From noreply at r-forge.r-project.org  Mon Feb  3 14:01:53 2014
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Mon,  3 Feb 2014 14:01:53 +0100 (CET)
Subject: [Vinecopula-commits] r51 - pkg/inst
Message-ID: <20140203130153.F04B6186E47@r-forge.r-project.org>

Author: ulf
Date: 2014-02-03 14:01:52 +0100 (Mon, 03 Feb 2014)
New Revision: 51

Modified:
   pkg/inst/ChangeLog
Log:
Wir haben eine Funktion vergessen zu erwaehnen in?\194?\180m ChangeLog. Das was die RVinePcor2cor and vise versa.

Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog	2014-01-27 16:40:00 UTC (rev 50)
+++ pkg/inst/ChangeLog	2014-02-03 13:01:52 UTC (rev 51)
@@ -24,6 +24,8 @@
   * 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
+  * RVineCor2pcor	correlations to partial correlations for R-vines
+  * RVinePcor2cor	partial correlations to correlations for R-vines
   * 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.
@@ -52,7 +54,7 @@
   In our functions it is "family=41", and 51, 61, and 71 for the rotated versions.
   So far only implemented in some bivariate functions (not documented so far; experimental)
 
-- New author: Benedikt Gr?ler  
+- New author: Benedikt Graeler  
   
 - Bug fix:
   * New (correct) examples for the Clarke and Vuong test


From noreply at r-forge.r-project.org  Thu Feb  6 17:53:03 2014
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Thu,  6 Feb 2014 17:53:03 +0100 (CET)
Subject: [Vinecopula-commits] r52 - in pkg: . R man
Message-ID: <20140206165303.D2E6E1865F4@r-forge.r-project.org>

Author: ben_graeler
Date: 2014-02-06 17:53:02 +0100 (Thu, 06 Feb 2014)
New Revision: 52

Added:
   pkg/R/0_prep_object.R
   pkg/R/BB1copula.R
   pkg/R/BB6copula.R
   pkg/R/BB7copula.R
   pkg/R/BB8copula.R
   pkg/R/ClaytonGumbelCopula.R
   pkg/R/joeBiCopula.R
   pkg/R/tawnCopula.R
   pkg/R/vineCopulas.R
   pkg/man/BB1Copula-class.Rd
   pkg/man/BB1Copula.Rd
   pkg/man/BB6Copula-class.Rd
   pkg/man/BB6Copula.Rd
   pkg/man/BB7Copula-class.Rd
   pkg/man/BB7Copula.Rd
   pkg/man/BB8Copula-class.Rd
   pkg/man/BB8Copula.Rd
   pkg/man/dduCopula.Rd
   pkg/man/joeBiCopula-class.Rd
   pkg/man/joeBiCopula.Rd
   pkg/man/surClaytonCopula-class.Rd
   pkg/man/surClaytonCopula.Rd
   pkg/man/surGumbelCopula-class.Rd
   pkg/man/surGumbelCopula.Rd
   pkg/man/tawnT1Copula-class.Rd
   pkg/man/tawnT1Copula.Rd
   pkg/man/tawnT2Copula-class.Rd
   pkg/man/tawnT2Copula.Rd
   pkg/man/vineCopula-class.Rd
   pkg/man/vineCopula.Rd
Modified:
   pkg/DESCRIPTION
   pkg/NAMESPACE
Log:
- included wrapper for copula-package compatibility and documentation

Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	2014-02-03 13:01:52 UTC (rev 51)
+++ pkg/DESCRIPTION	2014-02-06 16:53:02 UTC (rev 52)
@@ -2,10 +2,11 @@
 Type: Package
 Title: Statistical inference of vine copulas
 Version: 1.2-1
-Date: 2014-01-27
+Date: 2014-02-06
 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
+Depends: R (>= 2.11.0)
+Imports: MASS, mvtnorm, igraph, copula, methods
 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)

Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE	2014-02-03 13:01:52 UTC (rev 51)
+++ pkg/NAMESPACE	2014-02-06 16:53:02 UTC (rev 52)
@@ -1,6 +1,8 @@
 import(MASS)
 import(mvtnorm)
 import(igraph)
+import(copula)
+import(methods)
 
 export(BiCopEst)
 export(BiCopMetaContour)
@@ -55,6 +57,31 @@
 export(RVinePar2Beta)
 export(BetaMatrix)
 
+# compatibility to copula
+export(fitCopula)
+export(dduCopula,ddvCopula)
+
+export(BB1Copula, surBB1Copula, r90BB1Copula, r270BB1Copula)
+export(BB6Copula, surBB6Copula, r90BB6Copula, r270BB6Copula)
+export(BB7Copula, surBB7Copula, r90BB7Copula, r270BB7Copula)
+export(BB8Copula, surBB8Copula, r90BB8Copula, r270BB8Copula)
+export(joeBiCopula, surJoeBiCopula, r90JoeBiCopula, r270JoeBiCopula)
+export(surClaytonCopula, r90ClaytonCopula, r270ClaytonCopula)
+export(surGumbelCopula, r90GumbelCopula, r270GumbelCopula)
+export(tawnT1Copula, surTawnT1Copula, r90TawnT1Copula, r270TawnT1Copula)
+export(tawnT2Copula, surTawnT2Copula, r90TawnT2Copula, r270TawnT2Copula)
+export(vineCopula)
+
+exportClasses(BB1Copula, surBB1Copula, r90BB1Copula, r270BB1Copula)
+exportClasses(BB6Copula, surBB6Copula, r90BB6Copula, r270BB6Copula)
+exportClasses(BB7Copula, surBB7Copula, r90BB7Copula, r270BB7Copula)
+exportClasses(BB8Copula, surBB8Copula, r90BB8Copula, r270BB8Copula)
+exportClasses(joeBiCopula, surJoeBiCopula, r90JoeBiCopula, r270JoeBiCopula)
+exportClasses(surClaytonCopula, r90ClaytonCopula, r270ClaytonCopula)
+exportClasses(surGumbelCopula, r90GumbelCopula, r270GumbelCopula)
+exportClasses(tawnT1Copula, surTawnT1Copula, r90TawnT1Copula, r270TawnT1Copula)
+exportClasses(tawnT2Copula, surTawnT2Copula, r90TawnT2Copula, r270TawnT2Copula)
+exportClasses(vineCopula)
 S3method(print, RVineMatrix)
 
 useDynLib("VineCopula")
\ No newline at end of file

Added: pkg/R/0_prep_object.R
===================================================================
--- pkg/R/0_prep_object.R	                        (rev 0)
+++ pkg/R/0_prep_object.R	2014-02-06 16:53:02 UTC (rev 52)
@@ -0,0 +1,190 @@
+copulaFromFamilyIndex <- function(family, par, par2=0) {
+  constr <- switch(paste("fam",family,sep=""),
+                   fam0 = function(par) indepCopula(), 
+                   fam1 = function(par) normalCopula(par[1]),
+                   fam2 = function(par) tCopula(par[1],df=par[2]),
+                   fam3 = function(par) claytonCopula(par[1]),
+                   fam4 = function(par) gumbelCopula(par[1]),
+                   fam5 = function(par) frankCopula(par[1]), 
+                   fam6 = function(par) joeBiCopula(par[1]),
+                   fam7 = BB1Copula,
+                   fam8 = BB6Copula, 
+                   fam9 = BB7Copula, 
+                   fam10 = BB8Copula, 
+                   fam13 = function(par) surClaytonCopula(par[1]), 
+                   fam14 = function(par) surGumbelCopula(par[1]),
+                   fam16 = function(par) surJoeBiCopula(par[1]),
+                   fam17 = surBB1Copula, 
+                   fam18 = surBB6Copula, 
+                   fam19 = surBB7Copula, 
+                   fam20 = surBB8Copula, 
+                   fam23 = function(par) r90ClaytonCopula(par[1]),
+                   fam24 = function(par) r90GumbelCopula(par[1]),
+                   fam26 = function(par) r90JoeBiCopula(par[1]),
+                   fam27 = r90BB1Copula,
+                   fam28 = r90BB6Copula,
+                   fam29 = r90BB7Copula, 
+                   fam30 = r90BB8Copula, 
+                   fam33 = function(par) r270ClaytonCopula(par[1]),
+                   fam34 = function(par) r270GumbelCopula(par[1]),
+                   fam36 = function(par) r270JoeBiCopula(par[1]),
+                   fam37 = r270BB1Copula, 
+                   fam38 = r270BB6Copula, 
+                   fam39 = r270BB7Copula, 
+                   fam40 = r270BB8Copula, 
+                   fam104 = tawnT1Copula,
+                   fam114 = surTawnT1Copula,
+                   fam124 = r90TawnT1Copula,
+                   fam134 = r270TawnT1Copula,
+                   fam204 = tawnT2Copula,
+                   fam214 = surTawnT2Copula,
+                   fam224 = r90TawnT2Copula,
+                   fam234 = r270TawnT2Copula)
+  constr(c(par,par2))
+}
+
+#########################################################
+## generic wrapper functions to the VineCopula package ##
+#########################################################
+
+# density from BiCopPDF
+linkVineCop.PDF <- function (u, copula, log=FALSE) {
+  param <- copula at parameters
+
+  if(length(param)==1) 
+    param <- c(param,0)
+  n <- nrow(u)
+  fam <- copula at family
+
+#   coplik = RLL_mod_separate(fam, n, u, param)[[7]]
+  coplik = .C("LL_mod_seperate", as.integer(fam), as.integer(n), as.double(u[,1]), 
+              as.double(u[,2]), as.double(param[1]), as.double(param[2]), 
+              as.double(rep(0, n)), PACKAGE = "VineCopula")[[7]]
+  if(log) 
+    return(coplik)
+  else 
+    return(exp(coplik))
+}
+
+# cdf from BiCopCDF
+
+# for "standard" copulas: family %in% c(3:10)
+linkVineCop.CDF <- function (u, copula) {
+  param <- copula at parameters
+  if (!is.matrix(u)) u <- matrix(u, ncol = 2)
+  n <- nrow(u)
+  fam <- copula at family
+  
+#   res <- RarchCDF(fam, n, u, param)[[6]]
+  res <- .C("archCDF", as.double(u[,1]), as.double(u[,2]), as.integer(n), as.double(param),
+            as.integer(fam), as.double(rep(0, n)), PACKAGE = "VineCopula")[[6]]
+  return(res)
+}
+
+# for survival copulas: family %in% c(13, 14, 16:20)
+linkVineCop.surCDF <- function (u, copula) {
+  param <- copula at parameters
+  if (!is.matrix(u)) u <- matrix(u, ncol = 2)
+  u1 <- u[,1]
+  u2 <- u[,2]
+  n <- nrow(u)
+  fam <- copula at family
+
+#   res <- u1 + u2 - 1 + RarchCDF(fam-10, n, cbind(1-u1,1-u2), param)[[6]]
+  res <-  u1 + u2 - 1 + .C("archCDF", as.double(1 - u1), as.double(1 - u2), as.integer(n),
+                           as.double(param), as.integer(fam - 10), as.double(rep(0, n)),
+                           PACKAGE = "VineCopula")[[6]]
+  return(res)
+}
+
+# for 90 deg rotated copulas: family %in% c(23, 24, 26:30)
+linkVineCop.r90CDF <- function (u, copula) {
+  param <- copula at parameters
+  if (!is.matrix(u)) u <- matrix(u, ncol = 2)
+  u1 <- u[,1]
+  u2 <- u[,2]
+  n <- nrow(u)
+  fam <- copula at family
+  
+#   res <- u2 - RarchCDF(fam - 20, n, cbind(1-u1,u2), -param)[[6]]
+  u2 - .C("archCDF", as.double(1 - u1), as.double(u2), as.integer(n), 
+                  as.double(-param), as.integer(fam - 20), as.double(rep(0, n)), 
+                  PACKAGE = "VineCopula")[[6]]
+}
+
+# for 270 deg rotated copulas: family %in% c(33, 34, 36:40)
+linkVineCop.r270CDF <- function (u, copula) {
+  param <- copula at parameters
+  if (!is.matrix(u)) u <- matrix(u, ncol = 2)
+  u1 <- u[,1]
+  u2 <- u[,2]
+  n <- nrow(u)
+  fam <- copula at family
+  
+#   u1 - RarchCDF(fam-30, n, cbind(u1,1-u2), -param)[[6]]
+  u1 - .C("archCDF", as.double(u1), as.double(1 - u2), as.integer(n), 
+               as.double(-param), as.integer(fam - 30), as.double(rep(0, n)), 
+               PACKAGE = "VineCopula")[[6]]
+}
+
+## derivtives/h-function  from BiCopHfunc
+# ddu
+linkVineCop.ddu <- function (u, copula) {
+  param <- copula at parameters
+  u <- matrix(u, ncol = 2)
+  n <- nrow(u)
+  fam <- copula at family
+  
+#   RHfunc1(fam, n, u, param)[[7]]
+    .C("Hfunc1", as.integer(fam), as.integer(n), as.double(u[,2]), as.double(u[,1]), 
+            as.double(param[1]), as.double(param[2]), as.double(rep(0, n)), 
+            PACKAGE = "VineCopula")[[7]]
+}
+
+# ddv
+linkVineCop.ddv <- function (u, copula) {
+  param <- copula at parameters
+  u <- matrix(u, ncol = 2)
+  n <- nrow(u)
+  fam <- copula at family
+  
+#   RHfunc2(fam, n, u, param)[[7]]
+  .C("Hfunc2", as.integer(fam), as.integer(n), as.double(u[,1]), as.double(u[,2]), 
+          as.double(param[1]), as.double(param[2]), as.double(rep(0, n)), 
+          PACKAGE = "VineCopula")[[7]]
+}
+
+
+## random numbers from VineCopulaSim
+linkVineCop.r <- function (n, copula){
+  param <- copula at parameters
+  fam <- copula at family
+  if(is.na(param[2])) param <- c(param,0)
+  
+#   tmp <- Rpcc(fam, n, param)[[7]]
+  res <- .C("pcc", as.integer(n), as.integer(2), as.integer(fam), as.integer(1), 
+            as.double(param[1]), as.double(param[2]), as.double(rep(0, n * 2)), 
+            PACKAGE = "VineCopula")[[7]]
+  
+  return(matrix(res, ncol = 2))
+}
+
+## Kendall's tau
+linkVineCop.tau <- function(copula) {
+  par <- copula at parameters
+  BiCopPar2Tau(copula at family, par[1], par[2])
+}
+
+## get parameter from Kendall's tau (only for one parameter families)
+linkVineCop.iTau <- function(copula, tau) {
+  BiCopTau2Par(copula at family, tau)
+}
+
+## tailIndex
+linkVineCop.tailIndex <- function(copula) {
+  par <- copula at parameters
+  unlist(BiCopPar2TailDep(copula at family,par[1],par[2]))
+}
+
+setGeneric("dduCopula", function(u, copula, ...) standardGeneric("dduCopula"))
+setGeneric("ddvCopula", function(u, copula, ...) standardGeneric("ddvCopula"))
\ No newline at end of file

Added: pkg/R/BB1copula.R
===================================================================
--- pkg/R/BB1copula.R	                        (rev 0)
+++ pkg/R/BB1copula.R	2014-02-06 16:53:02 UTC (rev 52)
@@ -0,0 +1,245 @@
+#####################
+##                 ##
+## the BB1 copulas ##
+##                 ##
+#####################
+# Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall. 
+
+validBB1Copula = function(object) {
+  if (object at dimension != 2)
+    return("Only BB1 copulas of dimension 2 are supported.")
+  param <- object at parameters
+  upper <- object at param.upbnd
+  lower <- object at param.lowbnd
+  if (length(param) != length(upper))
+    return("Parameter and upper bound have non-equal length")
+  if (length(param) != length(lower))
+    return("Parameter and lower bound have non-equal length")
+  else return (TRUE)
+}
+
+setClass("BB1Copula",
+  representation = representation("copula", family="numeric"),
+  validity = validBB1Copula,
+  contains = list("copula")
+)
+
+# constructor
+BB1Copula <- function (param=c(1,1)) {
+  if (any(is.na(param) | param >= c(Inf,Inf) | param[1] <= 0 | param[2] < 1))
+    stop(paste("Parameter values out of bounds: theta: (0,Inf), delta: [1,Inf)."))
+  new("BB1Copula", dimension = as.integer(2), parameters = param, 
+      param.names = c("theta", "delta"), param.lowbnd = c(0, 1), param.upbnd = c(Inf, Inf),
+      family=7, fullname = "BB1 copula family. Number 7 in VineCopula.")
+}
+
+## density ##
+setMethod("dCopula", signature("numeric","BB1Copula"), 
+          function(u, copula, log) {
+            linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
+          })
+setMethod("dCopula", signature("matrix","BB1Copula"), 
+          function(u, copula, log) linkVineCop.PDF(u, copula, log))
+
+## jcdf ##
+setMethod("pCopula", signature("numeric","BB1Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("pCopula", signature("matrix","BB1Copula"), linkVineCop.CDF)
+
+## partial derivatives ##
+# ddu
+setMethod("dduCopula", signature("numeric","BB1Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("dduCopula", signature("matrix","BB1Copula"), linkVineCop.ddu)
+
+# ddv
+setMethod("ddvCopula", signature("numeric","BB1Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("ddvCopula", signature("matrix","BB1Copula"), linkVineCop.ddv)
+
+## random number generator
+setMethod("rCopula", signature("numeric","BB1Copula"), linkVineCop.r)
+
+setMethod("tau",signature("BB1Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("BB1Copula"),linkVineCop.tailIndex)
+
+#########################
+## BB1 survival copula ##
+#########################
+
+setClass("surBB1Copula",
+  representation = representation("copula", family="numeric"),
+  validity = validBB1Copula,
+  contains = list("copula")
+)
+
+# constructor
+surBB1Copula <- function (param=c(1,1)) {
+  if (any(is.na(param) | param >= c(Inf,Inf) | param[1] <= 0 | param[2] < 1))
+    stop(paste("Parameter values out of bounds: theta: (0,Inf), delta: [1,Inf)."))
+  new("surBB1Copula", dimension = as.integer(2), parameters = param, 
+      param.names = c("theta", "delta"), param.lowbnd = c(0, 1), param.upbnd = c(Inf, Inf),
+      family=17, fullname = "Survival BB1 copula family. Number 17 in VineCopula.")
+}
+
+## density ##
+setMethod("dCopula", signature("numeric","surBB1Copula"), 
+          function(u, copula, log) {
+            linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
+          })
+setMethod("dCopula", signature("matrix","surBB1Copula"), linkVineCop.PDF)
+
+## jcdf ##
+setMethod("pCopula", signature("numeric","surBB1Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("pCopula", signature("matrix","surBB1Copula"), linkVineCop.surCDF)
+
+## partial derivatives ##
+# ddu
+setMethod("dduCopula", signature("numeric","surBB1Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("dduCopula", signature("matrix","surBB1Copula"), linkVineCop.ddu)
+
+# ddv
+setMethod("ddvCopula", signature("numeric","surBB1Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("ddvCopula", signature("matrix","surBB1Copula"), linkVineCop.ddv)
+
+## random number generator
+setMethod("rCopula", signature("numeric","surBB1Copula"), linkVineCop.r)
+
+setMethod("tau",signature("surBB1Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("surBB1Copula"),linkVineCop.tailIndex)
+
+#######################
+## BB1 copula 90 deg ##
+#######################
+
+validRotBB1Copula = function(object) {
+  if (object at dimension != 2)
+    return("Only BB1 copulas of dimension 2 are supported.")
+  param <- object at parameters
+  upper <- object at param.upbnd
+  lower <- object at param.lowbnd
+  if (length(param) != length(upper))
+    return("Parameter and upper bound have non-equal length")
+  if (length(param) != length(lower))
+    return("Parameter and lower bound have non-equal length")
+  else return (TRUE)
+}
+
+setClass("r90BB1Copula",
+  representation = representation("copula", family="numeric"),
+  validity = validRotBB1Copula,
+  contains = list("copula")
+)
+
+# constructor
+r90BB1Copula <- function (param=c(-1,-1)) {
+  if (any(is.na(param) | param[1] >= 0 | param[2] > -1 | param <= c(-Inf,-Inf)))
+    stop(paste("Parameter values out of bounds: theta: (-Inf,0), delta: (-Inf,-1]."))
+  new("r90BB1Copula", dimension = as.integer(2), parameters = param, 
+      param.names = c("theta", "delta"), param.lowbnd = c(-Inf, -Inf), param.upbnd = c(0, -1),
+      family=27, fullname = "90 deg rotated BB1 copula family. Number 27 in VineCopula.")
+}
+
+## density ##
+setMethod("dCopula", signature("numeric","r90BB1Copula"), 
+          function(u, copula, log) {
+            linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
+          })
+setMethod("dCopula", signature("matrix","r90BB1Copula"), linkVineCop.PDF)
+
+## jcdf ##
+setMethod("pCopula", signature("numeric","r90BB1Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("pCopula", signature("matrix","r90BB1Copula"), linkVineCop.r90CDF)
+
+## partial derivatives ##
+# ddu
+setMethod("dduCopula", signature("numeric","r90BB1Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("dduCopula", signature("matrix","r90BB1Copula"), linkVineCop.ddu)
+
+## ddv
+setMethod("ddvCopula", signature("numeric","r90BB1Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("ddvCopula", signature("matrix","r90BB1Copula"), linkVineCop.ddv)
+
+## random number generator
+setMethod("rCopula", signature("numeric","r90BB1Copula"), linkVineCop.r)
+
+setMethod("tau",signature("r90BB1Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("r90BB1Copula"),linkVineCop.tailIndex)
+
+########################
+## BB1 copula 270 deg ##
+########################
+
+setClass("r270BB1Copula",
+  representation = representation("copula", family="numeric"),
+  validity = validRotBB1Copula,
+  contains = list("copula")
+)
+
+# constructor
+r270BB1Copula <- function (param=c(-1,-1)) {
+  if (any(is.na(param) | param[1] >= 0 | param[2] > -1 | param <= c(-Inf,-Inf)))
+    stop(paste("Parameter values out of bounds: theta: (-Inf,0), delta: (-Inf,-1]."))
+  new("r270BB1Copula", dimension = as.integer(2), parameters = param, 
+      param.names = c("theta", "delta"), param.lowbnd = c(-Inf, -Inf), param.upbnd = c(0, -1),
+      family=37, fullname = "270 deg rotated BB1 copula family. Number 37 in VineCopula.")
+}
+
+## density ##
+setMethod("dCopula", signature("numeric","r270BB1Copula"), 
+          function(u, copula, log) {
+            linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
+          })
+setMethod("dCopula", signature("matrix","r270BB1Copula"), linkVineCop.PDF)
+
+## jcdf ##
+setMethod("pCopula", signature("numeric","r270BB1Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("pCopula", signature("matrix","r270BB1Copula"), linkVineCop.r270CDF)
+
+## partial derivatives ##
+# ddu
+setMethod("dduCopula", signature("numeric","r270BB1Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("dduCopula", signature("matrix","r270BB1Copula"), linkVineCop.ddu)
+
+# ddv
+setMethod("ddvCopula", signature("numeric","r270BB1Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("ddvCopula", signature("matrix","r270BB1Copula"), linkVineCop.ddv)
+
+## random number generator
+setMethod("rCopula", signature("numeric","r270BB1Copula"), linkVineCop.r)
+
+setMethod("tau",signature("r270BB1Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("r270BB1Copula"),linkVineCop.tailIndex)
\ No newline at end of file

Added: pkg/R/BB6copula.R
===================================================================
--- pkg/R/BB6copula.R	                        (rev 0)
+++ pkg/R/BB6copula.R	2014-02-06 16:53:02 UTC (rev 52)
@@ -0,0 +1,246 @@
+#####################
+##                 ##
+## the BB6 copulas ##
+##                 ##
+#####################
+# Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall. 
+
+validBB6Copula = function(object) {
+  if (object at dimension != 2)
+    return("Only BB6 copulas of dimension 2 are supported.")
+  param <- object at parameters
+  upper <- object at param.upbnd
+  lower <- object at param.lowbnd
+  if (length(param) != length(upper))
+    return("Parameter and upper bound have non-equal length")
+  if (length(param) != length(lower))
+    return("Parameter and lower bound have non-equal length")
+  if (any(is.na(param) | param >= upper | param < lower))
+    return("Parameter value out of bound.")
+  else return (TRUE)
+}
+
+setClass("BB6Copula",
+  representation = representation("copula", family="numeric"),
+  validity = validBB6Copula,
+  contains = list("copula")
+)
+
+# constructor
+BB6Copula <- function (param=c(1,1)) {
+  if (any(is.na(param) | param >= c(Inf, Inf) | param < c(1,1)))
+    stop("Parameter value(s) out of bound(s): theta: [1,Inf), delta: [1,Inf).")
+  new("BB6Copula", dimension = as.integer(2), parameters = param, 
+      param.names = c("theta", "delta"), param.lowbnd = c(1, 1), param.upbnd = c(Inf, Inf),
+      family=8, fullname = "BB6 copula family. Number 8 in VineCopula.")
+}
+
+## density ##
+setMethod("dCopula", signature("numeric","BB6Copula"), 
+          function(u, copula, log) {
+            linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
+          })
+setMethod("dCopula", signature("matrix","BB6Copula"), function(u, copula, log) linkVineCop.PDF(u, copula, log))
+
+## jcdf ##
+setMethod("pCopula", signature("numeric","BB6Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("pCopula", signature("matrix","BB6Copula"), linkVineCop.CDF)
+
+## partial derivatives ##
+# ddu
+setMethod("dduCopula", signature("numeric","BB6Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("dduCopula", signature("matrix","BB6Copula"), linkVineCop.ddu)
+
+# ddv
+setMethod("ddvCopula", signature("numeric","BB6Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("ddvCopula", signature("matrix","BB6Copula"), linkVineCop.ddv)
+
+## random number generater ??
+setMethod("rCopula", signature("numeric","BB6Copula"), linkVineCop.r)
+
+setMethod("tau",signature("BB6Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("BB6Copula"),linkVineCop.tailIndex)
+
+#########################
+## BB6 survival copula ##
+#########################
+
+setClass("surBB6Copula",
+  representation = representation("copula", family="numeric"),
+  validity = validBB6Copula,
+  contains = list("copula")
+)
+
+# constructor
+surBB6Copula <- function (param=c(1,1)) {
+  if (any(is.na(param) | param >= c(Inf, Inf) | param < c(1,1)))
+    stop("Parameter value(s) out of bound(s): theta: [1,Inf), delta: [1,Inf).")
+  new("surBB6Copula", dimension = as.integer(2), parameters = param, 
+      param.names = c("theta", "delta"), param.lowbnd = c(1, 1), param.upbnd = c(Inf, Inf), 
+      family=18, fullname = "Survival BB6 copula family. Number 18 in VineCopula.")
+}
+
+## density ##
+setMethod("dCopula", signature("numeric","surBB6Copula"), 
+          function(u, copula, log) {
+            linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
+          })
+setMethod("dCopula", signature("matrix","surBB6Copula"), linkVineCop.PDF)
+
+## jcdf ##
+setMethod("pCopula", signature("numeric","surBB6Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("pCopula", signature("matrix","surBB6Copula"), linkVineCop.surCDF)
+
+## partial derivatives ##
+# ddu
+setMethod("dduCopula", signature("numeric","surBB6Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("dduCopula", signature("matrix","surBB6Copula"), linkVineCop.ddu)
+
+# ddv
+setMethod("ddvCopula", signature("numeric","surBB6Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("ddvCopula", signature("matrix","surBB6Copula"), linkVineCop.ddv)
+
+## random number generator
+setMethod("rCopula", signature("numeric","surBB6Copula"), linkVineCop.r)
+
+setMethod("tau",signature("surBB6Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("surBB6Copula"),linkVineCop.tailIndex)
+
+#######################
+## BB6 copula 90 deg ##
+#######################
+
+validRotBB6Copula = function(object) {
+  if (object at dimension != 2)
+    return("Only BB6 copulas of dimension 2 are supported.")
+  param <- object at parameters
+  upper <- object at param.upbnd
+  lower <- object at param.lowbnd
+  if (length(param) != length(upper))
+    return("Parameter and upper bound have non-equal length")
+  if (length(param) != length(lower))
+    return("Parameter and lower bound have non-equal length")
+  else return (TRUE)
+}
+
+setClass("r90BB6Copula",
+  representation = representation("copula", family="numeric"),
+  validity = validRotBB6Copula,
+  contains = list("copula")
+)
+
+# constructor
+r90BB6Copula <- function (param=c(-1,-1)) {
+  if (any(is.na(param) | param > c(-1,-1) | param <= c(-Inf,-Inf)))
+    stop("Parameter value out of bound: theta: (-Inf,1], delta: (-Inf,1].")
+  new("r90BB6Copula", dimension = as.integer(2), parameters = param, 
+      param.names = c("theta", "delta"), param.lowbnd = c(-Inf, -Inf), param.upbnd = c(-1, -1),
+      family=28, fullname = "90 deg rotated BB6 copula family. Number 28 in VineCopula.")
+}
+
+## density ##
+setMethod("dCopula", signature("numeric","r90BB6Copula"), 
+          function(u, copula, log) {
+            linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula,log)
+          })
+setMethod("dCopula", signature("matrix","r90BB6Copula"), linkVineCop.PDF)
+
+## jcdf ##
+setMethod("pCopula", signature("numeric","r90BB6Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("pCopula", signature("matrix","r90BB6Copula"), linkVineCop.r90CDF)
+
+## partial derivatives ##
+# ddu
+setMethod("dduCopula", signature("numeric","r90BB6Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("dduCopula", signature("matrix","r90BB6Copula"), linkVineCop.ddu)
+
+## ddv
+setMethod("ddvCopula", signature("numeric","r90BB6Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("ddvCopula", signature("matrix","r90BB6Copula"), linkVineCop.ddv)
+
+## random number generator
+setMethod("rCopula", signature("numeric","r90BB6Copula"), linkVineCop.r)
+
+setMethod("tau",signature("r90BB6Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("r90BB6Copula"),linkVineCop.tailIndex)
+
+###########################
+## BB6 copula 270 degree ##
+###########################
+
+setClass("r270BB6Copula",
+  representation = representation("copula", family="numeric"),
+  validity = validRotBB6Copula,
+  contains = list("copula")
+)
+
+# constructor
+r270BB6Copula <- function (param=c(-1,-1)) {
+  if (any(is.na(param) | param > c(-1,-1) | param <= c(-Inf,-Inf)))
+    stop("Parameter value out of bound: theta: (-Inf,1], delta: (-Inf,1].")
+  new("r270BB6Copula", dimension = as.integer(2), parameters = param, 
+      param.names = c("theta", "delta"), param.lowbnd = c(-Inf, -Inf), param.upbnd = c(-1, -1),
+      family=38, fullname = "270 deg rotated BB6 copula family. Number 38 in VineCopula.")
+}
+
+## density ##
+setMethod("dCopula", signature("numeric","r270BB6Copula"), 
+          function(u, copula, log) {
+            linkVineCop.PDF(matrix(u,ncol=copula at dimension, log),copula)
+          })
+setMethod("dCopula", signature("matrix","r270BB6Copula"), linkVineCop.PDF)
+
+## jcdf ##
+setMethod("pCopula", signature("numeric","r270BB6Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("pCopula", signature("matrix","r270BB6Copula"), linkVineCop.r270CDF)
+
+## partial derivatives ##
+# ddu
+setMethod("dduCopula", signature("numeric","r270BB6Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("dduCopula", signature("matrix","r270BB6Copula"), linkVineCop.ddu)
+
+# ddv
+setMethod("ddvCopula", signature("numeric","r270BB6Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("ddvCopula", signature("matrix","r270BB6Copula"), linkVineCop.ddv)
+
+## random number generator
+setMethod("rCopula", signature("numeric","r270BB6Copula"), linkVineCop.r)
+
+setMethod("tau",signature("r270BB6Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("r270BB6Copula"),linkVineCop.tailIndex)
\ No newline at end of file

Added: pkg/R/BB7copula.R
===================================================================
--- pkg/R/BB7copula.R	                        (rev 0)
+++ pkg/R/BB7copula.R	2014-02-06 16:53:02 UTC (rev 52)
@@ -0,0 +1,247 @@
+#####################
+##                 ##
+## the BB7 copulas ##
+##                 ##
+#####################
+# Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall. 
+
+validBB7Copula = function(object) {
+  if (object at dimension != 2)
+    return("Only BB7 copulas of dimension 2 are supported.")
+  param <- object at parameters
+  upper <- object at param.upbnd
+  lower <- object at param.lowbnd
+  if (length(param) != length(upper))
+    return("Parameter and upper bound have non-equal length")
+  if (length(param) != length(lower))
+    return("Parameter and lower bound have non-equal length")
+  else return (TRUE)
+}
+
+setClass("BB7Copula",
+  representation = representation("copula", family="numeric"),
+  validity = validBB7Copula,
+  contains = list("copula")
+)
+
+# constructor
+BB7Copula <- function (param=c(1,1)) {
+  if (any(is.na(param) | param >= c(Inf, Inf) | param[1] < 1 | param[2] <= 0))
+    stop(paste("Parameter values out of bounds: theta: [1,Inf), delta: (0,Inf)."))
+  new("BB7Copula", dimension = as.integer(2), parameters = param,
+      param.names = c("theta", "delta"), param.lowbnd = c(1, 0), param.upbnd = c(Inf, Inf),
+      family=9, fullname = "BB7 copula family. Number 9 in VineCopula.")
+}
+
+## density ##
+setMethod("dCopula", signature("numeric","BB7Copula"), 
+          function(u, copula, log) {
+            linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
+          })
+setMethod("dCopula", signature("matrix","BB7Copula"), function(u, copula, log) linkVineCop.PDF(u, copula, log))
+
+## jcdf ##
+setMethod("pCopula", signature("numeric","BB7Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("pCopula", signature("matrix","BB7Copula"), linkVineCop.CDF)
+
+## partial derivatives ##
+# ddu
+setMethod("dduCopula", signature("numeric","BB7Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("dduCopula", signature("matrix","BB7Copula"), linkVineCop.ddu)
+
+# ddv
+setMethod("ddvCopula", signature("numeric","BB7Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("ddvCopula", signature("matrix","BB7Copula"), linkVineCop.ddv)
+
+## random number generator
+setMethod("rCopula", signature("numeric","BB7Copula"), linkVineCop.r)
+
+setMethod("tau",signature("BB7Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("BB7Copula"),linkVineCop.tailIndex)
+
+
+#########################
+## BB7 survival copula ##
+#########################
+
+setClass("surBB7Copula",
+  representation = representation("copula", family="numeric"),
+  validity = validBB7Copula,
+  contains = list("copula")
+)
+
+# constructor
+surBB7Copula <- function (param=c(1,1)) {
+  if (any(is.na(param) | param >= c(Inf, Inf) | param[1] < 1 | param[2] <= 0))
+    stop(paste("Parameter values out of bounds: theta: [1,Inf), delta: (0,Inf)."))
+  new("surBB7Copula", dimension = as.integer(2), parameters = param, 
+      param.names = c("theta", "delta"), param.lowbnd = c(1, 0), param.upbnd = c(Inf, Inf),
+      family= 19, fullname = "Survival BB7 copula family. Number 19 in VineCopula.")
+}
+
+## density ##
+setMethod("dCopula", signature("numeric","surBB7Copula"), 
+          function(u, copula, log) {
+            linkVineCop.PDF(matrix(u,ncol=copula at dimension,),copula,log=log)
+          })
+setMethod("dCopula", signature("matrix","surBB7Copula"), linkVineCop.PDF)
+
+## jcdf ##
+setMethod("pCopula", signature("numeric","surBB7Copula"), 
+          function(u, copula, ...) {
+            linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
+          })
+setMethod("pCopula", signature("matrix","surBB7Copula"), linkVineCop.surCDF)
+  
[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/vinecopula -r 52

From noreply at r-forge.r-project.org  Fri Feb  7 11:15:19 2014
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Fri,  7 Feb 2014 11:15:19 +0100 (CET)
Subject: [Vinecopula-commits] r53 - in pkg: . R man
Message-ID: <20140207101519.AB2ED1851CD@r-forge.r-project.org>

Author: ben_graeler
Date: 2014-02-07 11:15:19 +0100 (Fri, 07 Feb 2014)
New Revision: 53

Modified:
   pkg/DESCRIPTION
   pkg/NAMESPACE
   pkg/R/tawnCopula.R
   pkg/R/vineCopulas.R
   pkg/man/vineCopula-class.Rd
Log:
- forgot to set fitCopula "generic"
- copy-paste error in fullname of rotated tawn copulas

Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	2014-02-06 16:53:02 UTC (rev 52)
+++ pkg/DESCRIPTION	2014-02-07 10:15:19 UTC (rev 53)
@@ -2,7 +2,7 @@
 Type: Package
 Title: Statistical inference of vine copulas
 Version: 1.2-1
-Date: 2014-02-06
+Date: 2014-02-07
 Author: Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann, Benedikt Graeler
 Maintainer: Ulf Schepsmeier <schepsmeier at ma.tum.de>
 Depends: R (>= 2.11.0)

Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE	2014-02-06 16:53:02 UTC (rev 52)
+++ pkg/NAMESPACE	2014-02-07 10:15:19 UTC (rev 53)
@@ -71,6 +71,7 @@
 export(tawnT1Copula, surTawnT1Copula, r90TawnT1Copula, r270TawnT1Copula)
 export(tawnT2Copula, surTawnT2Copula, r90TawnT2Copula, r270TawnT2Copula)
 export(vineCopula)
+export(copulaFromFamilyIndex)
 
 exportClasses(BB1Copula, surBB1Copula, r90BB1Copula, r270BB1Copula)
 exportClasses(BB6Copula, surBB6Copula, r90BB6Copula, r270BB6Copula)
@@ -82,6 +83,8 @@
 exportClasses(tawnT1Copula, surTawnT1Copula, r90TawnT1Copula, r270TawnT1Copula)
 exportClasses(tawnT2Copula, surTawnT2Copula, r90TawnT2Copula, r270TawnT2Copula)
 exportClasses(vineCopula)
+
+
 S3method(print, RVineMatrix)
 
 useDynLib("VineCopula")
\ No newline at end of file

Modified: pkg/R/tawnCopula.R
===================================================================
--- pkg/R/tawnCopula.R	2014-02-06 16:53:02 UTC (rev 52)
+++ pkg/R/tawnCopula.R	2014-02-07 10:15:19 UTC (rev 53)
@@ -139,7 +139,7 @@
     stop(paste("Parameter values out of bounds: param1: [1,Inf), param2: [0,1]."))
   new("r90TawnT1Copula", dimension = as.integer(2), parameters = param, 
       param.names = c("param1", "param2"), param.lowbnd = c(-Inf, 0), param.upbnd = c(-1, 1),
-      family=124, fullname = "Survival Tawn type 1 copula family. Number 124 in VineCopula.")
+      family=124, fullname = "90 deg rotated Tawn type 1 copula family. Number 124 in VineCopula.")
 }
 
 ## density ##
@@ -194,7 +194,7 @@
     stop(paste("Parameter values out of bounds: param1: [1,Inf), param2: [0,1]."))
   new("r270TawnT1Copula", dimension = as.integer(2), parameters = param, 
       param.names = c("param1", "param2"), param.lowbnd = c(-Inf, 0), param.upbnd = c(-1, 1),
-      family=134, fullname = "Survival Tawn type 1 copula family. Number 134 in VineCopula.")
+      family=134, fullname = "270 deg rotated Tawn type 1 copula family. Number 134 in VineCopula.")
 }
 
 ## density ##
@@ -361,7 +361,7 @@
     stop(paste("Parameter values out of bounds: param1: [1,Inf), param2: [0,1]."))
   new("r90TawnT2Copula", dimension = as.integer(2), parameters = param, 
       param.names = c("param1", "param2"), param.lowbnd = c(-Inf, 0), param.upbnd = c(-1, 1),
-      family=224, fullname = "Survival Tawn type 2 copula family. Number 224 in VineCopula.")
+      family=224, fullname = "90 deg rotated Tawn type 2 copula family. Number 224 in VineCopula.")
 }
 
 ## density ##
@@ -416,7 +416,7 @@
     stop(paste("Parameter values out of bounds: param1: [1,Inf), param2: [0,1]."))
   new("r270TawnT2Copula", dimension = as.integer(2), parameters = param, 
       param.names = c("param1", "param2"), param.lowbnd = c(-Inf, 0), param.upbnd = c(-1, 1),
-      family=234, fullname = "Survival Tawn type 2 copula family. Number 234 in VineCopula.")
+      family=234, fullname = "270 deg rotated Tawn type 2 copula family. Number 234 in VineCopula.")
 }
 
 ## density ##

Modified: pkg/R/vineCopulas.R
===================================================================
--- pkg/R/vineCopulas.R	2014-02-06 16:53:02 UTC (rev 52)
+++ pkg/R/vineCopulas.R	2014-02-07 10:15:19 UTC (rev 53)
@@ -90,21 +90,32 @@
 
 setMethod("rCopula", signature("numeric","vineCopula"), rRVine)
 
+## make fitCopula from copula generic
+setGeneric("fitCopula",fitCopula)
+
 # fitting using RVine
-fitVineCop <- function(copula, data, method) {
+fitVineCop <- function(copula, data, 
+                       method=list(StructureSelect=FALSE, indeptest=FALSE)) {
   stopifnot(copula at dimension==ncol(data))
-  if(!is.null(method[["familyset"]]))
+  if("familyset" %in% names(method))
     familyset <- method[["familyset"]]
   else
     familyset <- NA
-  if("StructureSelect" %in% method)
-    vineCop <- vineCopula(RVineStructureSelect(data, familyset, indeptest="indeptest" %in% method))
+  if("indeptest" %in% names(method))
+    indept <- method[["indeptest"]]
   else
-    vineCop <- vineCopula(RVineCopSelect(data, familyset, copula at RVM$Matrix, 
-                                         indeptest="indeptest" %in% method))
+    indept <- FALSE
+  if("StructureSelect" %in% names(method)) {
+    if(method[["StructureSelect"]])
+      vineCop <- vineCopula(RVineStructureSelect(data, familyset, indeptest=indept))
+    else 
+      vineCop <- vineCopula(RVineCopSelect(data, familyset, copula at RVM$Matrix, indeptest=indept))
+  } else {
+    vineCop <- vineCopula(RVineCopSelect(data, familyset, copula at RVM$Matrix, indeptest=indept))
+  }
   
   return(new("fitCopula", estimate = vineCop at parameters, var.est = matrix(NA), 
-             method = sapply(method,paste,collapse=", "), 
+             method = paste(names(method), method, sep="=", collapse=", "),
              loglik = RVineLogLik(data, vineCop at RVM)$loglik,
              fitting.stats=list(convergence = as.integer(NA)),
              nsample = nrow(data), copula=vineCop))

Modified: pkg/man/vineCopula-class.Rd
===================================================================
--- pkg/man/vineCopula-class.Rd	2014-02-06 16:53:02 UTC (rev 52)
+++ pkg/man/vineCopula-class.Rd	2014-02-07 10:15:19 UTC (rev 53)
@@ -28,7 +28,7 @@
 Class \code{"\linkS4class{Copula}"}, by class "copula", distance 2.
 }
 \section{Methods}{
-No additional methods yet, but uses e.g. \code{\link{dCopula}}, \code{\link{pCopula}}, \code{\link{rCopula}} and \code{\link{rCopula}} as any other copula. Via the \code{method} argument in \code{fitCopula}, control over the  fit of the RVine can be taken via entries \code{"StructureSelect"}, \code{"indeptest"} and \code{"familyset"}. See \code{\link{RVineCopSelect}} and \code{\link{RVineStructureSelect}} for further details on the underlying functions.
+No additional methods yet, but uses e.g. \code{\link{dCopula}}, \code{\link{pCopula}}, \code{\link{rCopula}} and \code{\link{rCopula}} as any other copula. Via the \code{method} argument in \code{fitCopula}, control over the  fit of the RVine can be taken via entries \code{StructureSelect}, \code{indeptest} and \code{familyset}. See \code{\link{RVineCopSelect}} and \code{\link{RVineStructureSelect}} for further details on the underlying functions. Missing entries are treated as default values, i.e. \code{StructureSelect=FALSE}, \code{indeptest=FALSE} and \code{familyset=NA}
 }
 
 \references{


From noreply at r-forge.r-project.org  Fri Feb  7 11:55:38 2014
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Fri,  7 Feb 2014 11:55:38 +0100 (CET)
Subject: [Vinecopula-commits] r54 - / pkg/man
Message-ID: <20140207105538.C2A13186976@r-forge.r-project.org>

Author: ulf
Date: 2014-02-07 11:55:37 +0100 (Fri, 07 Feb 2014)
New Revision: 54

Added:
   VineCopula_1.2.tar.gz
Modified:
   pkg.pdf
   pkg/man/BiCopGofTest.Rd
   pkg/man/RVineGofTest.Rd
Log:
Wanling Huang hat mich daruaf aufmerksam gemacht, dass ich seinen Vor und Nachmnamen vertauscht habe.

Added: VineCopula_1.2.tar.gz
===================================================================
(Binary files differ)


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

Modified: pkg/man/BiCopGofTest.Rd
===================================================================
--- pkg/man/BiCopGofTest.Rd	2014-02-07 10:15:19 UTC (rev 53)
+++ pkg/man/BiCopGofTest.Rd	2014-02-07 10:55:37 UTC (rev 54)
@@ -5,7 +5,7 @@
 
 \description{
 This function performs a goodness-of-fit test for bivariate copulas,
-either based on White's information matrix equality (White 1982) as introduced by Wanling and Prokhorov (2011)
+either based on White's information matrix equality (White 1982) as introduced by Huang and Prokhorov (2011)
 or based on Kendall's process.
 It computes the test statistics and p-values.
 }
@@ -75,7 +75,7 @@
 
 \details{
 \code{method="white"}:\cr
-This goodness-of fit test uses the information matrix equality of White (1982) and was investigated by Wanling and Prokhorov (2011).
+This goodness-of fit test uses the information matrix equality of White (1982) and was investigated by Huang and Prokhorov (2011).
 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{
@@ -88,7 +88,7 @@
 where \eqn{\boldsymbol{H}(\theta)} is the expected Hessian matrix and \eqn{\boldsymbol{C}(\theta)} is the expected outer product of the score function.
 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)}.
 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). It involves two-dimensional integrals.\cr
+The correction can be found in Huang and Prokhorov (2011). It involves two-dimensional integrals.\cr
 WARNING: For the t-copula the test may be instable. The results for the t-copula therefore have to treated carefully.\cr
 \cr
 \code{method = "kendall"}:\cr
@@ -96,13 +96,17 @@
 For rotated copulas the input arguments are transformed and the goodness-of-fit procedure for the corresponding non-rotated copula is used.
 }
 
-\author{Ulf Schepsmeier, Huang Wanling, Jiying Luo, Eike Brechmann}
+\author{Ulf Schepsmeier, Wanling Huang, Jiying Luo, Eike Brechmann}
 
 \references{
 Genest, C. and L.-P. Rivest (1993).
 Statistical inference procedures for bivariate Archimedean copulas.
 Journal of the American Statistical Association, 88 (423), 1034-1043.
 
+Huang, w. and A. Prokhorov (2011).
+A goodness-of-fit test for copulas.
+to appear in Econometric Reviews
+
 Luo J. (2011).
 Stepwise estimation of D-vines with arbitrary specified copula pairs and EDA tools.
 Diploma thesis, Technische Universitaet Muenchen.\cr
@@ -112,10 +116,6 @@
 Model selection and semiparametric inference for bivariate failure-time data.
 Journal of the American Statistical Association, 95 (449), 62-72.
 
-Wanling, H. and A. Prokhorov (2011).
-A goodness-of-fit test for copulas.
-Submitted for publication.
-
 White, H. (1982)
 Maximum likelihood estimation of misspecified models,
 Econometrica, 50, 1-26.

Modified: pkg/man/RVineGofTest.Rd
===================================================================
--- pkg/man/RVineGofTest.Rd	2014-02-07 10:15:19 UTC (rev 53)
+++ pkg/man/RVineGofTest.Rd	2014-02-07 10:55:37 UTC (rev 54)
@@ -72,7 +72,7 @@
 
 \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
+This goodness-of fit test uses the information matrix equality of White (1982) and was original investigated by Huang 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 
@@ -85,7 +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 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
+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 Huang 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
@@ -144,6 +144,10 @@
 Goodness-of-fit tests for copulas: a review and power study. 
 Insur. Math. Econ. 44, 199-213.
 
+Huang, w. and A. Prokhorov (2011).
+A goodness-of-fit test for copulas.
+to appear in Econometric Reviews
+
 Schepsmeier, U. (2013)
 A goodness-of-fit test for regular vine copula models. 
 Preprint
@@ -153,10 +157,6 @@
 Efficient goodness-of-fit tests in multi-dimensional vine copula models. 
 \url{http://arxiv.org/abs/1309.5808}
 
-Wanling, H. and A. Prokhorov (2011).
-A Goodness-of-fit Test for Copulas.
-Submitted for publication.
-
 White, H. (1982)
 Maximum likelihood estimation of misspecified models,
 Econometrica, 50, 1-26.

Modified: pkg.pdf
===================================================================
--- pkg.pdf	2014-02-07 10:15:19 UTC (rev 53)
+++ pkg.pdf	2014-02-07 10:55:37 UTC (rev 54)
@@ -7,8963 +7,15216 @@
 (VineCopula-package)
 endobj
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+<< /S /GoTo /D (Rfn.BB1Copula.1) >>
 endobj
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+(BB1Copula-class)
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-<< /S /GoTo /D (Rfn.BiCopChiPlot.1) >>
+<< /S /GoTo /D (Rfn.BB6Copula.1) >>
 endobj
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+(BB6Copula)
 endobj
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 endobj
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+<< /S /GoTo /D (Rfn.BB7Copula.1) >>
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+355 0 obj <<
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[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/vinecopula -r 54

From noreply at r-forge.r-project.org  Fri Feb  7 13:23:34 2014
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Fri,  7 Feb 2014 13:23:34 +0100 (CET)
Subject: [Vinecopula-commits] r55 - pkg/man
Message-ID: <20140207122334.AA071186CA6@r-forge.r-project.org>

Author: ben_graeler
Date: 2014-02-07 13:23:34 +0100 (Fri, 07 Feb 2014)
New Revision: 55

Added:
   pkg/man/copulaFromFamilyIndex.Rd
Log:
- forgot to add the documentation file to the svn

Added: pkg/man/copulaFromFamilyIndex.Rd
===================================================================
--- pkg/man/copulaFromFamilyIndex.Rd	                        (rev 0)
+++ pkg/man/copulaFromFamilyIndex.Rd	2014-02-07 12:23:34 UTC (rev 55)
@@ -0,0 +1,33 @@
+\name{copulaFromFamilyIndex}
+\alias{copulaFromFamilyIndex}
+
+\title{
+Construction of a copula object from a VineCopula family index
+}
+\description{
+A VineCopula family index along with its parameters is used to construct a corresponding \code{\linkS4class{copula}} object. 
+}
+\usage{
+copulaFromFamilyIndex(family, par, par2 = 0)
+}
+
+\arguments{
+  \item{family}{a family inde aS DEFINED IN \code{\link{VineCopula-package}}}
+  \item{par}{its first parameter value}
+  \item{par2}{if present, its second parameter}
+}
+\value{An object inherting \code{\linkS4class{copula}} corresponding to the specific family.}
+
+\author{Benedikt Graeler}
+
+\examples{
+# normalCopula with parameter 0.5
+copulaFromFamilyIndex(1,0.5)
+
+# rotated Tawn T2 copula with parameters 
+copulaFromFamilyIndex(224, -2, 0.5)
+}
+% Add one or more standard keywords, see file 'KEYWORDS' in the
+% R documentation directory.
+\keyword{ ~kwd1 }
+\keyword{ ~kwd2 }% __ONLY ONE__ keyword per line


From noreply at r-forge.r-project.org  Fri Feb  7 16:44:48 2014
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Fri,  7 Feb 2014 16:44:48 +0100 (CET)
Subject: [Vinecopula-commits] r56 - in pkg: . R
Message-ID: <20140207154448.58B861862D9@r-forge.r-project.org>

Author: ben_graeler
Date: 2014-02-07 16:44:47 +0100 (Fri, 07 Feb 2014)
New Revision: 56

Removed:
   pkg/R/wrappingCFunctions.r
Modified:
   pkg/DESCRIPTION
   pkg/R/0_prep_object.R
   pkg/R/BB8copula.R
   pkg/R/vineCopulas.R
Log:
- copula needs to be in depends as otherwise the order of loading packages matters

Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	2014-02-07 12:23:34 UTC (rev 55)
+++ pkg/DESCRIPTION	2014-02-07 15:44:47 UTC (rev 56)
@@ -5,8 +5,8 @@
 Date: 2014-02-07
 Author: Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann, Benedikt Graeler
 Maintainer: Ulf Schepsmeier <schepsmeier at ma.tum.de>
-Depends: R (>= 2.11.0)
-Imports: MASS, mvtnorm, igraph, copula, methods
+Depends: R (>= 2.11.0), copula
+Imports: MASS, mvtnorm, igraph, methods
 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)

Modified: pkg/R/0_prep_object.R
===================================================================
--- pkg/R/0_prep_object.R	2014-02-07 12:23:34 UTC (rev 55)
+++ pkg/R/0_prep_object.R	2014-02-07 15:44:47 UTC (rev 56)
@@ -43,6 +43,10 @@
   constr(c(par,par2))
 }
 
+# generic fitting
+## make fitCopula from copula generic
+setGeneric("fitCopula", fitCopula)
+
 #########################################################
 ## generic wrapper functions to the VineCopula package ##
 #########################################################

Modified: pkg/R/BB8copula.R
===================================================================
--- pkg/R/BB8copula.R	2014-02-07 12:23:34 UTC (rev 55)
+++ pkg/R/BB8copula.R	2014-02-07 15:44:47 UTC (rev 56)
@@ -242,7 +242,7 @@
 setMethod("tau",signature("r270BB8Copula"),linkVineCop.tau)
 setMethod("tailIndex",signature("r270BB8Copula"),linkVineCop.tailIndex)
 
-### et union
+### set union
 
 setClassUnion("twoParamBiCop",c("BB1Copula","BB6Copula","BB7Copula","BB8Copula",
                                 "surBB1Copula","surBB6Copula","surBB7Copula","surBB8Copula",
@@ -262,7 +262,7 @@
   
   copFit <- copulaFromFamilyIndex(copula at family, fit$par, fit$par2)
   new("fitCopula", estimate = c(fit$par, fit$par2), var.est = cbind(fit$se, fit$se2), 
-      method = "estimation based on 'maximum pseudo-likelihood' via BiCopEst", 
+      method = "maximum pseudo-likelihood via BiCopEst", 
       loglik = sum(dCopula(data, copFit, log=T)),
       fitting.stats=list(convergence = as.integer(NA)), nsample = nrow(data),
       copula=copFit)

Modified: pkg/R/vineCopulas.R
===================================================================
--- pkg/R/vineCopulas.R	2014-02-07 12:23:34 UTC (rev 55)
+++ pkg/R/vineCopulas.R	2014-02-07 15:44:47 UTC (rev 56)
@@ -90,9 +90,6 @@
 
 setMethod("rCopula", signature("numeric","vineCopula"), rRVine)
 
-## make fitCopula from copula generic
-setGeneric("fitCopula",fitCopula)
-
 # fitting using RVine
 fitVineCop <- function(copula, data, 
                        method=list(StructureSelect=FALSE, indeptest=FALSE)) {

Deleted: pkg/R/wrappingCFunctions.r
===================================================================
--- pkg/R/wrappingCFunctions.r	2014-02-07 12:23:34 UTC (rev 55)
+++ pkg/R/wrappingCFunctions.r	2014-02-07 15:44:47 UTC (rev 56)
@@ -1,30 +0,0 @@
-# wrapping C functions to be used in spcopula
-
-RHfunc1 <- function(fam, n, u, param) {
-  .C("Hfunc1", as.integer(fam), as.integer(n), as.double(u[,2]), as.double(u[,1]), 
-     as.double(param[1]), as.double(param[2]), as.double(rep(0, n)), 
-     PACKAGE = "VineCopula")
-}
-
-RHfunc2 <- function(fam, n, u, param) {
-  .C("Hfunc2", as.integer(fam), as.integer(n), as.double(u[,1]), as.double(u[,2]), 
-     as.double(param[1]), as.double(param[2]), as.double(rep(0, n)), 
-     PACKAGE = "VineCopula")
-}
-    
-RLL_mod_separate <- function(fam, n, u, param) {
-  .C("LL_mod_seperate", as.integer(fam), as.integer(n), as.double(u[,1]), 
-     as.double(u[,2]), as.double(param[1]), as.double(param[2]), 
-     as.double(rep(0, n)), PACKAGE = "VineCopula")
-}
-
-RarchCDF <- function(fam, n, u, param) {
-  .C("archCDF", as.double(u[,1]), as.double(u[,2]), as.integer(n), as.double(param),
-     as.integer(fam), as.double(rep(0, n)), PACKAGE = "VineCopula")
-}
-
-Rpcc <- function(fam, n, param) {
-  .C("pcc", as.integer(n), as.integer(2), as.integer(fam), as.integer(1), 
-     as.double(param[1]), as.double(param[2]), as.double(rep(0, n * 2)), 
-     PACKAGE = "VineCopula")
-}
\ No newline at end of file


From noreply at r-forge.r-project.org  Thu Feb 13 14:48:20 2014
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Thu, 13 Feb 2014 14:48:20 +0100 (CET)
Subject: [Vinecopula-commits] r57 - in pkg: . R
Message-ID: <20140213134820.58CEB18675F@r-forge.r-project.org>

Author: ben_graeler
Date: 2014-02-13 14:48:19 +0100 (Thu, 13 Feb 2014)
New Revision: 57

Modified:
   pkg/DESCRIPTION
   pkg/R/0_prep_object.R
Log:
- check for numeber of copula parameters in links to RVine

Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	2014-02-07 15:44:47 UTC (rev 56)
+++ pkg/DESCRIPTION	2014-02-13 13:48:19 UTC (rev 57)
@@ -2,7 +2,7 @@
 Type: Package
 Title: Statistical inference of vine copulas
 Version: 1.2-1
-Date: 2014-02-07
+Date: 2014-02-13
 Author: Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann, Benedikt Graeler
 Maintainer: Ulf Schepsmeier <schepsmeier at ma.tum.de>
 Depends: R (>= 2.11.0), copula

Modified: pkg/R/0_prep_object.R
===================================================================
--- pkg/R/0_prep_object.R	2014-02-07 15:44:47 UTC (rev 56)
+++ pkg/R/0_prep_object.R	2014-02-13 13:48:19 UTC (rev 57)
@@ -79,7 +79,6 @@
   n <- nrow(u)
   fam <- copula at family
   
-#   res <- RarchCDF(fam, n, u, param)[[6]]
   res <- .C("archCDF", as.double(u[,1]), as.double(u[,2]), as.integer(n), as.double(param),
             as.integer(fam), as.double(rep(0, n)), PACKAGE = "VineCopula")[[6]]
   return(res)
@@ -94,7 +93,6 @@
   n <- nrow(u)
   fam <- copula at family
 
-#   res <- u1 + u2 - 1 + RarchCDF(fam-10, n, cbind(1-u1,1-u2), param)[[6]]
   res <-  u1 + u2 - 1 + .C("archCDF", as.double(1 - u1), as.double(1 - u2), as.integer(n),
                            as.double(param), as.integer(fam - 10), as.double(rep(0, n)),
                            PACKAGE = "VineCopula")[[6]]
@@ -110,10 +108,9 @@
   n <- nrow(u)
   fam <- copula at family
   
-#   res <- u2 - RarchCDF(fam - 20, n, cbind(1-u1,u2), -param)[[6]]
   u2 - .C("archCDF", as.double(1 - u1), as.double(u2), as.integer(n), 
-                  as.double(-param), as.integer(fam - 20), as.double(rep(0, n)), 
-                  PACKAGE = "VineCopula")[[6]]
+          as.double(-param), as.integer(fam - 20), as.double(rep(0, n)), 
+          PACKAGE = "VineCopula")[[6]]
 }
 
 # for 270 deg rotated copulas: family %in% c(33, 34, 36:40)
@@ -125,47 +122,55 @@
   n <- nrow(u)
   fam <- copula at family
   
-#   u1 - RarchCDF(fam-30, n, cbind(u1,1-u2), -param)[[6]]
   u1 - .C("archCDF", as.double(u1), as.double(1 - u2), as.integer(n), 
-               as.double(-param), as.integer(fam - 30), as.double(rep(0, n)), 
-               PACKAGE = "VineCopula")[[6]]
+          as.double(-param), as.integer(fam - 30), as.double(rep(0, n)), 
+          PACKAGE = "VineCopula")[[6]]
 }
 
 ## derivtives/h-function  from BiCopHfunc
 # ddu
 linkVineCop.ddu <- function (u, copula) {
   param <- copula at parameters
+  
+  if(length(param)==1) 
+    param <- c(param,0)
+  
   u <- matrix(u, ncol = 2)
   n <- nrow(u)
   fam <- copula at family
   
-#   RHfunc1(fam, n, u, param)[[7]]
-    .C("Hfunc1", as.integer(fam), as.integer(n), as.double(u[,2]), as.double(u[,1]), 
-            as.double(param[1]), as.double(param[2]), as.double(rep(0, n)), 
-            PACKAGE = "VineCopula")[[7]]
+  .C("Hfunc1", as.integer(fam), as.integer(n), as.double(u[,2]), as.double(u[,1]), 
+     as.double(param[1]), as.double(param[2]), as.double(rep(0, n)), 
+     PACKAGE = "VineCopula")[[7]]
 }
 
 # ddv
 linkVineCop.ddv <- function (u, copula) {
   param <- copula at parameters
+  
+  if(length(param)==1) 
+    param <- c(param,0)
+  
   u <- matrix(u, ncol = 2)
   n <- nrow(u)
   fam <- copula at family
   
-#   RHfunc2(fam, n, u, param)[[7]]
   .C("Hfunc2", as.integer(fam), as.integer(n), as.double(u[,1]), as.double(u[,2]), 
-          as.double(param[1]), as.double(param[2]), as.double(rep(0, n)), 
-          PACKAGE = "VineCopula")[[7]]
+     as.double(param[1]), as.double(param[2]), as.double(rep(0, n)), 
+     PACKAGE = "VineCopula")[[7]]
 }
 
 
 ## random numbers from VineCopulaSim
 linkVineCop.r <- function (n, copula){
   param <- copula at parameters
+  
+  if(length(param)==1) 
+    param <- c(param,0)
+  
   fam <- copula at family
   if(is.na(param[2])) param <- c(param,0)
   
-#   tmp <- Rpcc(fam, n, param)[[7]]
   res <- .C("pcc", as.integer(n), as.integer(2), as.integer(fam), as.integer(1), 
             as.double(param[1]), as.double(param[2]), as.double(rep(0, n * 2)), 
             PACKAGE = "VineCopula")[[7]]
@@ -175,8 +180,11 @@
 
 ## Kendall's tau
 linkVineCop.tau <- function(copula) {
-  par <- copula at parameters
-  BiCopPar2Tau(copula at family, par[1], par[2])
+  param <- copula at parameters
+  if(length(param)==1) 
+    param <- c(param,0)
+  
+  BiCopPar2Tau(copula at family, param[1], param[2])
 }
 
 ## get parameter from Kendall's tau (only for one parameter families)
@@ -186,8 +194,11 @@
 
 ## tailIndex
 linkVineCop.tailIndex <- function(copula) {
-  par <- copula at parameters
-  unlist(BiCopPar2TailDep(copula at family,par[1],par[2]))
+  param <- copula at parameters
+  if(length(param)==1) 
+    param <- c(param,0)
+  
+  unlist(BiCopPar2TailDep(copula at family, param[1], param[2]))
 }
 
 setGeneric("dduCopula", function(u, copula, ...) standardGeneric("dduCopula"))


From noreply at r-forge.r-project.org  Mon Feb 17 16:52:13 2014
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Mon, 17 Feb 2014 16:52:13 +0100 (CET)
Subject: [Vinecopula-commits] r58 - in pkg: R inst
Message-ID: <20140217155213.64BBF1868F8@r-forge.r-project.org>

Author: ulf
Date: 2014-02-17 16:52:12 +0100 (Mon, 17 Feb 2014)
New Revision: 58

Modified:
   pkg/R/RVineMatrix.R
   pkg/R/RVineStructureSelect.r
   pkg/inst/ChangeLog
Log:
Problem mit der neuen igraph version in RVineStructureSelect.r geloest. Muss noch schauen, ob es sonst noch Einfluss hat.

Modified: pkg/R/RVineMatrix.R
===================================================================
--- pkg/R/RVineMatrix.R	2014-02-13 13:48:19 UTC (rev 57)
+++ pkg/R/RVineMatrix.R	2014-02-17 15:52:12 UTC (rev 58)
@@ -237,12 +237,14 @@
 
 	n = length(RVine$Tree)+1
 	con = list()
-	names = V(RVine$Tree[[1]])$name
+	nam = V(RVine$Tree[[1]])$name
 	
 	conditionedSets = NULL
 	corresppondingParams = list()
 	corresppondingTypes = list()
 	
+	print(is.list(E(RVine$Tree[[n-1]])$conditionedSet))
+	
 	conditionedSets[[n-1]][[1]] = (E(RVine$Tree[[n-1]])$conditionedSet)
 	for(k in 1:(n-2)){
 		conditionedSets[[k]] = E(RVine$Tree[[k]])$conditionedSet
@@ -299,7 +301,7 @@
 	M[is.na(M)]=0
 	Type[is.na(Type)]=0
 	
-	return(RVineMatrix(M, family = Type, par = Param, par2 = Params2, names = names))
+	return(RVineMatrix(M, family = Type, par = Param, par2 = Params2, names = nam))
 	
 }
 

Modified: pkg/R/RVineStructureSelect.r
===================================================================
--- pkg/R/RVineStructureSelect.r	2014-02-13 13:48:19 UTC (rev 57)
+++ pkg/R/RVineStructureSelect.r	2014-02-17 15:52:12 UTC (rev 58)
@@ -196,17 +196,30 @@
 			zr2 = E(oldVineGraph)[con[2]]$Copula.CondData.1
 			n2 = E(oldVineGraph)[con[2]]$Copula.CondName.1
 		}
-		if(progress == TRUE) message(n1," + ",n2," --> ", E(mst)[i]$name)
 		
+		if(is.list(zr1)){
+			zr1a=as.vector(zr1[[1]])
+			zr2a=as.vector(zr2[[1]])
+			n1a=as.vector(n1[[1]])
+			n2a=as.vector(n2[[1]])
+		}
+		else{
+			zr1a=zr1
+			zr2a=zr2
+			n1a=n1
+			n2a=n2
+		}
 		
-		parameterForACopula[[i]]$zr1 = zr1
-		parameterForACopula[[i]]$zr2 = zr2
+		if(progress == TRUE) message(n1a," + ",n2a," --> ", E(mst)[i]$name)
+		
+		parameterForACopula[[i]]$zr1 = zr1a
+		parameterForACopula[[i]]$zr2 = zr2a
 
-		E(mst)[i]$Copula.Data.1 =  list(zr1)
-		E(mst)[i]$Copula.Data.2 =  list(zr2)
+		E(mst)[i]$Copula.Data.1 =  list(zr1a)
+		E(mst)[i]$Copula.Data.2 =  list(zr2a)
 		
-		E(mst)[i]$Copula.CondName.2 = n1
-		E(mst)[i]$Copula.CondName.1 = n2
+		E(mst)[i]$Copula.CondName.2 = n1a
+		E(mst)[i]$Copula.CondName.1 = n2a
 	}
 
 	outForACopula = lapply(X = parameterForACopula, FUN=wrapper_fit.ACopula, type,copulaSelectionBy,testForIndependence,testForIndependence.level,weights)
@@ -270,10 +283,20 @@
 			}else{
 				zr2 = E(oldVineGraph)[con[2]]$Copula.CondData.1
 			}
-			
-			keine_nas = !(is.na(zr1) | is.na(zr2))
+			#print(is.list(zr1))
+			if(is.list(zr1)){
+				zr1a=as.vector(zr1[[1]])
+				zr2a=as.vector(zr2[[1]])
+			}
+			else{
+				zr1a=zr1
+				zr2a=zr2
+			}
+			keine_nas = !(is.na(zr1a) | is.na(zr2a))
+			#print(keine_nas)
+			#print(zr1a)
 			#E(g)[i]$weight = cor(x=zr1[keine_nas],y=zr2[keine_nas], method="kendall")
-			E(g)[i]$weight = fasttau(zr1[keine_nas],zr2[keine_nas],weights)
+			E(g)[i]$weight = fasttau(zr1a[keine_nas],zr2a[keine_nas],weights)
 			
 			name.node1 = strsplit( V(g)[con[1]]$name,split=" *[,|] *")[[1]]
 			name.node2 = strsplit( V(g)[con[2]]$name,split=" *[,|] *")[[1]]
@@ -311,9 +334,16 @@
 					paste(schnitt, collapse= ","),
 					sep= " | ")
 			
-			l1 = c(V(g)[con[1]]$conditionedSet,V(g)[con[1]]$conditioningSet)
-			l2 = c(V(g)[con[2]]$conditionedSet,V(g)[con[2]]$conditioningSet)
-			
+			if(is.list(V(g)[con[1]]$conditionedSet))
+			{
+				l1 = c(as.vector(V(g)[con[1]]$conditionedSet[[1]]),as.vector(V(g)[con[1]]$conditioningSet[[1]]))
+				l2 = c(as.vector(V(g)[con[2]]$conditionedSet[[1]]),as.vector(V(g)[con[2]]$conditioningSet[[1]]))
+			}
+			else
+			{
+				l1 = c(V(g)[con[1]]$conditionedSet,V(g)[con[1]]$conditioningSet)
+				l2 = c(V(g)[con[2]]$conditionedSet,V(g)[con[2]]$conditioningSet)
+			}
 			out = intern_SchnittDifferenz(l1,l2)
 			
 			suppressWarnings({E(g)$conditionedSet[i] = list(out$differenz)})
@@ -390,21 +420,39 @@
 
 	n = length(RVine$Tree)+1
 	con = list()
-	names = V(RVine$Tree[[1]])$name
+	nam = V(RVine$Tree[[1]])$name
 
 	conditionedSets = NULL
 	corresppondingParams = list()
 	corresppondingTypes = list()
 
-	conditionedSets[[n-1]][[1]] = (E(RVine$Tree[[n-1]])$conditionedSet)
-	for(k in 1:(n-2)){
-		conditionedSets[[k]] = E(RVine$Tree[[k]])$conditionedSet
-		corresppondingParams[[k]] = as.list(E(RVine$Tree[[k]])$Copula.param)
-		corresppondingTypes[[k]] = as.list(E(RVine$Tree[[k]])$Copula.type)
+	if(is.list(E(RVine$Tree[[n-1]])$conditionedSet))
+	{
+		conditionedSets[[n-1]][[1]] = (E(RVine$Tree[[n-1]])$conditionedSet[[1]])	
+		for(k in 1:(n-2)){
+			#conditionedSets[[k]] = E(RVine$Tree[[k]])$conditionedSet[[1]]
+		  conditionedSets[[k]] = E(RVine$Tree[[k]])$conditionedSet
+			corresppondingParams[[k]] = as.list(E(RVine$Tree[[k]])$Copula.param)
+			corresppondingTypes[[k]] = as.list(E(RVine$Tree[[k]])$Copula.type)
+		}
+		
+		corresppondingParams[[n-1]] = list()
+		corresppondingParams[[n-1]] = as.list(E(RVine$Tree[[n-1]])$Copula.param)
+		corresppondingTypes[[n-1]] = as.list(E(RVine$Tree[[n-1]])$Copula.type)
+		#print(corresppondingParams)
 	}
-	corresppondingParams[[n-1]] = list()
-	corresppondingParams[[n-1]][[1]] = (E(RVine$Tree[[n-1]])$Copula.param)
-	corresppondingTypes[[n-1]] = as.list(E(RVine$Tree[[n-1]])$Copula.type)
+	else{
+		conditionedSets[[n-1]][[1]] = (E(RVine$Tree[[n-1]])$conditionedSet)
+		for(k in 1:(n-2)){
+			conditionedSets[[k]] = E(RVine$Tree[[k]])$conditionedSet
+			corresppondingParams[[k]] = as.list(E(RVine$Tree[[k]])$Copula.param)
+			corresppondingTypes[[k]] = as.list(E(RVine$Tree[[k]])$Copula.type)
+		}
+		#print(conditionedSets)
+		corresppondingParams[[n-1]] = list()
+		corresppondingParams[[n-1]] = as.list(E(RVine$Tree[[n-1]])$Copula.param)
+		corresppondingTypes[[n-1]] = as.list(E(RVine$Tree[[n-1]])$Copula.type)
+	}
 
 	Param = array(dim=c(n,n))
 	Params2 = array(0,dim=c(n,n))
@@ -457,6 +505,6 @@
 	M[is.na(M)]=0
 	Type[is.na(Type)]=0
 
-	return(RVineMatrix(M, family = Type, par = Param, par2 = Params2, names = names))
+	return(RVineMatrix(M, family = Type, par = Param, par2 = Params2, names = nam))
 
 }

Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog	2014-02-13 13:48:19 UTC (rev 57)
+++ pkg/inst/ChangeLog	2014-02-17 15:52:12 UTC (rev 58)
@@ -1,7 +1,7 @@
 Changes for R-package VineCopula
 
 Current authors: Ulf Schepsmeier, Tobias Erhardt and Benedikt Graeler
-Former authors: Eike Brechmann and Jakob St�ber
+Former authors: Eike Brechmann and Jakob Stoeber
 
 Version 1.2-1 (January 25, 2014)
 
@@ -13,6 +13,7 @@
   * RVineMLE: the optim argument "parscale" was not correctly defined for all cases.
   * RVineAIC/BIC: Instead of the function arguments "par" and "par2" the calculation was based on RVM$par and RVM$par2. 
     This is corrected now. (reported by Marcel Duellmann; thanks)
+  * RVineStructureSelect: The new igraph version returned a different variable type causing an error in the second and higher order tree selection.
   
 
 Version 1.2 (October 09, 2013)


From noreply at r-forge.r-project.org  Mon Feb 17 21:35:25 2014
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Mon, 17 Feb 2014 21:35:25 +0100 (CET)
Subject: [Vinecopula-commits] r59 - pkg/R
Message-ID: <20140217203525.609F5186D66@r-forge.r-project.org>

Author: ulf
Date: 2014-02-17 21:35:24 +0100 (Mon, 17 Feb 2014)
New Revision: 59

Modified:
   pkg/R/RVineAIC.r
   pkg/R/RVineClarkeTest.R
   pkg/R/RVineGofTest3.r
   pkg/R/RVineMLE.R
   pkg/R/RVinePIT.r
   pkg/R/RVinePar2Beta.r
   pkg/R/RVineTreePlot.r
   pkg/R/RVineVuongTest.R
Log:
Die Einf?\195?\188hrung einer VineCopula-Klasse hat dazu gef?\195?\188hrt, dass is(RVM) zwei Elemente zur?\195?\188ckgeliefert hat. Das hat bei einigen Funktionen zu Warningsgef?\195?\188hrt, die diese Abfrage drin hatten.

Modified: pkg/R/RVineAIC.r
===================================================================
--- pkg/R/RVineAIC.r	2014-02-17 15:52:12 UTC (rev 58)
+++ pkg/R/RVineAIC.r	2014-02-17 20:35:24 UTC (rev 59)
@@ -89,7 +89,7 @@
 	n<-d
 	N<-T
 	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.")
+  if(is(RVM)[1] != "RVineMatrix") stop("'RVM' has to be an RVineMatrix object.")
   
   par[is.na(par)]=0
 	par[upper.tri(par,diag=T)]=0

Modified: pkg/R/RVineClarkeTest.R
===================================================================
--- pkg/R/RVineClarkeTest.R	2014-02-17 15:52:12 UTC (rev 58)
+++ pkg/R/RVineClarkeTest.R	2014-02-17 20:35:24 UTC (rev 59)
@@ -5,8 +5,8 @@
   if(dim(data)[2]<2) stop("Dimension has to be at least 2.")
   if(N<2) stop("Number of observations has to be at least 2.")
   if(any(data>1) || any(data<0)) stop("Data has be in the interval [0,1].")
-  if(is(RVM1) != "RVineMatrix") stop("'RVM1' has to be an RVineMatrix object.")
-  if(is(RVM2) != "RVineMatrix") stop("'RVM2' has to be an RVineMatrix object.")
+  if(is(RVM1)[1] != "RVineMatrix") stop("'RVM1' has to be an RVineMatrix object.")
+  if(is(RVM2)[1] != "RVineMatrix") stop("'RVM2' has to be an RVineMatrix object.")
   
 	Model1.ll = RVineLogLik(data,RVM1,separate=TRUE)$loglik
 	Model2.ll = RVineLogLik(data,RVM2,separate=TRUE)$loglik

Modified: pkg/R/RVineGofTest3.r
===================================================================
--- pkg/R/RVineGofTest3.r	2014-02-17 15:52:12 UTC (rev 58)
+++ pkg/R/RVineGofTest3.r	2014-02-17 20:35:24 UTC (rev 59)
@@ -13,7 +13,7 @@
 	d=dim(data)[2]
 	
 	if(d != dim(RVM)) stop("Dimensions of 'data' and 'RVM' do not match.")
-    if(is(RVM) != "RVineMatrix") stop("'RVM' has to be an RVineMatrix object.")
+    if(is(RVM)[1] != "RVineMatrix") stop("'RVM' has to be an RVineMatrix object.")
 	
 	if(statistic=="Cramer-von Mises") statistic="CvM"
 	else if(statistic=="Kolmogorov-Smirnov") statistic="KS"

Modified: pkg/R/RVineMLE.R
===================================================================
--- pkg/R/RVineMLE.R	2014-02-17 15:52:12 UTC (rev 58)
+++ pkg/R/RVineMLE.R	2014-02-17 20:35:24 UTC (rev 59)
@@ -1,6 +1,6 @@
 RVineMLE <- function(data, RVM, start=RVM$par, start2=RVM$par2, maxit=200, max.df=30, max.BB=list(BB1=c(5,6),BB6=c(6,6),BB7=c(5,6),BB8=c(6,1)), grad=FALSE, hessian=FALSE, se=FALSE, ...)
 {
-  if(is(RVM) != "RVineMatrix") stop("'RVM' has to be an RVineMatrix object.")
+  if(is(RVM)[1] != "RVineMatrix") stop("'RVM' has to be an RVineMatrix object.")
 	if(maxit<=0) stop("'maxit' has to be greater than zero.")	
                                                
   if(max.df<=2) stop("The upper bound for the degrees of freedom parameter has to be larger than 2.")

Modified: pkg/R/RVinePIT.r
===================================================================
--- pkg/R/RVinePIT.r	2014-02-17 15:52:12 UTC (rev 58)
+++ pkg/R/RVinePIT.r	2014-02-17 20:35:24 UTC (rev 59)
@@ -13,7 +13,7 @@
 	d=dim(data)[2]
 	
 	if(d != dim(RVM)) stop("Dimensions of 'data' and 'RVM' do not match.")
-    if(is(RVM) != "RVineMatrix") stop("'RVM' has to be an RVineMatrix object.")
+    if(is(RVM)[1] != "RVineMatrix") stop("'RVM' has to be an RVineMatrix object.")
 	
 	#if(type=="CVine") type=1
 	#else if(type=="DVine") type=2

Modified: pkg/R/RVinePar2Beta.r
===================================================================
--- pkg/R/RVinePar2Beta.r	2014-02-17 15:52:12 UTC (rev 58)
+++ pkg/R/RVinePar2Beta.r	2014-02-17 20:35:24 UTC (rev 59)
@@ -1,17 +1,17 @@
-RVinePar2Beta = function(RVM){
-
-  if(is(RVM) != "RVineMatrix") stop("'RVM' has to be an RVineMatrix object.")
-  
-	taus = RVM$par
-	n = dim(RVM)
-
-	for(i in 2:n)
-	{
-		for(j in 1:(i-1))
-		{
-		taus[i,j] = BiCopPar2Beta(RVM$family[i,j],RVM$par[i,j],RVM$par2[i,j])
-		}
-	}
-
-	return(taus)
-}
+RVinePar2Beta = function(RVM){
+
+  if(is(RVM)[1] != "RVineMatrix") stop("'RVM' has to be an RVineMatrix object.")
+  
+	taus = RVM$par
+	n = dim(RVM)
+
+	for(i in 2:n)
+	{
+		for(j in 1:(i-1))
+		{
+		taus[i,j] = BiCopPar2Beta(RVM$family[i,j],RVM$par[i,j],RVM$par2[i,j])
+		}
+	}
+
+	return(taus)
+}

Modified: pkg/R/RVineTreePlot.r
===================================================================
--- pkg/R/RVineTreePlot.r	2014-02-17 15:52:12 UTC (rev 58)
+++ pkg/R/RVineTreePlot.r	2014-02-17 20:35:24 UTC (rev 59)
@@ -1,6 +1,6 @@
 RVineTreePlot = function(data=NULL, RVM, method="mle", max.df=30, max.BB=list(BB1=c(5,6),BB6=c(6,6),BB7=c(5,6),BB8=c(6,1)), tree="ALL", edge.labels=c("family"), P=NULL){
 
-  if(is(RVM) != "RVineMatrix") stop("'RVM' has to be an RVineMatrix object.")
+  if(is(RVM)[1] != "RVineMatrix") stop("'RVM' has to be an RVineMatrix object.")
 
   if(edge.labels[1] != FALSE & !all(edge.labels %in% c("family","par","par2","theotau","emptau","pair"))) stop("Edge label not implemented.")
   if(is.null(data) & any(edge.labels == "emptau")) stop("Empirical Kendall's tau values cannot be obtained if no data is provided.")

Modified: pkg/R/RVineVuongTest.R
===================================================================
--- pkg/R/RVineVuongTest.R	2014-02-17 15:52:12 UTC (rev 58)
+++ pkg/R/RVineVuongTest.R	2014-02-17 20:35:24 UTC (rev 59)
@@ -5,8 +5,8 @@
   if(dim(data)[2]<2) stop("Dimension has to be at least 2.")            
   if(N<2) stop("Number of observations has to be at least 2.")
   if(any(data>1) || any(data<0)) stop("Data has be in the interval [0,1].")
-  if(is(RVM1) != "RVineMatrix") stop("'RVM1' has to be an RVineMatrix object.")
-  if(is(RVM2) != "RVineMatrix") stop("'RVM2' has to be an RVineMatrix object.")
+  if(is(RVM1)[1] != "RVineMatrix") stop("'RVM1' has to be an RVineMatrix object.")
+  if(is(RVM2)[1] != "RVineMatrix") stop("'RVM2' has to be an RVineMatrix object.")
   
 	Model1.ll = RVineLogLik(data,RVM1,separate=TRUE)$loglik
 	Model2.ll = RVineLogLik(data,RVM2,separate=TRUE)$loglik