpha=2)
-}
-
-\arguments{
-  \item{data}{An N x d data matrix (with uniform margins).} 
-  \item{RVM}{\code{\link{RVineMatrix}} objects of the R-vine model under the null hypothesis.}
-  \item{method}{A string indicating the goodness-of-fit method:\cr
-		\code{"White"} = goodness-of-fit test based on White's information matrix equality (default) \cr
-		\code{"IR"} = goodness-of-fit test based on the information ratio \cr
-		\code{"Breymann"} = goodness-of-fit test based on the probability integral transform (PIT) and the aggregation to univariate data by Breymann et al. (2003). \cr
-		\code{"Berg"} = goodness-of-fit test based on the probability integral transform (PIT) and the aggregation to univariate data by Berg and Bakken (2007). \cr
-		\code{"Berg2"} = second goodness-of-fit test based on the probability integral transform (PIT) and the aggregation to univariate data by Berg and Bakken (2007). \cr
-		\code{"ECP"} = goodness-of-fit test based on the empirical copula process (ECP) \cr
-		\code{"ECP2"} = goodness-of-fit test based on the combination of probability integral transform (PIT) and empirical copula process (ECP) (Genest et al. 2009) \cr
-		}
-	\item{statistic}{A string indicating the goodness-of-fit test statistic type:\cr
-		\code{"CvM"} = Cramer-von Mises test statistic (univariate for \code{"Breymann"}, \code{"Berg"} and \code{"Berg2"}, multivariate for \code{"ECP"} and \code{"ECP2"}) \cr
-		\code{"KS"} = Kolmogorov-Smirnov test statistic (univariate for \code{"Breymann"}, \code{"Berg"} and \code{"Berg2"}, multivariate for \code{"ECP"} and \code{"ECP2"}) \cr
-		\code{"AD"} = Anderson-Darling test statistic (only univariate for \code{"Breymann"}, \code{"Berg"} and \code{"Berg2"})
-		}
-	\item{B}{an integer for the number of bootstrap steps (default \code{B=200})\cr
-	For \code{B = 0} the asymptotic p-value is returned if available, otherwise only the the test statistic is returned.\cr
-    WARNING: If \code{B} is chosen too large, computations will take very long.}
-	\item{alpha}{an integer of the set \code{2,4,6,...} for the \code{"Berg2"} goodness-of-fit test (default \code{alpha=2})}
-}
-
-\value{
-	For \code{method="White"}:
-	\item{White}{test statistic}
-	\item{p.value}{p-value, either asymptotic for \code{B=0} or bootstrapped for \code{B>0}}
-	For \code{method="IR"}:
-	\item{IR}{test statistic}
-	\item{p.value}{So far no p-value is returned nigher a asymptotic nor a bootstrapped one. How to calculated a bootstrapped p-value is explained in Schepsmeier (2013)}
-	For \code{method="Breymann"}, \code{method="Berg"} and \code{method="Berg2"}:
-	\item{CvM, KS, AD}{test statistic according to the choice of \code{statistic}} 
-	\item{p.value}{p-value, either asymptotic for \code{B=0} or bootstrapped for \code{B>0}. 
-	A asymptotic p-value is only available for the Anderson-Darling test statistic if the R-package \code{ADGofTest} is loaded. \cr
-	Furthermore, a asymptotic p-value can be calculated for the Kolmogorov-Smirnov test statistic. For the Cramer-von Mises no asymptotic p-value is available so far.}
-	For \code{method="ECP"} and \code{method="ECP2"}:
-	\item{CvM, KS}{test statistic according to the choice of \code{statistic}}
-	\item{p.value}{bootstrapped p-value}
-}
-
-
-\details{
-\code{method="White"}: \cr
-This goodness-of fit test uses the information matrix equality of White (1982) and was original investigated by Wanling and Prokhorov (2011) for copulas. \cr
-Schepsmeier (2012) enhanced their approach to the vine copula case. \cr
-The main contribution is that under correct model specification the Fisher Information can be equivalently calculated as minus the expected Hessian matrix or as the expected outer product of the score function.
-The null hypothesis is 
-\deqn{
-	H_0: \boldsymbol{H}(\theta) + \boldsymbol{C}(\theta) = 0 
-}
-against the alternative
-\deqn{
-	H_0: \boldsymbol{H}(\theta) + \boldsymbol{C}(\theta) \neq 0 ,
-}
-where \eqn{\boldsymbol{H}(\theta)} is the expected Hessian matrix and \eqn{\boldsymbol{C}(\theta)} is the expected outer product of the score function. \cr
-For the calculation of the test statistic we use the consistent maximum likelihood estimator \eqn{\hat{\theta}} and the sample counter parts of \eqn{\boldsymbol{H}(\theta)} and \eqn{\boldsymbol{C}(\theta)}. \cr
-The correction of the Covariance-Matrix in the test statistic for the uncertainty in the margins is skipped. The implemented tests assumes that where is no uncertainty in the margins. The correction can be found in Wanling and Prokhorov (2011) for bivariate copulas and in Schepsmeier (2013) for vine copulas. It involves multi-dimensional integrals. \cr
-
-\code{method="IR"}: \cr
-As the White test the information matrix ratio test is based on the expected Hessian matrix \eqn{\boldsymbol{H}(\theta)} and the expected outer product of the score function \eqn{\boldsymbol{C}(\theta)}. \cr
-\deqn{
-	H_0: -\boldsymbol{H}(\theta)^{-1}\boldsymbol{C}(\theta) = I_{p} 
-}
-against the alternative
-\deqn{
-	H_0: -\boldsymbol{H}(\theta)^{-1}\boldsymbol{C}(\theta) \neq I_{p}  .
-}
-The test statistic can then be calculated as
-\deqn{
-	IR_n:=tr(\Phi(\theta)/p
-}
-with \eqn{\Phi(\theta)=-\boldsymbol{H}(\theta)^{-1}\boldsymbol{C}(\theta)}, p is the number of parameters, i.e. the length of \eqn{\theta}, and tr(A) is the trace of the matrix A \cr
-For details see Schepsmeier (2013) \cr
-
-\code{method="Breymann"}, \code{method="Berg"} and \code{method="Berg2"}: \cr
-These tests are based on the multivariate probability integral transform (PIT) applied in \code{\link{RVinePIT}}. The multivariate data \eqn{y_{i}} returned form the PIT are aggregated to univariate data by different aggregation functions \eqn{\Gamma(\cdot)} in the sum
-\deqn{
-	s_t=\sum_{i=1}^d \Gamma(y_{it}), t=1,...,n
-}
-In Breymann et al. (2003) the weight function is suggested as \eqn{\Gamma(\cdot)=\Phi^{-1}(\cdot)^2}, while in Berg and Bakken (2007) the weight function is either \eqn{\Gamma(\cdot)=|\cdot-0.5|} (\code{method="Berg"}) or \eqn{\Gamma(\cdot)=(\cdot-0.5)^{\alpha},\alpha=2,4,6,...} (\code{method="Berg2"}). \cr
-Furthermore, the \code{"Berg"} and \code{"Berg2"} test are based on the order statistics of the PIT returns. \cr
-See Berg and Bakken (2007) or Schepsmeier (2013) for details. \cr
-
-\code{method="ECP"} and \code{method="ECP2"}: \cr
-Both tests are test for \eqn{H_0: C \in C_0} against \eqn{H_1: C \notin C_0} 
-where C denotes the (vine) copula distribution function and \eqn{C_0} is a class of parametric
-(vine) copulas with \eqn{\Theta\subseteq R^p} being the parameter space of dimension p.
-They are based on the empirical copula process (ECP)
-\deqn{
-	\hat{C}_n(u)-C_{\hat{\theta}_n}(u),
-}
-with \eqn{u=(u_1,\ldots,u_d)\in[0,1]^d} and \eqn{\hat{C}_n(u) = \frac{1}{n+1}\sum_{t=1}^n \boldsymbol{1}_{\{U_{t1}\leq u_1,\ldots,U_{td}\leq u_d \}} }.
-The ECP is utilized in a multivariate Cramer-von Mises (CvM) or multivariate Kolmogorov-Smirnov (KS) based test statistic.
-An extension of the ECP-test is the
-combination of the multivariate PIT approach with the ECP. The general idea is that
-the transformed data of a multivariate PIT should be "close" to the independence
-copula Genest et al. (2009). Thus a distance of CvM or KS type between them
-is considered. This approach is called ECP2. Again we refer to Schepsmeier (2013) for details.
-}
-
-\author{Ulf Schepsmeier}
-
-\references{
-Berg, D. and H. Bakken (2007)
-A copula goodness-of-fit apprach based on the conditional probability integral transformation.
-\url{http://www.danielberg.no/publications/Btest.pdf}
-
-Breymann, W., A. Dias and P. Embrechts (2003)
-Dependence structures for multivariate high-frequence data in finance.
-Quantitative Finance 3, 1-14
-
-Genest, C., B. Remillard, and D. Beaudoin (2009)
-Goodness-of-fit tests for copulas: a review and power study. 
-Insur. Math. Econ. 44, 199-213.
-
-Schepsmeier, U. (2013)
-A goodness-of-fit test for regular vine copula models. 
-Preprint
-\url{http://arxiv.org/abs/1306.0818}
-
-Schepsmeier, U. (2013)
[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/vinecopula -r 30

From noreply at r-forge.r-project.org  Fri Oct 11 16:32:58 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Fri, 11 Oct 2013 16:32:58 +0200 (CEST)
Subject: [Vinecopula-commits] r31 - / pkg/man
Message-ID: <20131011143258.31A2A185F71@r-forge.r-project.org>

Author: ulf
Date: 2013-10-11 16:32:57 +0200 (Fri, 11 Oct 2013)
New Revision: 31

Modified:
   pkg.pdf
   pkg/man/BiCopPar2TailDep.Rd
   pkg/man/BiCopPar2Tau.Rd
Log:
Ich hoffe jetzt stimmen die Formeln in tau und tail dependence

Modified: pkg/man/BiCopPar2TailDep.Rd
===================================================================
--- pkg/man/BiCopPar2TailDep.Rd	2013-10-11 13:35:49 UTC (rev 30)
+++ pkg/man/BiCopPar2TailDep.Rd	2013-10-11 14:32:57 UTC (rev 31)
@@ -102,8 +102,8 @@
 \code{28, 38} \tab - \tab - \cr
 \code{29, 39} \tab - \tab - \cr
 \code{30, 40} \tab - \tab - \cr
-\code{104, 204} \tab - \tab \eqn{\Psi_1+\Psi_2-2((0.5\Psi_1)^{\theta}+(0.5\Psi_2)^{\theta})^{1/\theta}} \cr
-\code{114, 214} \tab \eqn{\Psi_1+\Psi_2-2((0.5\Psi_1)^{\theta}+(0.5\Psi_2)^{\theta})^{1/\theta}} \tab - \cr
+\code{104,204} \tab - \tab \eqn{\delta+1-(\delta^{\theta}+1)^{1/\theta}} \cr
+\code{114, 214} \tab \eqn{1+\delta-(\delta^{\theta}+1)^{1/\theta}} \tab - \cr
 \code{124, 224} \tab - \tab - \cr
 \code{134, 234} \tab - \tab - \cr
 }

Modified: pkg/man/BiCopPar2Tau.Rd
===================================================================
--- pkg/man/BiCopPar2Tau.Rd	2013-10-11 13:35:49 UTC (rev 30)
+++ pkg/man/BiCopPar2Tau.Rd	2013-10-11 14:32:57 UTC (rev 31)
@@ -85,10 +85,14 @@
 \code{29, 39} \tab \eqn{-1-4\int_0^1 ( (1-(1-t)^{-\theta})^{\delta} - )/( -\theta\delta(1-t)^{-\theta-1}(1-(1-t)^{-\theta})^{\delta-1} ) dt} \cr
 \code{30, 40} \tab \eqn{-1-4\int_0^1 -\log \left( ((1+t\delta)^{-\theta}-1)/((1+\delta)^{-\theta}-1) \right)} \cr 
 	 \tab \eqn{* (1+t\delta-(1+t\delta)^{\theta}-(1+t\delta)^{\theta}t\delta)/(\theta\delta) dt} \cr
-   \code{104,114,204,214} \tab \eqn{\int_0^1 \frac{t(1-t)A^{\prime\prime}(t)}{A(t)^2}dt} \cr
-   \tab with \eqn{A(t) = (1-\Psi_2)(1-t)+(1-\Psi_1)t+[(\Psi_1(1-t))^{\theta}+(\Psi_2t)^{\theta}]^{1/\theta}} \cr
-   \code{124,134,224,234} \tab \eqn{-\int_0^1 \frac{t(1-t)A^{\prime\prime}(t)}{A(t)^2}dt} \cr
-   \tab with \eqn{A(t) = (1-\Psi_2)(1-t)+(1-\Psi_1)t+[(\Psi_1(1-t))^{-\theta}+(\Psi_2t)^{-\theta}]^{-1/\theta}} \cr
+   \code{104,114} \tab \eqn{\int_0^1 \frac{t(1-t)A^{\prime\prime}(t)}{A(t)}dt} \cr
+   \tab with \eqn{A(t) = (1-\delta)t+[(\delta(1-t))^{\theta}+t^{\theta}]^{1/\theta}} \cr
+   \code{204,214} \tab \eqn{\int_0^1 \frac{t(1-t)A^{\prime\prime}(t)}{A(t)}dt} \cr
+   \tab with \eqn{A(t) = (1-\delta)(1-t)+[(1-t)^{-\theta}+(\delta t)^{-\theta}]^{-1/\theta}} \cr
+   \code{124,134} \tab \eqn{-\int_0^1 \frac{t(1-t)A^{\prime\prime}(t)}{A(t)}dt} \cr
+   \tab with \eqn{A(t) = (1-\delta)t+[(\delta(1-t))^{-\theta}+t^{-\theta}]^{-1/\theta}} \cr
+   \code{224,234} \tab \eqn{-\int_0^1 \frac{t(1-t)A^{\prime\prime}(t)}{A(t)}dt} \cr
+   \tab with \eqn{A(t) = (1-\delta)(1-t)+[(1-t)^{-\theta}+(\delta t)^{-\theta}]^{-1/\theta}} \cr
    
 }
 }

Modified: pkg.pdf
===================================================================
--- pkg.pdf	2013-10-11 13:35:49 UTC (rev 30)
+++ pkg.pdf	2013-10-11 14:32:57 UTC (rev 31)
@@ -2968,22 +2968,33 @@
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[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/vinecopula -r 31

From noreply at r-forge.r-project.org  Thu Oct 17 15:14:59 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Thu, 17 Oct 2013 15:14:59 +0200 (CEST)
Subject: [Vinecopula-commits] r32 - in pkg: R man
Message-ID: <20131017131459.9F22B184FA5@r-forge.r-project.org>

Author: ulf
Date: 2013-10-17 15:14:59 +0200 (Thu, 17 Oct 2013)
New Revision: 32

Modified:
   pkg/R/RVineTreePlot.r
   pkg/man/RVineGofTest.Rd
Log:
Fehler behoben in der RVineTreePlot.r und die Familien definiert bei den GOF

Modified: pkg/R/RVineTreePlot.r
===================================================================
--- pkg/R/RVineTreePlot.r	2013-10-11 14:32:57 UTC (rev 31)
+++ pkg/R/RVineTreePlot.r	2013-10-17 13:14:59 UTC (rev 32)
@@ -141,12 +141,16 @@
   for(j in 1:(d-2)) edgelist[[2]][j,] = c(paste(edges[[2]][j,1,],collapse=","),paste(edges[[2]][j,2,],collapse=","))
 
   # separate conditioned and conditioning sets
-  for(i in 3:(d-1)){
-    for(j in 1:(d-i)){
-      edgelist[[i]][j,1] = paste(paste(edges[[i]][j,1,1:2],collapse=","),paste(edges[[i]][j,1,3:i],collapse=","),sep="|")
-      edgelist[[i]][j,2] = paste(paste(edges[[i]][j,2,1:2],collapse=","),paste(edges[[i]][j,2,3:i],collapse=","),sep="|")
-    }
-  }
+  if(d>3)
+  {
+	for(i in 3:(d-1)){
+		for(j in 1:(d-i))
+		{
+			edgelist[[i]][j,1] = paste(paste(edges[[i]][j,1,1:2],collapse=","),paste(edges[[i]][j,1,3:i],collapse=","),sep="|")
+			edgelist[[i]][j,2] = paste(paste(edges[[i]][j,2,1:2],collapse=","),paste(edges[[i]][j,2,3:i],collapse=","),sep="|")
+		}
+	}
+	}
   
   
 

Modified: pkg/man/RVineGofTest.Rd
===================================================================
--- pkg/man/RVineGofTest.Rd	2013-10-11 14:32:57 UTC (rev 31)
+++ pkg/man/RVineGofTest.Rd	2013-10-17 13:14:59 UTC (rev 32)
@@ -13,7 +13,8 @@
 
 \arguments{
   \item{data}{An N x d data matrix (with uniform margins).} 
-  \item{RVM}{\code{\link{RVineMatrix}} objects of the R-vine model under the null hypothesis.}
+  \item{RVM}{\code{\link{RVineMatrix}} objects of the R-vine model under the null hypothesis. \cr
+  Note that the pair-copula families in the R-vine Matrix object have to be a member of the vector \code{(0,1:6,13,14,16,23,24,26,33,34,36)}}
   \item{method}{A string indicating the goodness-of-fit method:\cr
 		\code{"White"} = goodness-of-fit test based on White's information matrix equality (default) \cr
 		\code{"IR"} = goodness-of-fit test based on the information ratio \cr


From noreply at r-forge.r-project.org  Fri Oct 18 13:36:55 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Fri, 18 Oct 2013 13:36:55 +0200 (CEST)
Subject: [Vinecopula-commits] r33 - / pkg/R pkg/inst pkg/man
Message-ID: <20131018113655.1DD21185C45@r-forge.r-project.org>

Author: ulf
Date: 2013-10-18 13:36:53 +0200 (Fri, 18 Oct 2013)
New Revision: 33

Added:
   VineCopula_1.2.zip
Modified:
   pkg.pdf
   pkg/R/BiCopSelect.r
   pkg/R/RVineAIC.r
   pkg/R/RVineClarkeTest.R
   pkg/R/RVineStructureSelect.r
   pkg/R/RVineVuongTest.R
   pkg/inst/ChangeLog
   pkg/man/BiCopPar2Beta.Rd
   pkg/man/RVineGofTest.Rd
   pkg/man/RVinePar2Beta.Rd
   pkg/man/RVineStructureSelect.Rd
   pkg/man/RvineMatrixCheck.Rd
Log:
Tobias hatte noch ein paar kleine Fehler gefunden im Code als auch in der Dokumentation. Ich hoffe ich habe jetzt alle Stellen erwischt, in der die Tawn copula einen Einfluss hat.

Added: VineCopula_1.2.zip
===================================================================
(Binary files differ)


Property changes on: VineCopula_1.2.zip
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Modified: pkg/R/BiCopSelect.r
===================================================================
--- pkg/R/BiCopSelect.r	2013-10-17 13:14:59 UTC (rev 32)
+++ pkg/R/BiCopSelect.r	2013-10-18 11:36:53 UTC (rev 33)
@@ -22,7 +22,7 @@
 
   }else{
   
-    if(!is.na(familyset[1]) && (!any(c(1,2,5,23,24,26:30,33,34,36:40) %in% familyset) || !any(c(1:10,13,14,16:20) %in% familyset))) stop("'familyset' has to include at least one bivariate copula family for positive and one for negative dependence.")
+    if(!is.na(familyset[1]) && (!any(c(1,2,5,23,24,26:30,33,34,36:40,104,114,204,214) %in% familyset) || !any(c(1:10,13,14,16:20,124,134,224,234) %in% familyset))) stop("'familyset' has to include at least one bivariate copula family for positive and one for negative dependence.")
 
     emp_tau = fasttau(data1,data2,weights)
 

Modified: pkg/R/RVineAIC.r
===================================================================
--- pkg/R/RVineAIC.r	2013-10-17 13:14:59 UTC (rev 32)
+++ pkg/R/RVineAIC.r	2013-10-18 11:36:53 UTC (rev 33)
@@ -13,8 +13,8 @@
 	if(n != dim(RVM)) stop("Dimensions of 'data' and 'RVM' do not match.")
   if(!is(RVM,"RVineMatrix")) stop("'RVM' has to be an RVineMatrix object.")
   
-	npar = sum(RVM$family >= 1, na.rm=TRUE) + sum(RVM$family %in% c(2,7:10,17:20,27:30,37:40),na.rm=TRUE)
-  npar_pair = (RVM$family>=1)+(RVM$family%in%c(2,7:10,17:20,27:30,37:40))
+	npar = sum(RVM$family >= 1, na.rm=TRUE) + sum(RVM$family %in% c(2,7:10,17:20,27:30,37:40,104,114,124,134,204,214,224,234),na.rm=TRUE)
+  npar_pair = (RVM$family>=1)+(RVM$family%in%c(2,7:10,17:20,27:30,37:40,104,114,124,134,204,214,224,234))
 
   like = RVineLogLik(data,RVM)
 
@@ -38,8 +38,8 @@
 	if(n != dim(RVM)) stop("Dimensions of 'data' and 'RVM' do not match.")
   if(is(RVM) != "RVineMatrix") stop("'RVM' has to be an RVineMatrix object.")
   
-	npar = sum(RVM$family >= 1, na.rm=TRUE) + sum(RVM$family %in% c(2,7:10,17:20,27:30,37:40),na.rm=TRUE)
-  npar_pair = (RVM$family>=1)+(RVM$family%in%c(2,7:10,17:20,27:30,37:40))
+	npar = sum(RVM$family >= 1, na.rm=TRUE) + sum(RVM$family %in% c(2,7:10,17:20,27:30,37:40,104,114,124,134,204,214,224,234),na.rm=TRUE)
+  npar_pair = (RVM$family>=1)+(RVM$family%in%c(2,7:10,17:20,27:30,37:40,104,114,124,134,204,214,224,234))
 
   like = RVineLogLik(data,RVM)
 

Modified: pkg/R/RVineClarkeTest.R
===================================================================
--- pkg/R/RVineClarkeTest.R	2013-10-17 13:14:59 UTC (rev 32)
+++ pkg/R/RVineClarkeTest.R	2013-10-18 11:36:53 UTC (rev 33)
@@ -11,8 +11,8 @@
 	Model1.ll = RVineLogLik(data,RVM1,separate=TRUE)$loglik
 	Model2.ll = RVineLogLik(data,RVM2,separate=TRUE)$loglik
   
-	anz.1 = sum(RVM1$family >= 1, na.rm=TRUE) + sum(RVM1$family %in% c(2,7:10,17:20,27:30,37:40),na.rm=TRUE)
-	anz.2 = sum(RVM2$family >= 1, na.rm=TRUE) + sum(RVM2$family %in% c(2,7:10,17:20,27:30,37:40),na.rm=TRUE)
+	anz.1 = sum(RVM1$family >= 1, na.rm=TRUE) + sum(RVM1$family %in% c(2,7:10,17:20,27:30,37:40, 104,114,124,134,204,214,224,234),na.rm=TRUE)
+	anz.2 = sum(RVM2$family >= 1, na.rm=TRUE) + sum(RVM2$family %in% c(2,7:10,17:20,27:30,37:40, 104,114,124,134,204,214,224,234),na.rm=TRUE)
  
   B = sum(Model1.ll-Model2.ll > 0)
   B.Schwarz = sum(Model1.ll-Model2.ll-(anz.1-anz.2)*log(N)/(2*N) > 0)

Modified: pkg/R/RVineStructureSelect.r
===================================================================
--- pkg/R/RVineStructureSelect.r	2013-10-17 13:14:59 UTC (rev 32)
+++ pkg/R/RVineStructureSelect.r	2013-10-18 11:36:53 UTC (rev 33)
@@ -11,7 +11,7 @@
   if(d<2) stop("Dimension has to be at least 2.")
   if(any(data>1) || any(data<0)) stop("Data has be in the interval [0,1].")
 	
-  if(!is.na(familyset[1])) for(i in 1:length(familyset)) if(!(familyset[i] %in% c(0,1:10,13,14,16:20,23,24,26:30,33,34,36:40))) stop("Copula family not implemented.")  
+  if(!is.na(familyset[1])) for(i in 1:length(familyset)) if(!(familyset[i] %in% c(0,1:10,13,14,16:20,23,24,26:30,33,34,36:40, 104,114,124,134,204,214,224,234))) stop("Copula family not implemented.")  
   if(selectioncrit != "AIC" && selectioncrit != "BIC") stop("Selection criterion not implemented.")
   if(level < 0 & level > 1) stop("Significance level has to be between 0 and 1.")
   	

Modified: pkg/R/RVineVuongTest.R
===================================================================
--- pkg/R/RVineVuongTest.R	2013-10-17 13:14:59 UTC (rev 32)
+++ pkg/R/RVineVuongTest.R	2013-10-18 11:36:53 UTC (rev 33)
@@ -11,8 +11,8 @@
 	Model1.ll = RVineLogLik(data,RVM1,separate=TRUE)$loglik
 	Model2.ll = RVineLogLik(data,RVM2,separate=TRUE)$loglik
   
-	anz.1 = sum(RVM1$family >= 1, na.rm=TRUE) + sum(RVM1$family %in% c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40),na.rm=TRUE)
-	anz.2 = sum(RVM2$family >= 1, na.rm=TRUE) + sum(RVM2$family %in% c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40),na.rm=TRUE)
+	anz.1 = sum(RVM1$family >= 1, na.rm=TRUE) + sum(RVM1$family %in% c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40, 104,114,124,134,204,214,224,234),na.rm=TRUE)
+	anz.2 = sum(RVM2$family >= 1, na.rm=TRUE) + sum(RVM2$family %in% c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40, 104,114,124,134,204,214,224,234),na.rm=TRUE)
 
   if(all(Model1.ll-Model2.ll==0)){  # models are the same
   	V = 0

Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog	2013-10-17 13:14:59 UTC (rev 32)
+++ pkg/inst/ChangeLog	2013-10-18 11:36:53 UTC (rev 33)
@@ -21,6 +21,7 @@
   
 - Bug fix:
   * RVineStructureSelect: Corrected code for the igraph package
+  * RVineTreePlot: Now a 3-dimensional R-vine can be plotted too.
 
 - Documentation update
 

Modified: pkg/man/BiCopPar2Beta.Rd
===================================================================
--- pkg/man/BiCopPar2Beta.Rd	2013-10-17 13:14:59 UTC (rev 32)
+++ pkg/man/BiCopPar2Beta.Rd	2013-10-18 11:36:53 UTC (rev 33)
@@ -15,7 +15,6 @@
   \item{family}{An integer defining the bivariate copula family:\cr
 		\code{0} = independence copula \cr
 	        \code{1} = Gaussian copula \cr
-	        \code{2} = Student t copula (t-copula) \cr
 	        \code{3} = Clayton copula \cr
 	        \code{4} = Gumbel copula \cr
 	        \code{5} = Frank copula \cr
@@ -53,6 +52,7 @@
     \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
     \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
     \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
+    Note that the Student's t-copula is not allowed since the CDF of the t-copula is not implemented (see \code{\link{BiCopCDF}}).
 		}
   \item{par}{Copula parameter.}
   \item{par2}{Second parameter for the two parameter BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: \code{par2 = 0}).}

Modified: pkg/man/RVineGofTest.Rd
===================================================================
--- pkg/man/RVineGofTest.Rd	2013-10-17 13:14:59 UTC (rev 32)
+++ pkg/man/RVineGofTest.Rd	2013-10-18 11:36:53 UTC (rev 33)
@@ -14,7 +14,24 @@
 \arguments{
   \item{data}{An N x d data matrix (with uniform margins).} 
   \item{RVM}{\code{\link{RVineMatrix}} objects of the R-vine model under the null hypothesis. \cr
-  Note that the pair-copula families in the R-vine Matrix object have to be a member of the vector \code{(0,1:6,13,14,16,23,24,26,33,34,36)}}
+  Only the following copula families are allowed in \code{RVM$family} due to restrictions in \code{\link{RVineGrad}} and \code{\link{RVineHessian}}  \cr
+  	\code{0} = independence copula \cr
+		\code{1} = Gaussian copula \cr
+		\code{2} = Student t copula (t-copula)\cr
+		\code{3} = Clayton copula \cr
+		\code{4} = Gumbel copula \cr
+		\code{5} = Frank copula \cr
+		\code{6} = Joe copula \cr 
+		\code{13} = rotated Clayton copula (180 degrees; ``survival Clayton'') \cr
+		\code{14} = rotated Gumbel copula (180 degrees; ``survival Gumbel'') \cr
+		\code{16} = rotated Joe copula (180 degrees; ``survival Joe'') \cr 
+		\code{23} = rotated Clayton copula (90 degrees) \cr
+		\code{24} = rotated Gumbel copula (90 degrees) \cr
+		\code{26} = rotated Joe copula (90 degrees) \cr
+		\code{33} = rotated Clayton copula (270 degrees) \cr
+		\code{34} = rotated Gumbel copula (270 degrees) \cr
+		\code{36} = rotated Joe copula (270 degrees) \cr
+		}
   \item{method}{A string indicating the goodness-of-fit method:\cr
 		\code{"White"} = goodness-of-fit test based on White's information matrix equality (default) \cr
 		\code{"IR"} = goodness-of-fit test based on the information ratio \cr
@@ -30,7 +47,7 @@
 		\code{"AD"} = Anderson-Darling test statistic (only univariate for \code{"Breymann"}, \code{"Berg"} and \code{"Berg2"})
 		}
 	\item{B}{an integer for the number of bootstrap steps (default \code{B=200})\cr
-	For \code{B = 0} the asymptotic p-value is returned if available, otherwise only the the test statistic is returned.\cr
+	For \code{B = 0} the asymptotic p-value is returned if available, otherwise only the test statistic is returned.\cr
     WARNING: If \code{B} is chosen too large, computations will take very long.}
 	\item{alpha}{an integer of the set \code{2,4,6,...} for the \code{"Berg2"} goodness-of-fit test (default \code{alpha=2})}
 }
@@ -68,7 +85,7 @@
 }
 where \eqn{\boldsymbol{H}(\theta)} is the expected Hessian matrix and \eqn{\boldsymbol{C}(\theta)} is the expected outer product of the score function. \cr
 For the calculation of the test statistic we use the consistent maximum likelihood estimator \eqn{\hat{\theta}} and the sample counter parts of \eqn{\boldsymbol{H}(\theta)} and \eqn{\boldsymbol{C}(\theta)}. \cr
-The correction of the Covariance-Matrix in the test statistic for the uncertainty in the margins is skipped. The implemented tests assumes that where is no uncertainty in the margins. The correction can be found in Wanling and Prokhorov (2011) for bivariate copulas and in Schepsmeier (2013) for vine copulas. It involves multi-dimensional integrals. \cr
+The correction of the Covariance-Matrix in the test statistic for the uncertainty in the margins is skipped. The implemented test assumes that there is no uncertainty in the margins. The correction can be found in Wanling and Prokhorov (2011) for bivariate copulas and in Schepsmeier (2013) for vine copulas. It involves multi-dimensional integrals. \cr
 
 \code{method="IR"}: \cr
 As the White test the information matrix ratio test is based on the expected Hessian matrix \eqn{\boldsymbol{H}(\theta)} and the expected outer product of the score function \eqn{\boldsymbol{C}(\theta)}. \cr

Modified: pkg/man/RVinePar2Beta.Rd
===================================================================
--- pkg/man/RVinePar2Beta.Rd	2013-10-17 13:14:59 UTC (rev 32)
+++ pkg/man/RVinePar2Beta.Rd	2013-10-18 11:36:53 UTC (rev 33)
@@ -1,51 +1,52 @@
-\name{RVinePar2Beta}      
-\alias{RVinePar2Beta}
-
-\title{Blomqvist's beta values of an R-vine copula model}
-
-\description{
-This function computes the values of Blomqvist's beta corresponding to the parameters of an R-vine copula model.
-}
-
-\usage{
-RVinePar2Beta(RVM)
-}
-
-\arguments{
-  \item{RVM}{An \code{\link{RVineMatrix}} object.}
-}
-
-\value{
-Matrix with the same structure as the family and parameter matrices of the \code{\link{RVineMatrix}} object \code{RVM} where the entries
-are values of Blomqvist's beta corresponding to the families and parameters of the R-vine copula model given by \code{RVM}.
-}
-
-\author{Jeffrey Dissmann}
-
-\seealso{\code{\link{RVineMatrix}}, \code{\link{BiCopPar2Beta}}}
-
-\examples{
-# define 5-dimensional R-vine tree structure 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)
-Matrix = matrix(Matrix,5,5)
-
-# define R-vine pair-copula family matrix
-family = c(0,1,3,4,4,0,0,3,4,1,0,0,0,4,1,0,0,0,0,3,0,0,0,0,0)
-family = matrix(family,5,5)
-
-# define R-vine pair-copula parameter matrix
-par = c(0,0.2,0.9,1.5,3.9,0,0,1.1,1.6,0.9,0,0,0,1.9,0.5,
-        0,0,0,0,4.8,0,0,0,0,0)
-par = matrix(par,5,5)
-
-# define second R-vine pair-copula parameter matrix
-par2 = matrix(0,5,5)
-
-# define RVineMatrix object
-RVM = RVineMatrix(Matrix=Matrix,family=family,par=par,par2=par2,
-                  names=c("V1","V2","V3","V4","V5"))
-
-# compute the Blomqvist's beta values
-BlomBeta = RVinePar2Beta(RVM)
-}
-
+\name{RVinePar2Beta}      
+\alias{RVinePar2Beta}
+
+\title{Blomqvist's beta values of an R-vine copula model}
+
+\description{
+This function computes the values of Blomqvist's beta corresponding to the parameters of an R-vine copula model.
+}
+
+\usage{
+RVinePar2Beta(RVM)
+}
+
+\arguments{
+  \item{RVM}{An \code{\link{RVineMatrix}} object. \cr
+  Note that the Student's t-copula is not allowed since the CDF of the t-copula is not implemented (see \code{\link{BiCopCDF}} and \code{\link{BiCopPar2Beta}}).}
+}
+
+\value{
+Matrix with the same structure as the family and parameter matrices of the \code{\link{RVineMatrix}} object \code{RVM} where the entries
+are values of Blomqvist's beta corresponding to the families and parameters of the R-vine copula model given by \code{RVM}.
+}
+
+\author{Ulf Schepsmeier}
+
+\seealso{\code{\link{RVineMatrix}}, \code{\link{BiCopPar2Beta}}}
+
+\examples{
+# define 5-dimensional R-vine tree structure 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)
+Matrix = matrix(Matrix,5,5)
+
+# define R-vine pair-copula family matrix
+family = c(0,1,3,4,4,0,0,3,4,1,0,0,0,4,1,0,0,0,0,3,0,0,0,0,0)
+family = matrix(family,5,5)
+
+# define R-vine pair-copula parameter matrix
+par = c(0,0.2,0.9,1.5,3.9,0,0,1.1,1.6,0.9,0,0,0,1.9,0.5,
+        0,0,0,0,4.8,0,0,0,0,0)
+par = matrix(par,5,5)
+
+# define second R-vine pair-copula parameter matrix
+par2 = matrix(0,5,5)
+
+# define RVineMatrix object
+RVM = RVineMatrix(Matrix=Matrix,family=family,par=par,par2=par2,
+                  names=c("V1","V2","V3","V4","V5"))
+
+# compute the Blomqvist's beta values
+BlomBeta = RVinePar2Beta(RVM)
+}
+

Modified: pkg/man/RVineStructureSelect.Rd
===================================================================
--- pkg/man/RVineStructureSelect.Rd	2013-10-17 13:14:59 UTC (rev 32)
+++ pkg/man/RVineStructureSelect.Rd	2013-10-18 11:36:53 UTC (rev 33)
@@ -50,7 +50,15 @@
 		\code{37} = rotated BB1 copula (270 degrees) \cr
 		\code{38} = rotated BB6 copula (270 degrees) \cr
 		\code{39} = rotated BB7 copula (270 degrees) \cr
-		\code{40} = rotated BB8 copula (270 degrees) 
+		\code{40} = rotated BB8 copula (270 degrees) \cr
+    \code{104} = Tawn type 1 copula \cr
+    \code{114} = rotated Tawn type 1 copula (180 degrees) \cr
+    \code{124} = rotated Tawn type 1 copula (90 degrees)  \cr
+    \code{134} = rotated Tawn type 1 copula (270 degrees) \cr
+    \code{204} = Tawn type 2 copula  \cr
+    \code{214} = rotated Tawn type 2 copula (180 degrees) \cr
+    \code{224} = rotated Tawn type 2 copula (90 degrees)  \cr
+    \code{234} = rotated Tawn type 2 copula (270 degrees) \cr
 		}
   \item{type}{Type of the vine model to be specified:\cr
     \code{0} or \code{"RVine"} = R-vine (default)\cr

Modified: pkg/man/RvineMatrixCheck.Rd
===================================================================
--- pkg/man/RvineMatrixCheck.Rd	2013-10-17 13:14:59 UTC (rev 32)
+++ pkg/man/RvineMatrixCheck.Rd	2013-10-18 11:36:53 UTC (rev 33)
@@ -12,7 +12,7 @@
 
 \arguments{
   \item{M}{A dxd vine matrix: only lower triangle is used;
-For the check, M is assumed to be in natural order, i.e. 1:d on diagonal.
+For the check, M is assumed to be in natural order, i.e. d:1 on diagonal.
 Further M[j-1,j]=j-1 and M[j,j]=j
 }
 }

Modified: pkg.pdf
===================================================================
--- pkg.pdf	2013-10-17 13:14:59 UTC (rev 32)
+++ pkg.pdf	2013-10-18 11:36:53 UTC (rev 33)
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[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/vinecopula -r 33

From noreply at r-forge.r-project.org  Fri Oct 18 16:15:52 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Fri, 18 Oct 2013 16:15:52 +0200 (CEST)
Subject: [Vinecopula-commits] r34 - in pkg: R man
Message-ID: <20131018141553.12AD618446A@r-forge.r-project.org>

Author: ulf
Date: 2013-10-18 16:15:51 +0200 (Fri, 18 Oct 2013)
New Revision: 34

Modified:
   pkg/R/RVineMLE.R
   pkg/man/RvineMatrixCheck.Rd
Log:
Noch ein Fehler in der RVineMLE.R fuer Tawn. Ferner war die Dokumentation von RVineMatrixCheck nicht konsistent. Danke Tobias.
@Eike: Wenn du nach deiner Verteidigung mal wieder Zeit hast koenntest du da mal einen Blick drauf werfen? Ich bin mir immer noch nicht sicher mit den Permutationssachen (code=-2).

Modified: pkg/R/RVineMLE.R
===================================================================
--- pkg/R/RVineMLE.R	2013-10-18 11:36:53 UTC (rev 33)
+++ pkg/R/RVineMLE.R	2013-10-18 14:15:51 UTC (rev 34)
@@ -51,6 +51,15 @@
 			if ((RVM$family[i,j]==104 || RVM$family[i,j]==114 || RVM$family[i,j]==204 || RVM$family[i,j]==214) && (start2[i,j]<0 || start2[i,j]>1)) stop("Please choose 'par2' of the Tawn copula in [0,1].")
 			if ((RVM$family[i,j]==124 || RVM$family[i,j]==134 || RVM$family[i,j]==224 || RVM$family[i,j]==234) && start[i,j]>-1) stop("Please choose 'par' of the Tawn copula in (-oo,-1].")
 			if ((RVM$family[i,j]==124 || RVM$family[i,j]==134 || RVM$family[i,j]==224 || RVM$family[i,j]==234) && (start2[i,j]<0 || start2[i,j]>1)) stop("Please choose 'par2' of the Tawn copula in [0,1].")
+		
+		  if(grad==TRUE)
+		  {
+        if(RVM$family[i,j]%in%c(7:10,17:20,27:30,37:40,104,114,124,134,204,214,224,234))
+        {
+          message("The combination 'grad=TRUE' and a copula family of the vector (7:10,17:20,27:30,37:40,104,114,124,134,204,214,224,234) is not possible. The algorithm will continue with 'grad=FALSE'.")
+          grad=FALSE
+        }
+		  }
 		}
 	  }
 	}
@@ -154,7 +163,7 @@
 		}else if(Copula.Types[i] %in% c(43,44)){ #double Clayton, Gumbel
 				lb[i] = -0.9999
 				ub[i] = 0.9999
-		}else if(Copula.Types[i] %in% c(104,114,2014,214)){ #Tawn
+		}else if(Copula.Types[i] %in% c(104,114,204,214)){ #Tawn
 				lb[i] = 1.001
 				ub[i] = 20
 		}else if(Copula.Types[i] %in% c(124,134,224,234)){ #Tawn
@@ -167,41 +176,39 @@
 	if(nParams2 > 0){
 	    todo = which(Copula.Types %in% c(2,7:10,17:20,27:30,37:40,104,114,124,134,204,214,224,234))	
 		
-	    for(i in 1:nParams2){
-  		if(Copula.Types[todo[i]]==2){ #t
-  				lb[nParams+i] = 2.001
-  				ub[nParams+i] = max.df
-		}else if(Copula.Types[todo[i]] %in% c(7,17)){ #bb1
-				lb[nParams+i] = 1.001
-  				ub[nParams+i] = max.BB$BB1[2]
-		}else if(Copula.Types[todo[i]] %in% c(8,18)){ #bb6
-				lb[nParams+i] = 1.001
-  				ub[nParams+i] = max.BB$BB6[2]
-		}else if(Copula.Types[todo[i]] %in% c(9,19)){ #bb7
-  				lb[nParams+i] = 0.001
-  				ub[nParams+i] = max.BB$BB7[2]
-		}else if(Copula.Types[todo[i]] %in% c(10,20)){ #bb8
-				lb[nParams+i] = 0.001
-  				ub[nParams+i] = max.BB$BB1[2]
-		}else if(Copula.Types[todo[i]] %in% c(27,37)){ #rotated bb1
-				lb[nParams+i] = -max.BB$BB1[2]
-  				ub[nParams+i] = -1.001
-		}else if(Copula.Types[todo[i]] %in% c(28,38)){ #rotated bb6
-				lb[nParams+i] = -max.BB$BB6[2]
-  				ub[nParams+i] = -1.001
-		}else if(Copula.Types[todo[i]] %in% c(29,39)){ #rotated bb7
-				lb[nParams+i] = -max.BB$BB7[2]
-  				ub[nParams+i] = -1.001
-		}else if(Copula.Types[todo[i]] %in% c(30,40)){ #rotated bb8
-				lb[nParams+i] = -max.BB$BB8[2]
-  				ub[nParams+i] = -0.001
-		}else if(Copula.Types[i] %in% c(104,114,2014,214)){ #Tawn
-				lb[nParams+i] = 0.001
-				ub[nParams+i] = 0.99
-		}else if(Copula.Types[i] %in% c(124,134,224,234)){ #Tawn
-				lb[nParams+i] = -0.99
-				ub[nParams+i] = -0.001
-		}
+	    for(i in 1:nParams2)
+        {
+      		if(Copula.Types[todo[i]]==2){ #t
+      				lb[nParams+i] = 2.001
+      				ub[nParams+i] = max.df
+      		}else if(Copula.Types[todo[i]] %in% c(7,17)){ #bb1
+      				lb[nParams+i] = 1.001
+        				ub[nParams+i] = max.BB$BB1[2]
+      		}else if(Copula.Types[todo[i]] %in% c(8,18)){ #bb6
+      				lb[nParams+i] = 1.001
+        				ub[nParams+i] = max.BB$BB6[2]
+      		}else if(Copula.Types[todo[i]] %in% c(9,19)){ #bb7
+        				lb[nParams+i] = 0.001
+        				ub[nParams+i] = max.BB$BB7[2]
+      		}else if(Copula.Types[todo[i]] %in% c(10,20)){ #bb8
+      				lb[nParams+i] = 0.001
+        				ub[nParams+i] = max.BB$BB1[2]
+      		}else if(Copula.Types[todo[i]] %in% c(27,37)){ #rotated bb1
+      				lb[nParams+i] = -max.BB$BB1[2]
+        				ub[nParams+i] = -1.001
+      		}else if(Copula.Types[todo[i]] %in% c(28,38)){ #rotated bb6
+      				lb[nParams+i] = -max.BB$BB6[2]
+        				ub[nParams+i] = -1.001
+      		}else if(Copula.Types[todo[i]] %in% c(29,39)){ #rotated bb7
+      				lb[nParams+i] = -max.BB$BB7[2]
+        				ub[nParams+i] = -1.001
+      		}else if(Copula.Types[todo[i]] %in% c(30,40)){ #rotated bb8
+      				lb[nParams+i] = -max.BB$BB8[2]
+        				ub[nParams+i] = -0.001
+      		}else if(Copula.Types[i] %in% c(104,114,124,134,204,214,224,234)){ #Tawn
+      				lb[nParams+i] = 0.001
+      				ub[nParams+i] = 0.99
+      		}
   	    }
 	}
 	
@@ -294,9 +301,14 @@
 	{
 		pscale[i] = ifelse(Copula.Types[i] %in% c(1,2,43,44), 0.01, 1)
 	}
-	pscale=c(pscale,rep(1,nParams2))
+  pscale2=numeric()
+  for(i in 1:nParams2)
+  {
+    pscale2[i] = ifelse(Copula.Types[i] %in% c(104,114,124,134,204,214,224,234), 0.05, 1)
+  }
+	pscale=c(pscale,pscale2)
 
-	if(!exists("factr"))		# Toleranz etwas hoch setzen (gr�ber)
+	if(!exists("factr"))		# Toleranz etwas hoch setzen (groeber)
 		factr=1e8
 
 	if(all(Copula.Types %in% c(0,1,2,3:6,13,14,16,23,24,26,33,34,36,43,44)) && grad==TRUE)
@@ -332,6 +344,12 @@
 		}
 		else
 		{
+      #print("startpar1")
+      #print(startpar1)
+      #print("lower")
+      #print(lb)
+      #print("upper")
+      #print(ub)
 			out1 = optim(par=startpar1,fn=optim_LL,
 			data=data,posParams=posParams,posParams2=posParams2,Copula.Types=Copula.Types,start=start,start2=start2,RVM=RVM, calcupdate=NA,
 			method="L-BFGS-B",control=list(fnscale=-1,maxit=maxit,trace=1,parscale=pscale,factr=factr,...),lower=lb,upper=ub)

Modified: pkg/man/RvineMatrixCheck.Rd
===================================================================
--- pkg/man/RvineMatrixCheck.Rd	2013-10-18 11:36:53 UTC (rev 33)
+++ pkg/man/RvineMatrixCheck.Rd	2013-10-18 14:15:51 UTC (rev 34)
@@ -13,21 +13,21 @@
 \arguments{
   \item{M}{A dxd vine matrix: only lower triangle is used;
 For the check, M is assumed to be in natural order, i.e. d:1 on diagonal.
-Further M[j-1,j]=j-1 and M[j,j]=j
+Further M[j+1,j]=d-j and M[j,j]=d-j
 }
 }
 
 \value{
 \item{code}{
 	\code{1} for OK; \cr
-	\code{-3} diagonal can not be put in order 1:d; \cr
-	\code{-2} for not permutation of 1:j in column d-j; \cr
+	\code{-3} diagonal can not be put in order d:1; \cr
+	\code{-2} for not permutation of j:d in column d-j; \cr
 	\code{-1} if cannot find proper binary array from array in natural order. 
 }
 }
 
 \note{
-The matrix M do not have to be given in natural order or the diagonal in order 1:d. The test checks if it can be done in order to be a valid R-vine matrix. \cr
+The matrix M do not have to be given in natural order or the diagonal in order d:1. The test checks if it can be done in order to be a valid R-vine matrix. \cr
 If a function in this package needs the natural order the \code{RVineMatrix} object is automatically "normalized". \cr
 The function \code{\link{RVineMatrix}} automatically checks if the given R-vine matrix is valid.
 }


From noreply at r-forge.r-project.org  Wed Oct 30 09:24:34 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed, 30 Oct 2013 09:24:34 +0100 (CET)
Subject: [Vinecopula-commits] r35 - pkg/R
Message-ID: <20131030082434.DE4CC1861B8@r-forge.r-project.org>

Author: ulf
Date: 2013-10-30 09:24:34 +0100 (Wed, 30 Oct 2013)
New Revision: 35

Modified:
   pkg/R/RVineStructureSelect.r
Log:
An einer Stelle hatte ich noch vergessen die neuen Copulas einzufuegen.

Modified: pkg/R/RVineStructureSelect.r
===================================================================
--- pkg/R/RVineStructureSelect.r	2013-10-18 14:15:51 UTC (rev 34)
+++ pkg/R/RVineStructureSelect.r	2013-10-30 08:24:34 UTC (rev 35)
@@ -368,11 +368,11 @@
 {
 
 	out=BiCopSelect(u1,u2,familyset,selectioncrit,indeptest,level,weights=weights)
-	if(out$family%in%c(23,24,26:30))
+	if(out$family%in%c(23,24,26:30,124,224))
 	{
 		out$family=out$family+10
 	}
-	else if(out$family%in%c(33,34,36:40))
+	else if(out$family%in%c(33,34,36:40,134,234))
 	{
 		out$family=out$family-10
 	}


From noreply at r-forge.r-project.org  Wed Oct 30 10:32:44 2013
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed, 30 Oct 2013 10:32:44 +0100 (CET)
Subject: [Vinecopula-commits] r36 - in pkg: R src
Message-ID: <20131030093244.CC5DB18431D@r-forge.r-project.org>

Author: ulf
Date: 2013-10-30 10:32:41 +0100 (Wed, 30 Oct 2013)
New Revision: 36

Modified:
   pkg/R/BiCopSelect.r
   pkg/R/RVineStructureSelect.r
   pkg/src/hfunc.c
Log:
Tobias und ich haben noch eine Fehler bei Tawn gefunden. In der Hfunc.c hatte sich bei den rotierten Versionen ein Fehler eingeschlichen durch Copy und paste.

Modified: pkg/R/BiCopSelect.r
===================================================================
--- pkg/R/BiCopSelect.r	2013-10-30 08:24:34 UTC (rev 35)
+++ pkg/R/BiCopSelect.r	2013-10-30 09:32:41 UTC (rev 36)
@@ -25,6 +25,7 @@
     if(!is.na(familyset[1]) && (!any(c(1,2,5,23,24,26:30,33,34,36:40,104,114,204,214) %in% familyset) || !any(c(1:10,13,14,16:20,124,134,224,234) %in% familyset))) stop("'familyset' has to include at least one bivariate copula family for positive and one for negative dependence.")
 
     emp_tau = fasttau(data1,data2,weights)
+    
 
     if(indeptest == TRUE){
       out$p.value.indeptest = BiCopIndTest(data1,data2)$p.value

Modified: pkg/R/RVineStructureSelect.r
===================================================================
--- pkg/R/RVineStructureSelect.r	2013-10-30 08:24:34 UTC (rev 35)
+++ pkg/R/RVineStructureSelect.r	2013-10-30 09:32:41 UTC (rev 36)
@@ -30,6 +30,7 @@
 	RVine$Tree[[1]] = VineTree
 	RVine$Graph[[1]] = g
 	oldVineGraph  = VineTree
+  
 	
 	for(i in 2:(n-1)){
 

Modified: pkg/src/hfunc.c
===================================================================
--- pkg/src/hfunc.c	2013-10-30 08:24:34 UTC (rev 35)
+++ pkg/src/hfunc.c	2013-10-30 09:32:41 UTC (rev 36)
@@ -1,1273 +1,1273 @@
-/*
-** hfunc.c - C code of the package CDRVine  
-** 
-** with contributions from Carlos Almeida, Aleksey Min, 
-** Ulf Schepsmeier, Jakob Stoeber and Eike Brechmann
-** 
-** A first version was based on code
-** from Daniel Berg <daniel at danielberg.no>
-** provided by personal communication. 
-**
-*/
-
-#include "include/vine.h"
-#include "include/hfunc.h"
-#include "include/evCopula.h"
-
-#define UMAX  1-1e-10
-
-#define UMIN  1e-10
-
-#define XEPS 1e-4
-
-
-// h-func for BB1
-
-void pcondbb1(double* u, double* v, int* n, double* param, double* out)
-{
-	int i;
-	double th, de;
-	double t1, t2, t3, t16, t17, t4, t5, t6, t7, t9, t10, t12, t13, t20;
-
-	th = param[0];
-	de = param[1];
-	for(i=0;i<*n;i++)
-		{
-		  t1 = pow(u[i],-th);
-		  t2 = t1-1.;
-		  t3 = pow(t2,de);
-		  t16 = 1./u[i];
-		  t17 = 1./t2;
-		  t4 = pow(v[i],-th);
-		  t5 = t4-1.;
-		  t6 = pow(t5,de);
-		  t7 = t3+t6;
-		  t9 = pow(t7,1/de);
-		  t10 = 1.0+t9;
-		  t12 = pow(t10,-1/th);
-		  t13 = t12*t9;
-		  t20 = 1./t10;
-		  out[i] = t13*t3*t1*t16*t17/t7*t20;
-		}
-
-}
-
-
-
-void pcondbb6(double* u, double* v, int* n, double* param, double* out)
-{
-	int i;
-	double th, de;
-	double t1, t2, t3, t4, t5, t12, t16, t6, t7, t8, t9, t10, t11, t13, t14, t15, t17;
-
-	th = param[0];
-	de = param[1];
-
-	for(i=0;i<*n;i++)
-	{
-		  t1 = 1.0-u[i];
-		  t2 = pow(t1,th);
-		  t3 = 1.0-t2;
-		  t4 = log(t3);
-		  t5 = pow(-t4,de);
-		  t12 = 1/de;
-		  t16 = 1/th;
-		  t6 = 1.0-v[i];
-		  t7 = pow(t6,th);
-		  t8 = 1.0-t7;
-		  t9 = log(t8);
-		  t10 = pow(-t9,de);
-		  t11 = t5+t10;
-		  t13 = pow(t11,t12);
-		  t14 = exp(-t13);
-		  t15 = 1.0-t14;
-		  t17 = pow(t15,t16);
-
-		  out[i] = -t17*t13*t5*t2/t1/t3/t4/t11*t14/t15;
-	}
-
-}
-
-
-void pcondbb7(double* u, double* v, int* n, double* param, double* out)
-{
-	int i;
-	double th, de;
-	double t1, t2, t3, t4, t6, t8, t9, t11, t12, t14;
-
-	th = param[0];
-	de = param[1];
-
-	for(i=0;i<*n;i++)
-	{
-		  t1 = 1.0-u[i];
-		  t2 = pow(t1,1.0*th);
-		  t3 = 1.0-t2;
-		  t4 = pow(t3,-1.0*de);
-		  t6 = pow(1.0-v[i],1.0*th);
-		  t8 = pow(1.0-t6,-1.0*de);
-		  t9 = t4+t8-1.0;
-		  t11 = pow(t9,-1.0/de);
-		  t12 = 1.0-t11;
-		  t14 = pow(t12,1.0/th);
-
-		  out[i] = t14*t11*t4*t2/t1/t3/t9/t12;
-	}
-
-}
-
-
-void pcondbb8(double* u, double* v, int* n, double* param, double* out)
-{
-	int i;
-	double th, de;
-	double t2, t3, t12, t16, t6, t7, t8, t10, t11, t13, t15, t17;
-
-	th = param[0];
-	de = param[1];
-
-	for(i=0;i<*n;i++)
-	{
-		  t2 = 1.0-de*u[i];
-		  t3 = pow(t2,th);
-		  t10 = 1.0-de;
-		  t11 = pow(t10,th);
-		  t12 = 1.0-t11;
-		  t13 = 1/t12;
-		  t16 = 1/th;
-		  t6 = 1.0-de*v[i];
-		  t7 = pow(t6,th);
-		  t8 = 1.0-t7;
-		  t15 = 1.0-(1.0-t3)*t8*t13;
-		  t17 = pow(t15,t16);
-
-		  out[i] = t17*t3/t2*t8*t13/t15;
-	}
-
-}
-
-
-
-
-// Since the h function is not symmetric in case of double Gumbel and double Clayton we have two implement both separately,
-// i.e. Hfunc1 and Hfunc2
-void  Hfunc1(int* family,int* n,double* u,double* v,double* theta,double* nu,double* out)
-{
-  double *negv, *negu;
-  negv = (double *) malloc(*n* sizeof(double));
-  negu = (double *) malloc(*n*sizeof(double));
-  double ntheta, nnu;
-  int nfamily, j, T=1;
-  ntheta = -*theta;
-  nnu = -*nu;
-
-	for(int i=0;i<*n;i++)
-	{
-		if(u[i]<UMIN) u[i]=UMIN;
-		else if(u[i]>UMAX) u[i]=UMAX;
-		if(v[i]<UMIN) v[i]=UMIN;
-		else if(v[i]>UMAX) v[i]=UMAX;
-	}
-	
-  if((*family==43))
-  {
-	  nfamily=3;
-	  if(*theta > 0){
-		ntheta=2*(*theta)/(1-*theta);
-		Hfunc(&nfamily, n, u, v, &ntheta, &nnu, out);  
-	  }else{
-		ntheta=-2*(*theta)/(1+*theta);
-		for (int i = 0; i < *n; ++i) {negv[i]=1 - v[i];}
-		Hfunc(&nfamily, n, u, negv, &ntheta, &nnu, out);
-	  }
-  }else if((*family==44))
-	{
-		nfamily=4;
-		if(*theta > 0){
-			ntheta=1/(1-*theta);
-			Hfunc (&nfamily, n, u, v, &ntheta, &nnu, out);  
-		}else{
-			ntheta=1/(1+*theta);
-			for (int i = 0; i < *n; ++i) {negv[i]=1 - v[i];}
-			Hfunc (&nfamily, n, u, negv, &ntheta, &nnu, out);
-		}
-	}else{
-	
-  if(((*family==23) | (*family==24) | (*family==26) | (*family==27) | (*family==28) | (*family==29) | (*family==30) | (*family==61) ))
-    {
-	  nfamily=(*family)-20;
-      for (int i = 0; i < *n; ++i) {negv[i]=1 - v[i];}
-      Hfunc (&nfamily, n, u, negv, &ntheta, &nnu, out);
-    }
-  else if(((*family==33) | (*family==34) | (*family==36) | (*family==37) | (*family==38) | (*family==39) | (*family==40) | (*family==71) ))
-	{
-	  nfamily=(*family)-30;
-      for (int i = 0; i < *n; ++i) {negu[i]=1 - u[i];}
-      Hfunc(&nfamily, n, negu, v, &ntheta, &nnu, out);
-		for (int i = 0; i < *n; i++) {out[i]=1-out[i];};
-	}
-	else if(*family==104)
-	{
-		double par3=1;
-		dC_du(v,u,n,theta,nu,&par3,out);		// u und v kommen aus BiCopHfunc vertauscht hier an. Dreh zur�ck. NOch testen, wie sich das auf die anderen Funktione auswirkt
-	}
-	else if(*family==114)
-	{
-		double par3=1;
-		for(j=0;j<*n;j++)
-		{
-			negv[j]= 1-v[j];
-			negu[j]= 1-u[j];
-			dC_dv(&negu[j],&negv[j],&T,theta,nu,&par3,&out[j]);
-			out[j]= 1-out[j];
-		}
-	}
-	else if(*family==124)
-	{
-		double par3=1;
-		for(j=0;j<*n;j++)
-		{
-			negv[j]= 1-v[j];
-			dC_dv(&u[j],&negv[j],&T,&ntheta,nu,&par3,&out[j]);
-		}
-	}
-	else if(*family==134)
-	{
-		double par3=1;
-		for(j=0;j<*n;j++)
-		{
-			negu[j]= 1-u[j];
-			dC_dv(&negu[j],&v[j],&T,&ntheta,nu,&par3,&out[j]);
-			out[j]=1-out[j];
-		}
-	}
-	else if(*family==204)
-	{
-		double par3=*nu;
-		double par2=1;
-		dC_du(v,u,n,theta,&par2,&par3,out);
-	}
-	else if(*family==214)
-	{
-		double par3=*nu;
-		double par2=1;
-		for(j=0;j<*n;j++)
-		{
-			negv[j]= 1-v[j];
-			negu[j]= 1-u[j];
-			dC_dv(&negu[j],&negv[j],&T,theta,&par2,&par3,&out[j]);
-			out[j]= 1-out[j];
-		}
-	}
-	else if(*family==124)
-	{
-		double par3=*nu;
-		double par2=1;
-		for(j=0;j<*n;j++)
-		{
-			negv[j]= 1-v[j];
-			dC_dv(&u[j],&negv[j],&T,&ntheta,&par2,&par3,&out[j]);
-		}
-	}
-	else if(*family==134)
-	{
-		double par3=*nu;
-		double par2=1;
-		for(j=0;j<*n;j++)
-		{
-			negu[j]= 1-u[j];
-			dC_dv(&negu[j],&v[j],&T,&ntheta,&par2,&par3,&out[j]);
-			out[j]=1-out[j];
-		}
-	}
-  else {
-		Hfunc (family, n, u, v, theta, nu, out);
-	}
-  }
-  free(negv);
-  free(negu);
-}
-
-void  Hfunc2(int* family,int* n,double* v,double* u,double* theta,double* nu,double* out)
-{
-  double *negv, *negu;
-  negv = (double *) malloc(*n * sizeof(double));
-  negu = (double *) malloc(*n * sizeof(double));
-  double ntheta, nnu;
-  int nfamily;
-  ntheta = -*theta;
-  nnu = -*nu;
-
-	for(int i=0;i<*n;i++)
-	{
-		if(u[i]<UMIN) u[i]=UMIN;
-		else if(u[i]>UMAX) u[i]=UMAX;
-		if(v[i]<UMIN) v[i]=UMIN;
-		else if(v[i]>UMAX) v[i]=UMAX;
-	}
-	
-	if((*family==43))
-	{
-		nfamily=3;
-		if(*theta > 0){
-			ntheta=2*(*theta)/(1-*theta);
-			Hfunc (&nfamily, n, v, u, &ntheta, &nnu, out);  
-		}else{
-			ntheta=-2*(*theta)/(1+*theta);
-			for (int i = 0; i < *n; ++i) {negv[i]=1 - v[i];}
-			Hfunc(&nfamily, n, negv, u, &ntheta, &nnu, out);
-			for (int i = 0; i < *n; i++) {out[i]=1-out[i];};
-		}
-	}else if((*family==44))
-	{
-		nfamily=4;
-		if(*theta > 0){
-			ntheta=1/(1-*theta);
-			Hfunc (&nfamily, n, v, u, &ntheta, &nnu, out);  
-		}else{
-			ntheta=1/(1+*theta);
-			for (int i = 0; i < *n; ++i) {negv[i]=1 - v[i];}
-			Hfunc(&nfamily, n, negv, u, &ntheta, &nnu, out);
-			for (int i = 0; i < *n; i++) {out[i]=1-out[i];};		}
-	}else{
-
-  if(((*family==23) | (*family==24) | (*family==26) | (*family==27) | (*family==28) | (*family==29) | (*family==30) | (*family==61) ))
-    {
-	  nfamily=(*family)-20;
-      for (int i = 0; i < *n; ++i) {negv[i]=1 - v[i];}
-      Hfunc(&nfamily, n, negv, u, &ntheta, &nnu, out);
-		for (int i = 0; i < *n; i++) {out[i]=1-out[i];};
-    }
-  else if(((*family==33) | (*family==34) | (*family==36) | (*family==37) | (*family==38) | (*family==39) | (*family==40) | (*family==71) ))
-	{
-	  nfamily=(*family)-30;
-      for (int i = 0; i < *n; ++i) {negu[i]=1 - u[i];}
-      Hfunc(&nfamily, n, v, negu, &ntheta, &nnu, out);
-	}
-	// else if(*family==104 | *family==204 | *family==114 | *family==214)
-	// {
-		// u und v vertauschen (Unsauber, aber so sollte es funktionieren in unserer bisherigen Notation)
-		// Hfunc(family,n,u,v,theta,nu,out);
-	// }
-	else if((*family==124) | (*family==224))
-	{
-		nfamily=(*family)-20;
-		for (int i = 0; i < *n; ++i) {negv[i]=1 - v[i];}
-		Hfunc(&nfamily, n, negv, u, &ntheta, nu, out);
-		for (int i = 0; i < *n; i++) {out[i]=1-out[i];};
-	}
-	else if((*family==134) | (*family==234))
-	{
-		nfamily=(*family)-30;
-		for (int i = 0; i < *n; ++i) {negu[i]=1 - u[i];}
-		Hfunc(&nfamily, n, v, negu, &ntheta, nu, out);
-	}
-  else
-    { 
-      Hfunc(family, n, v, u, theta, nu, out);
-    }
-	}
-  free(negv);
-  free(negu);
-}
-
-
-
-//////////////////////////////////////////////////////////////
-// Function to compute h-function for vine simulation and estimation
-// Input:
-// family   copula family (0=independent,  1=gaussian, 2=student, 3=clayton, 4=gumbel, 5=frank, 6=joe, 7=BB1, 8=BB7)
-// n        number of iterations
-// u        variable for which h-function computes conditional distribution function
-// v        variable on which h-function conditions
-// theta    parameter for the copula family
-// nu       degrees-of-freedom for the students copula
-// out      output
-//////////////////////////////////////////////////////////////
-void Hfunc(int* family, int* n, double* u, double* v, double* theta, double* nu, double* out)
-{
-  int j;
-  double *h;
-  h = Calloc(*n,double);
-  double x;
-
-	/*for(int i=0;i<*n;i++)
-	{
-		if(u[i]<UMIN) u[i]=UMIN;
-		else if(u[i]>UMAX) u[i]=UMAX;
-		if(v[i]<UMIN) v[i]=UMIN;
-		else if(v[i]>UMAX) v[i]=UMAX;
-	}*/
-//Rprintf("family in Hfunc: %d\n", *family);
-//Rprintf("theta=par1 in Hfunc: %f\n", *theta);
-//Rprintf("nu=par2 in Hfunc: %f\n", *nu);
-  for(j=0;j<*n;j++)
-  {
-    if((v[j]==0) | ( u[j]==0)) h[j] = 0;
-    else if (v[j]==1) h[j] = u[j];
-    else
-      {
-    	if(*family==0) //independent
-    	{
-    	  h[j] = u[j]; 
-    	}
-    	else if(*family==1) //gaussian
-    	{
-    	  x = (qnorm(u[j],0.0,1.0,1,0) - *theta*qnorm(v[j],0.0,1.0,1,0))/sqrt(1.0-pow(*theta,2.0));
-    	  if (isfinite(x))
-		h[j] = pnorm(x,0.0,1.0,1,0);
-    	  else if ((qnorm(u[j],0.0,1.0,1,0) - *theta*qnorm(v[j],0.0,1.0,1,0)) < 0)
-		h[j] = 0;
-    	  else 
-		h[j] = 1;
-    	}
-    	else if(*family==2) //student
-    	{
-    	  double t1, t2, mu, sigma2;
-    	  t1 = qt(u[j],*nu,1,0); t2 = qt(v[j],*nu,1,0); mu = *theta*t2; sigma2 = ((*nu+t2*t2)*(1.0-*theta*(*theta)))/(*nu+1.0);
-    	  h[j] = pt((t1-mu)/sqrt(sigma2),*nu+1.0,1,0);
-    	}
-    	else if(*family==3) //clayton
-    	  { 
-			if(*theta == 0) h[j] = u[j] ;
-			if(*theta < XEPS) h[j] = u[j] ;
-			else
-			{ 
-		    x = pow(u[j],-*theta)+pow(v[j],-*theta)-1.0 ;
-		    h[j] =   pow(v[j],-*theta-1.0)*pow(x,-1.0-1.0/(*theta));
-		    if(*theta < 0)
-		      {
-				if(x < 0) h[j] = 0; 
-		      }
-			}
-    	  }
-    	else if(*family==4) //gumbel
-    	{
-    	  	if(*theta == 1) h[j] = u[j] ; 
-			else
-			{
-		    h[j] = -(exp(-pow(pow(-log(v[j]),*theta)+pow(-log(u[j]),*theta),1.0/(*theta)))*pow(pow(-log(v[j]),*theta)+pow(-log(u[j]),*theta),1.0/(*theta)-1.0)*pow(-log(v[j]),*theta))/(v[j]*log(v[j]));
-			}
-    	}
-    	else if(*family==5) //frank
-    	{
-			if(*theta==0) h[j]=u[j];
-			else
-			{
-    		h[j] = -(exp(*theta)*(exp(*theta*u[j])-1.0))/(exp(*theta*v[j]+*theta*u[j])-exp(*theta*v[j]+*theta)-exp(*theta*u[j]+*theta)+exp(*theta));
-    		}
-		}
-    	else if(*family==6) //joe
-    	{
-			if(*theta==1) h[j]=u[j];
-			else
-			{
-			h[j] = pow(pow(1.0-u[j],*theta) + pow(1.0-v[j],*theta) - pow(1.0-u[j],*theta)*pow(1.0-v[j],*theta),1.0/(*theta)-1) * pow(1.0-v[j],*theta-1.0)*(1-pow(1-u[j],*theta));
-			}
-    	}
-		else if(*family==7)	//BB1
-		{
-			double* param;
-			param = Calloc(2,double);
-			param[0]=*theta;
-			param[1]=*nu;
-			int T=1;
-			if(*nu==1) 
-				{
-				if(*theta==0) h[j]=u[j];
-				else h[j]=pow(pow(u[j],-*theta)+pow(v[j],-*theta)-1,-1/(*theta)-1)*pow(v[j],-*theta-1);
-				}
-			else if(*theta==0) 
-				{
-				h[j]=-(exp(-pow(pow(-log(v[j]),*nu)+pow(-log(u[j]),*nu),1.0/(*nu)))*pow(pow(-log(v[j]),*nu)+pow(-log(u[j]),*nu),1.0/(*nu)-1.0)*pow(-log(v[j]),*nu))/(v[j]*log(v[j]));
-				}
-			else
-			{
-			pcondbb1(&v[j],&u[j],&T,param,&h[j]);
-			}
-			Free(param);
-		}
-		else if(*family==8) //BB6
-		{
-			double* param;
-			param = Calloc(2,double);
-			param[0]=*theta;
-			param[1]=*nu;
-			int T=1;
-			if(*theta==1) 
-			{
-				if(*nu==1) h[j]=u[j];
-				else h[j]=-(exp(-pow(pow(-log(v[j]),*nu)+pow(-log(u[j]),*nu),1.0/(*nu)))*pow(pow(-log(v[j]),*nu)+pow(-log(u[j]),*nu),1.0/(*nu)-1.0)*pow(-log(v[j]),*nu))/(v[j]*log(v[j]));
-			}     
-			else if(*nu==1) 
-			{
-				h[j]=pow(pow(1.0-u[j],*theta) + pow(1.0-v[j],*theta) - pow(1.0-u[j],*theta)*pow(1.0-v[j],*theta),1.0/(*theta)-1) * pow(1.0-v[j],*theta-1.0)*(1-pow(1-u[j],*theta));
-			}
-			else
-			{
-				pcondbb6(&v[j],&u[j],&T,param,&h[j]);
-			}
-			Free(param);			
-		}
-		else if(*family==9)	//BB7
-		{
-			double* param;
-			param = Calloc(2,double);
-			param[0]=*theta;
-			param[1]=*nu;
-			int T=1;
-			if(*theta==1)
-			{
-				if(*nu==0) h[j]=u[j];
-				else h[j]=pow(pow(u[j],-*nu)+pow(v[j],-*nu)-1,-1/(*nu)-1)*pow(v[j],-*nu-1);
-			}
-			else if(*nu==0)
-			{
-			  h[j] = pow(pow(1.0-u[j],*theta) + pow(1.0-v[j],*theta) - pow(1.0-u[j],*theta)*pow(1.0-v[j],*theta),1.0/(*theta)-1) * pow(1.0-v[j],*theta-1.0)*(1-pow(1-u[j],*theta));
-			}
-			else
-			{
-			pcondbb7(&v[j],&u[j],&T,param,&h[j]);
-			}
-			Free(param);
-		}
-		else if(*family==10) //BB8
-		  {
-			double* param;
-			param = Calloc(2,double);
-			param[0]=*theta;
-			param[1]=*nu;
-			int T=1;
-			if(*nu==0)
-			{
-				h[j]=u[j];
-			}			
-			else if(*nu==1)
-			{
-				if(*theta==1) h[j]=u[j];
-				else h[j]=pow(pow(1.0-u[j],*theta) + pow(1.0-v[j],*theta) - pow(1.0-u[j],*theta)*pow(1.0-v[j],*theta),1.0/(*theta)-1) * pow(1.0-v[j],*theta-1.0)*(1-pow(1-u[j],*theta));
-			}
-			else
-			{
-				pcondbb8(&v[j],&u[j],&T,param,&h[j]);
-			}
-			Free(param);		  
-		  }
-		else if(*family==13) //rotated clayton (180�)
-		  {
-			if(*theta == 0) h[j] = u[j] ;
-			if(*theta < XEPS) h[j] = u[j] ;
-			else
-			{
-				u[j]=1-u[j]; 
-				v[j]=1-v[j];
-		    x = pow(u[j],-*theta)+pow(v[j],-*theta)-1.0 ;
-		    h[j] =   pow(v[j],-*theta-1.0)*pow(x,-1.0-1.0/(*theta)); // pow(v[j],-*theta-1.0)*pow(pow(u[j],-*theta)+pow(v[j],-*theta)-1.0,-1.0-1.0/(*theta));
-				h[j]= 1-h[j];
-				u[j]=1-u[j];
-				v[j]=1-v[j];
-		  }
-		  }
-		else if(*family==14) //rotated gumbel (180�)
-			{
-					v[j]= 1-v[j];
-					u[j]= 1-u[j];
-					h[j]= -(exp(-pow(pow(-log(v[j]),*theta)+pow(-log(u[j]),*theta),1.0/(*theta)))*pow(pow(-log(v[j]),*theta)+pow(-log(u[j]),*theta),1.0/(*theta)-1.0)*pow(-log(v[j]),*theta))/(v[j]*	log(v[j]));
-					h[j]= 1-h[j];
-					u[j]=1-u[j];
-					v[j]=1-v[j];
-			}
-		else if(*family==16)
-		  {
-				v[j]= 1-v[j];
-				u[j]= 1-u[j];
-				h[j] = pow(pow(1.0-u[j],*theta) + pow(1.0-v[j],*theta) - pow(1.0-u[j],*theta)*pow(1.0-v[j],*theta),1.0/(*theta)-1) * pow(1.0-v[j],*theta-1.0)*(1-pow(1-u[j],*theta));
-    			h[j]= 1-h[j];
-				u[j]=1-u[j];
-				v[j]=1-v[j];
-		  }
-		else if(*family==17) //rotated BB1
-		  {
-			double* param;
-			param = Calloc(2,double);
-			param[0]=*theta;
-			param[1]=*nu;
-			int T=1;
-			if(*nu==1) 
-			{
-				if(*theta==0) h[j]=u[j];
-				else
-				{ 
-				h[j]=pow(pow(1-u[j],-*theta)+pow(1-v[j],-*theta)-1,-1/(*theta)-1)*pow(1-v[j],-*theta-1);
-				h[j]= 1-h[j];
-				}
-			}
-			else if(*theta==0) 
-			{
-				h[j]=-(exp(-pow(pow(-log(1-v[j]),*nu)+pow(-log(1-u[j]),*nu),1.0/(*nu)))*pow(pow(-log(1-v[j]),*nu)+pow(-log(1-u[j]),*nu),1.0/(*nu)-1.0)*pow(-log(1-v[j]),*nu))/((1-v[j])*log(1-v[j]));
-				h[j]= 1-h[j];
-			}
-			else
-			{
-				v[j]= 1-v[j];
-				u[j]= 1-u[j];
-				pcondbb1(&v[j],&u[j],&T,param,&h[j]);
-				u[j]=1-u[j];
-				v[j]=1-v[j];
-				h[j]= 1-h[j];
-			}
-			Free(param);
-		  }
-		else if(*family==18) //rotated BB6
-		  {
-			double* param;
-			param = Calloc(2,double);
-			param[0]=*theta;
-			param[1]=*nu;
-			int T=1;
-			if(*theta==1) 
-			{
-				if(*nu==1) h[j]=u[j];
-				else
-				{
-					h[j]=-(exp(-pow(pow(-log(1-v[j]),*nu)+pow(-log(1-u[j]),*nu),1.0/(*nu)))*pow(pow(-log(1-v[j]),*nu)+pow(-log(1-u[j]),*nu),1.0/(*nu)-1.0)*pow(-log(1-v[j]),*nu))/((1-v[j])*log(1-v[j]));
-				    h[j]= 1-h[j];
-				}
-			}     
-			else if(*nu==1) 
-			{
-				h[j]=pow(pow(u[j],*theta) + pow(v[j],*theta) - pow(u[j],*theta)*pow(v[j],*theta),1.0/(*theta)-1) * pow(v[j],*theta-1.0)*(1-pow(u[j],*theta));
-				h[j]= 1-h[j];
-			}
-			else
-			{
-				v[j]= 1-v[j];
-				u[j]= 1-u[j];
-				pcondbb6(&v[j],&u[j],&T,param,&h[j]);
-				u[j]=1-u[j];
-				v[j]=1-v[j];
-				h[j]= 1-h[j];	
-			}
-			Free(param);	  		  
-		  }
-		else if(*family==19) //rotated BB7
-		  {
-				double* param;
-				param = Calloc(2,double);
-				param[0]=*theta;
-				param[1]=*nu;
-				int T=1;
-				if(*theta==1)
-				{
-					if(*nu==0) h[j]=u[j];
-					else{
-						h[j]=pow(pow(1-u[j],-*nu)+pow(1-v[j],-*nu)-1,-1/(*nu)-1)*pow(1-v[j],-*nu-1);
-						h[j]= 1-h[j];
-					}
-				}
-				else if(*nu==0)
-				{
-					h[j] = pow(pow(u[j],*theta) + pow(v[j],*theta) - pow(u[j],*theta)*pow(v[j],*theta),1.0/(*theta)-1) * pow(v[j],*theta-1.0)*(1-pow(u[j],*theta));
-					h[j]= 1-h[j];
-				}				
-				else
-				{
-					v[j]= 1-v[j];
-					u[j]= 1-u[j];
-					pcondbb7(&v[j],&u[j],&T,param,&h[j]);
-					u[j]=1-u[j];
-					v[j]=1-v[j];
-					h[j]= 1-h[j];
-				}
-				Free(param);
-		  }
-		else if(*family==20) //rotated BB8
-		  {
-			double* param;
-			param = Calloc(2,double);
-			param[0]=*theta;
-			param[1]=*nu;
-			int T=1;
-			if(*nu==0)
-			{
-				h[j]=u[j];
-			}			
-			else if(*nu==1)
-			{
-				if(*theta==1) h[j]=u[j];
-				else{
-					h[j]=pow(pow(u[j],*theta) + pow(v[j],*theta) - pow(u[j],*theta)*pow(v[j],*theta),1.0/(*theta)-1) * pow(v[j],*theta-1.0)*(1-pow(u[j],*theta));
-					h[j]= 1-h[j];
-				}
-			}
-			else
-			{
-					v[j]= 1-v[j];
-					u[j]= 1-u[j];
-					pcondbb8(&v[j],&u[j],&T,param,&h[j]);
-					u[j]=1-u[j];
-					v[j]=1-v[j];
-					h[j]= 1-h[j];
-			}
-			Free(param);		  
-		  }
-		else if(*family==41)
-		{
-			double t1,t2,t3;
-			t1=qgamma(1.0-u[j],*theta,1,1,0);
-			t2=qgamma(1.0-v[j],*theta,1,1,0);
-			t3=pow(pow(t1,*theta)+pow(t2,*theta),(1.0/(*theta)));
-			h[j]=exp(-t3+t1);
-		}
-		else if(*family==104)
-		{
-			int T=1;
-			double par3=1;
-			dC_dv(&u[j],&v[j],&T,theta,nu,&par3,&h[j]);
-		}
-		else if(*family==114)
-		{
-			int T=1;
-			double par3=1;
-			v[j]= 1-v[j];
-			u[j]= 1-u[j];
-			dC_dv(&u[j],&v[j],&T,theta,nu,&par3,&h[j]);
-			u[j]=1-u[j];
-			v[j]=1-v[j];
-			h[j]= 1-h[j];
-		}
-		else if(*family==204)
-		{
-			int T=1;
-			double par3=*nu, par2=1;
-			dC_dv(&u[j],&v[j],&T,theta,&par2,&par3,&h[j]);	
-		}
-		else if(*family==214)
-		{
-			int T=1;
-			double par3=*nu, par2=1;
-			v[j]= 1-v[j];
-			u[j]= 1-u[j];
-			dC_dv(&u[j],&v[j],&T,theta,&par2,&par3,&h[j]);
-			u[j]=1-u[j];
-			v[j]=1-v[j];
-			h[j]= 1-h[j];
-		}
-    }	
-    out[j] = MAX(MIN(h[j],UMAX),UMIN);
-  }	
-  Free(h);
-}
-
-///////////////////////////////////////////////////////////////
-void qcondgum(double* q, double* u, double* de, double* out)
-{
-  double a,p,g,gp,z1,z2,con,de1,dif;
-  double mxdif;
-  int iter;
-
-  p = 1-*q;
-  z1 = -log(*u);
-  con=log(1.-p)-z1+(1.-*de)*log(z1); de1=*de-1.;
-  a=pow(2.*pow(z1,*de),1./(*de));
-  mxdif=1; iter=0;
-  dif=.1;  // needed in case first step leads to NaN
-  while(mxdif>1.e-6 && iter<20)
-  { g=a+de1*log(a)+con;
-    gp=1.+de1/a;
-    if(isnan(g) || isnan(gp) || isnan(g/gp) ) { dif/=-2.; }  // added for de>50
-    else dif=g/gp;
-    a-=dif; iter++;
-    while(a<=z1) { dif/=2.; a+=dif; }
-    mxdif=fabs(dif);
-  }
-  z2=pow(pow(a,*de)-pow(z1,*de),1./(*de));
-	*out = exp(-z2);
-}
-
-void qcondjoe(double* q, double* u, double* de, double* out)
-{ double t1,t2,t3,t4,t5,t6,t7,t8,t9,t10,t11,t13,t15,t16,t19,t23,t28,t31;
-  double c21,pdf;
-  int iter;
-  double diff,v,de1,dtem,de1inv,tem;
-
-  t1 = 1.0-*u;
-  t2 = pow(t1,1.0*(*de));
-  t7 = 1./(*de);
-  t10 = t2*(*de);
-  t11 = 1./t1;
-  t19 = (*de)*(*de);
-  de1=*de-1;  // may need better modification for large delta
-  dtem=-de1/(1.+de1); de1inv=-1./de1;
-
-  // v = 0.5 * (q+u); // starting guess
-
-  // Use a better starting point based on reflected B4 copula
-  // A good starting point is crucial when delta is large because
-  //    C_{2|1} will be steep
-  // C_{R,2|1}(v|u)=1-C_{2|1}(1-v|1-u),
-  // C_{R,2|1}^{-1}(q|u)=1-C_{2|1}^{-1}(1-q|1-u)
-  tem=pow(1.-*q,dtem)-1.;
-  tem=tem*pow(1.-*u,-de1)+1.;
-  v=pow(tem,de1inv); v=1.-v;
-  diff=1; iter=0;
-  while(fabs(diff)>1.e-6 && iter<20)
-  { t3 = 1.-v;
-    t4 = pow(t3,*de);
-    t5 = t2*t4;
-    t6 = t2+t4-t5;
-    t8 = pow(t6,t7);
-    t9 = t7*t8;
-    t13 = t11*t4;
-    t15 = -t10*t11+t10*t13;
-    t16 = 1./t6;
-    t23 = 1./t3;
-    t28 = t6*t6;
-    t31 = (-t4*(*de)*t23+t5*(*de)*t23)/t28*t15;
-    c21 = -t9*t15*t16;
-    pdf = -t8/t19*t31+t8*(*de)*t2*t13*t23*t16+t9*t31;
-    iter++;
-    if(isnan(pdf) || isnan(c21) ) { diff/=-2.; }  // added for de>=30
-    else diff=(c21-*q)/pdf;
-    v-=diff;
-    while(v<=0 || v>=1 || fabs(diff)>0.25 ) { diff/=2.; v+=diff; }
-  }
-	*out = v;
-}
-
-
-/*void qcondbb1(double* q, double* u, double* de, double* th, double* out)
-{
-  double t1, t2, t3, t4, t5, t6, t7, t9, t10,
-      t12, t13, t16, t17, t20, t24, t25, t27, t29,
-      t32, t33, t34, t36, t38, t39, t43, t59;
-  double c21,pdf;
-  int iter,mxiter;
-  double diff,v,vb4,tau,tau2,v0,mxstep,min(double,double);
-
-  // mxiter=20; // need larger mxiter for d,th large
-  mxiter=30;
-  mxstep=.05; // .05 .1; //.25;  // some failures if set at 0.25
-  t1 = pow(*u,-*th);
-  t2 = t1-1.0;
-  t3 = pow(t2,*de);
-  t16 = 1./(*u);
-  t17 = 1./t2;
-  t38 = t1*t16;
-  t39 = t38*t17;
-
-  v = 0.5 * (*q+*u); // starting guess
-  diff=.1; iter=0;
-  // B4(th) when de=1, B6(de) when th=0
-  vb4=pow(*q,-*th/(1+*th))-1;
-  vb4=vb4*pow(*u,-*th)+1;
-  vb4=pow(vb4,-1/(*th));
-  tau=1-2/(*de*(*th+2.)); tau2=pow(tau,1.7);
-  // for tau large, choose v=u as starting point
-  // de near 1, choose vb4
-  // otherwise weight (q+u)/2 and u
-  if(*de<1.3) v=vb4;
-  else v=tau2*(*u) + (1-tau2)*(*q+*u)/2.;
-  while(fabs(diff)>1.e-6 && iter<mxiter)
-  { t4 = pow(v,-*th);
-    t5 = t4-1.0;
-    t6 = pow(t5,*de);
-    t7 = t3+t6;
-    t9 = pow(t7,1./(*de));
-    t10 = 1.0+t9;
-    t12 = pow(t10,-1./(*th));
-    t13 = t12*t9;
-    t20 = 1./t10;
-    t24 = t9*t9;
-    t25 = t12*t24;
-    t27 = 1./v;
-    t29 = 1./t5;
-    t32 = t7*t7;
-    t33 = 1./t32;
-    t34 = t10*t10;
-    t36 = t33/t34;
-    t43 = t4*(*th);
-    t59 = t43*t27*t29;
-
-    c21 = t13*t3*t1*t16*t17/t7*t20;
-    pdf = t25*t6*t27*t4*t29*t36*t3*t39-t13*t6*t43*t27*t29*t33*t3*t38*t17*t20+
-          t13*t3*t38*t17*t33*t20*t6*(*de)*t59+t25*t3*t39*t36*t6*t59;
-    iter++;
-    // added for large (de,th) to prevent possible infinite loop etc
-    if(pdf<1.e-5 || isnan(pdf) || isnan(c21))
-    {
-      if(c21>*q) v=v-MIN(mxstep,v/2);
-      else v=v+MIN(mxstep,(1-v)/2);
-      if(iter>10) mxstep=.025;  // half the original
-    }
-    else
-    {
-      diff=(c21-*q)/pdf;
-      v0=v;
-      v-=diff;
-      // this can be infinite loop if |v| is extremely large
-      //while(v<=0 || v>=1 || fabs(diff)>0.25) { diff/=2; v+=diff; }
-      while(v<=0 || v>=1 || fabs(diff)>mxstep) { diff/=2; v+=diff; }
-    }
-  }
-	*out = v;
-}*/
-
-
-///////////////////////////////////////////////////////////////
-// Function to compute inversion of H numerically through Bisection
-// Input:
-// u        variable for which h-function computes conditional distribution function
-// v        variable on which h-function conditions
-// theta    parameter for the copula family
-// out      output
-//////////////////////////////////////////////////////////////
-void HNumInv(int* family, double* u, double* v, double* theta, double* nu, double* out)
-{
-
-  int br=0, in=1;
-  double ans=0.0, tol=0.000001, x0=UMIN, x1=UMAX, fl, fh, val;
-  //Rprintf("family in HNumInv: %d\n", *family);
-  Hfunc1(family,&in,&x0,v,theta,nu,&fl); fl -= *u; 
-  Hfunc1(family,&in,&x1,v,theta,nu,&fh); fh -= *u;
-  if(fabs(fl)<=tol) { ans=x0; br=1; }
-  if(fabs(fh)<=tol) { ans=x1; br=1; }
-
-  while(!br){
-  
-  		ans = (x0+x1)/2.0;
-  		Hfunc1(family,&in,&ans,v,theta,nu,&val);
-  		val -= *u;
-  		if(fabs(val)<=tol) br=1;
-  		if(fabs(x0-x1)<=1e-10) br=1; //stop if values become too close (avoid infinite loop)
-
-  			if(val > 0.0) {x1 = ans; fh = val;}
-  			else {x0 = ans; fl = val;}
-  
-  }
-	*out = ans;
-}  
-
-/////////////////////////////////////////////
-// Function to invert h-function for vine simulation and estimation
-/////////////////////////////////////////////
-void Hinv1(int* family, int* n, double* u, double* v, double* theta, double* nu, double* out)
-{
-  double *negv, *negu;
-  negv = (double*) Calloc(*n,double);
-  negu = (double*) Calloc(*n,double);
-  double ntheta, nnu;
-  int nfamily;
-  ntheta = -*theta;
-  nnu = -*nu;
-
-	for(int i=0;i<*n;i++)
-	{
-		if(u[i]<UMIN) u[i]=UMIN;
-		else if(u[i]>UMAX) u[i]=UMAX;
-		if(v[i]<UMIN) v[i]=UMIN;
-		else if(v[i]>UMAX) v[i]=UMAX;
-	}
-
-   if(((*family ==23) | (*family ==24) | (*family==26) | (*family ==27) | (*family ==28) | (*family==29) | (*family==30) | (*family==61) ))
-      {
-	   nfamily=(*family)-20;
-		for (int i = 0; i < *n; ++i) {negv[i]=1 - v[i];}
-		Hinv(&nfamily,  n,  u,  negv,  &ntheta,  &nnu,  out);
-      }
-	else if(((*family==33) | (*family==34) | (*family==36) | (*family ==37) | (*family ==38) | (*family==39) | (*family==40) | (*family==71) ))
-      {
-	   nfamily=(*family)-30;
-		for (int i = 0; i < *n; i++) {negu[i]=1 - u[i];};
-		Hinv(&nfamily,  n,  negu,  v,  &ntheta,  &nnu,  out);
-		for (int i = 0; i < *n; i++) {out[i]=1-out[i];};
-      }
-	// else if(*family==104 | *family==204 | *family==114 | *family==214)
-	// {
-		// Hinv( family,  n,  v,  u,  theta,  nu,  out);		// u und v vertauscht
-	// }
-	else if((*family==124) | (*family==224))
-	{
-		nfamily=(*family)-20;
-		for (int i = 0; i < *n; ++i) {negv[i]=1 - v[i];}
-		Hinv(&nfamily,  n,  u,  negv,  &ntheta,  nu,  out);
-	}
-	else if((*family==134) | (*family==234))
-	{
-		nfamily=(*family)-30;
-		for (int i = 0; i < *n; i++) {negu[i]=1 - u[i];};
-		Hinv(&nfamily,  n,  negu,  v,  &ntheta,  nu,  out);
-		for (int i = 0; i < *n; i++) {out[i]=1-out[i];};
-	}
-   else {
-     Hinv( family,  n,  u,  v,  theta,  nu,  out);
-   }
-   Free(negv);
-   Free(negu);
-}
-
-void Hinv2(int* family, int* n, double* v, double* u, double* theta, double* nu, double* out)
-{
-  double *negv, *negu;
-  negv = (double *) malloc(*n*sizeof(double));
-  negu = (double *) malloc(*n*sizeof(double));
-  double ntheta, nnu;
-  int nfamily;
-  ntheta = -*theta;
-  nnu = -*nu;
-
-	for(int i=0;i<*n;i++)
-	{
-		if(u[i]<UMIN) u[i]=UMIN;
-		else if(u[i]>UMAX) u[i]=UMAX;
-		if(v[i]<UMIN) v[i]=UMIN;
-		else if(v[i]>UMAX) v[i]=UMAX;
-	}
-
-   if(((*family ==23) | (*family ==24) | (*family==26) | (*family ==27) | (*family ==28) | (*family==29) | (*family==30) | (*family==61) ))
-      {
-	   nfamily = (*family)-20;
-		for (int i = 0; i < *n; ++i) {negv[i]=1 - v[i];}
-		Hinv(&nfamily,  n,  negv, u,  &ntheta,  &nnu,  out);
-		for (int i = 0; i < *n; i++) {out[i]=1-out[i];};
-      }
-	else if(((*family==33) | (*family==34) | (*family==36) | (*family ==37) | (*family ==38) | (*family==39) | (*family==40) | (*family==71) ))
-      {
-	   nfamily=(*family)-30;
-		for (int i = 0; i < *n; ++i) {negu[i]=1 - u[i];}
-		Hinv(&nfamily,  n,  v,  negu,  &ntheta,  &nnu,  out);
-		//*out = 1-*out;
-      }
-	// else if(*family==104 | *family==204 | *family==114 | *family==214)
-	// {
-		// Hinv( family,  n,  u,  v,  theta,  nu,  out);		// u und v vertauscht
-	// }
-	else if((*family==124) | (*family==224))
-	{
-		nfamily = (*family)-20;
-		for (int i = 0; i < *n; ++i) {negv[i]=1 - v[i];}
-		Hinv(&nfamily,  n,  negv, u,  &ntheta,  nu,  out);
-		for (int i = 0; i < *n; i++) {out[i]=1-out[i];};
-	}
-	else if((*family==134) | (*family==234))
-	{
-		nfamily=(*family)-30;
-		for (int i = 0; i < *n; ++i) {negu[i]=1 - u[i];}
-		Hinv(&nfamily,  n,  v,  negu,  &ntheta,  nu,  out);
-	}
-   else {
-     Hinv( family,  n,  v,  u,  theta,  nu,  out);
-   }
-   free(negv);
-   free(negu);
-}
-
-
-
-//////////////////////////////////////////////////////////////
-// Function to invert h-function for vine simulation and estimation
-// Input:
-// family   copula family (1=gaussian, 2=student, 3=clayton, 4=gumbel, 5=frank, 6=joe)
-// n        number of iterations
-// u        variable for which h-function computes conditional distribution function
-// v        variable on which h-function conditions
-// theta    parameter for the copula family
-// nu       degrees-of-freedom for the students copula
-//////////////////////////////////////////////////////////////
-void Hinv(int* family, int* n, double* u, double* v, double* theta, double* nu, double* out)
-{
-  int j;
-  double *hinv;
-  hinv = Calloc(*n,double);
-
-	for(int i=0;i<*n;i++)
-	{
-		if(u[i]<UMIN) u[i]=UMIN;
-		else if(u[i]>UMAX) u[i]=UMAX;
-		if(v[i]<UMIN) v[i]=UMIN;
-		else if(v[i]>UMAX) v[i]=UMAX;
-	}
-
-  for(j=0;j<*n;j++)
-  {
-	if(*family==0)
-	  {
-		hinv[j]=u[j];
-	  }
-    else if(*family==1) //gaussian
-      {
-      hinv[j] = pnorm(qnorm(u[j],0.0,1.0,1,0)*sqrt(1.0-pow(*theta,2.0))+*theta*qnorm(v[j],0.0,1.0,1,0),0.0,1.0,1,0);
-    }
-    else if(*family==2) //student
-    {
-      double temp1, temp2, mu, var;
-      temp1 = qt(u[j],*nu+1.0,1,0); temp2 = qt(v[j],*nu,1,0); mu = *theta*temp2; var=((*nu+(temp2*temp2))*(1.0-(*theta*(*theta))))/(*nu+1.0);
-      hinv[j] = pt((sqrt(var)*temp1)+mu,*nu,1,0);
-    }
-    else if(*family==3) //clayton
-    {
-	  if(*theta < XEPS) hinv[j]=u[j];
-	  else
-      hinv[j] = pow(pow(u[j]*pow(v[j],*theta+1.0),-*theta/(*theta+1.0))+1.0-pow(v[j],-*theta),-1.0/(*theta));
-    }
-    else if(*family==4) //gumbel - must turn to numerical inversion
-    {
-      //double nu=0.0;
-      //HNumInv(family,&u[j],&v[j],theta,&nu,&hinv[j]);
-      qcondgum(&u[j],&v[j],theta,&hinv[j]);
-    }
-    else if(*family==5) //frank - numerical inversion
-    {
-	  hinv[j] = -1/(*theta)*log(1-(1-exp(-*theta)) / ((1/u[j]-1)*exp(-*theta*v[j])+1));
-    }
-    else if(*family==6) //joe - numerical inversion
-    {
-      if(*theta<40)
-      {
-	      qcondjoe(&u[j],&v[j],theta,&hinv[j]);
-      }
-      else
-      {
-        double nu=0.0;
-	      HNumInv(family,&u[j],&v[j],theta,&nu,&hinv[j]);
-      }
-	  }
-	else if(*family==7) //BB1
-	{
-	  HNumInv(family,&u[j],&v[j],theta,nu,&hinv[j]);
-	  //qcondbb1(&u[j],&v[j],nu,theta,&hinv[j]);
-	}
-	else if(*family==8) //BB6
-	{
-	  HNumInv(family,&u[j],&v[j],theta,nu,&hinv[j]);
-	}
-	else if(*family==9) //BB7
-	{
-	  HNumInv(family,&u[j],&v[j],theta,nu,&hinv[j]);
-	}
-	else if(*family==10) //BB8
-	{
-	  HNumInv(family,&u[j],&v[j],theta,nu,&hinv[j]);
-	}
-	else if(*family==13)
-	  {
-			u[j]=1-u[j];
-			v[j]=1-v[j];
-			hinv[j] = pow(pow(u[j]*pow(v[j],*theta+1.0),-*theta/(*theta+1.0))+1.0-pow(v[j],-*theta),-1.0/(*theta));
-			hinv[j]=1-hinv[j];
-			u[j]=1-u[j];
-			v[j]=1-v[j];
-	  }
-	else if(*family==14) //rotated gumbel (180�) - must turn to numerical inversion
-		{
-      //int jj=4;
-			u[j]=1-u[j];
-			v[j]=1-v[j];
-			//HNumInv(&jj,&u[j],&v[j],theta,nu,&hinv[j]);
-      qcondgum(&u[j],&v[j],theta,&hinv[j]);
-      hinv[j]=1-hinv[j];
-			u[j]=1-u[j];
-			v[j]=1-v[j];
-		}
-	else if(*family==16) //rotated joe (180�) - must turn to numerical inversion
-		{
-			u[j]=1-u[j];
-			v[j]=1-v[j];			
-      if(*theta<40)
-      {
-	      qcondjoe(&u[j],&v[j],theta,&hinv[j]);
-      }
-      else
-      {
-        int jj=6;
-        double nu=0.0;
-        HNumInv(&jj,&u[j],&v[j],theta,&nu,&hinv[j]);
-      }
-      hinv[j]=1-hinv[j];
-			u[j]=1-u[j];
-			v[j]=1-v[j];
-		}
-	else if(*family==17) //rotated BB1 (180�) - must turn to numerical inversion
-	{
-			int jj=7;
-			u[j]=1-u[j];
-			v[j]=1-v[j];
-			HNumInv(&jj,&u[j],&v[j],theta,nu,&hinv[j]);
-			//qcondbb1(&u[j],&v[j],nu,theta,&hinv[j]);
-			hinv[j]=1-hinv[j];
-			u[j]=1-u[j];
-			v[j]=1-v[j];
-	}
-	else if(*family==18) //rotated BB6 (180�) - must turn to numerical inversion
-	{
-			int jj=8;
-			u[j]=1-u[j];
-			v[j]=1-v[j];
-			HNumInv(&jj,&u[j],&v[j],theta,nu,&hinv[j]);
-			hinv[j]=1-hinv[j];
-			u[j]=1-u[j];
-			v[j]=1-v[j];
-	}
-	else if(*family==19) //rotated BB7 (180�) - must turn to numerical inversion
-	{
-			int jj=9;
-			u[j]=1-u[j];
-			v[j]=1-v[j];
-			HNumInv(&jj,&u[j],&v[j],theta,nu,&hinv[j]);
-			hinv[j]=1-hinv[j];
-			u[j]=1-u[j];
-			v[j]=1-v[j];
-	}
-	else if(*family==20) //rotated BB8 (180�) - must turn to numerical inversion
-	{
[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/vinecopula -r 36