[Vinecopula-commits] r61 - / pkg pkg/R pkg/inst pkg/man pkg/tests pkg/tests/Examples
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fr Mär 21 09:57:04 CET 2014
Author: ben_graeler
Date: 2014-03-21 09:57:02 +0100 (Fri, 21 Mar 2014)
New Revision: 61
Added:
pkg/tests/
pkg/tests/Examples/
pkg/tests/Examples/VineCopula-Ex.Rout.save
pkg/tests/additonalExampleRuns.R
pkg/tests/additonalExampleRuns.Rout.save
Modified:
pkg.pdf
pkg/DESCRIPTION
pkg/R/BiCopVuongClarke.r
pkg/R/RVineTreePlot.r
pkg/R/gof_ECP.r
pkg/R/gof_PIT.r
pkg/R/gof_White.r
pkg/inst/ChangeLog
pkg/man/RVineTreePlot.Rd
pkg/man/vineCopula.Rd
Log:
- New tests based on Examples
- sum fixes of minor bugs discovered by tests
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2014-03-04 13:25:34 UTC (rev 60)
+++ pkg/DESCRIPTION 2014-03-21 08:57:02 UTC (rev 61)
@@ -2,11 +2,11 @@
Type: Package
Title: Statistical inference of vine copulas
Version: 1.2-1
-Date: 2014-03-04
+Date: 2014-03-21
Author: Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann, Benedikt Graeler
Maintainer: Ulf Schepsmeier <schepsmeier at ma.tum.de>
-Depends: R (>= 2.11.0), copula
-Imports: MASS, mvtnorm, igraph, methods
+Depends: R (>= 2.11.0)
+Imports: MASS, mvtnorm, igraph, methods, copula
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/BiCopVuongClarke.r
===================================================================
--- pkg/R/BiCopVuongClarke.r 2014-03-04 13:25:34 UTC (rev 60)
+++ pkg/R/BiCopVuongClarke.r 2014-03-21 08:57:02 UTC (rev 61)
@@ -92,7 +92,7 @@
loglik.temp=rep(0,T)
for(i in 1:T)
{
- out <- .C("LL_mod",
+ out <- .C("LL_mod2",
as.integer(fam),
as.integer(1),
as.double(data[i,1]),
Modified: pkg/R/RVineTreePlot.r
===================================================================
--- pkg/R/RVineTreePlot.r 2014-03-04 13:25:34 UTC (rev 60)
+++ pkg/R/RVineTreePlot.r 2014-03-21 08:57:02 UTC (rev 61)
@@ -219,7 +219,7 @@
N = nrow(data)
if(dim(data)[2] != dim(RVM)) stop("Dimensions of 'data' and 'RVM' do not match.")
if(N < 2) stop("Number of observations has to be at least 2.")
- if(is(RVM) != "RVineMatrix") stop("'RVM' has to be an RVineMatrix object.")
+ if(!("RVineMatrix" %in% is(RVM))) stop("'RVM' has to be an RVineMatrix object.")
if(method!="mle" && method!="itau") stop("Estimation method has to be either 'mle' or 'itau'.")
Modified: pkg/R/gof_ECP.r
===================================================================
--- pkg/R/gof_ECP.r 2014-03-04 13:25:34 UTC (rev 60)
+++ pkg/R/gof_ECP.r 2014-03-21 08:57:02 UTC (rev 61)
@@ -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(!("RVineMatrix" %in% is(RVM))) stop("'RVM' has to be an RVineMatrix object.")
if(statisticName=="Cramer-von Mises" || statisticName=="CvM") statisticName=3
else if(statisticName=="Kolmogorov-Smirnov" || statisticName=="KS") statisticName=2
Modified: pkg/R/gof_PIT.r
===================================================================
--- pkg/R/gof_PIT.r 2014-03-04 13:25:34 UTC (rev 60)
+++ pkg/R/gof_PIT.r 2014-03-21 08:57:02 UTC (rev 61)
@@ -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(!("RVineMatrix" %in% is(RVM))) stop("'RVM' has to be an RVineMatrix object.")
if(weight=="Breymann") method=1
else if(weight=="Berg") method=2
Modified: pkg/R/gof_White.r
===================================================================
--- pkg/R/gof_White.r 2014-03-04 13:25:34 UTC (rev 60)
+++ pkg/R/gof_White.r 2014-03-21 08:57:02 UTC (rev 61)
@@ -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(!("RVineMatrix" %in% is(RVM))) stop("'RVM' has to be an RVineMatrix object.")
dd=sum(RVM$family!=0)
tt=sum(RVM$family==2)
@@ -112,7 +112,7 @@
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(!("RVineMatrix" %in% is(RVM))) stop("'RVM' has to be an RVineMatrix object.")
dd=sum(RVM$family!=0)
tt=sum(RVM$family==2)
Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog 2014-03-04 13:25:34 UTC (rev 60)
+++ pkg/inst/ChangeLog 2014-03-21 08:57:02 UTC (rev 61)
@@ -3,6 +3,11 @@
Current authors: Ulf Schepsmeier, Tobias Erhardt and Benedikt Graeler
Former authors: Eike Brechmann and Jakob Stoeber
+Version 1.2-1 (March 21, 2014)
+
+- Moved copula from depends to the more appropriate import field
+- Added tests generated from example code
+
Version 1.2-1 (March 4, 2014)
- New functionality:
Modified: pkg/man/RVineTreePlot.Rd
===================================================================
--- pkg/man/RVineTreePlot.Rd 2014-03-04 13:25:34 UTC (rev 60)
+++ pkg/man/RVineTreePlot.Rd 2014-03-21 08:57:02 UTC (rev 61)
@@ -54,6 +54,7 @@
\seealso{\code{\link{BiCopName}}}
\examples{
+set.seed(666)
# 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)
@@ -74,6 +75,9 @@
RVM = RVineMatrix(Matrix=Matrix,family=family,par=par,par2=par2,
names=c("V1","V2","V3","V4","V5"))
+# set random seed for testing
+set.seed(666)
+
# plot all trees with pair-copula families and
# theoretical Kendall's tau values as edge labels
P = RVineTreePlot(data=NULL,RVM=RVM,tree="ALL",
@@ -82,6 +86,8 @@
# manipulate the first matrix of x-y-coordinates
P[[1]][1,] = P[[1]][1,]*2
+# re-set random seed for testing
+set.seed(666)
# plot only the first tree with new coordinates
RVineTreePlot(data=NULL,RVM=RVM,tree=1,edge.labels=FALSE,P=P)
}
Modified: pkg/man/vineCopula.Rd
===================================================================
--- pkg/man/vineCopula.Rd 2014-03-04 13:25:34 UTC (rev 60)
+++ pkg/man/vineCopula.Rd 2014-03-21 08:57:02 UTC (rev 61)
@@ -24,7 +24,7 @@
\dontrun{
library(copula)
-library(latice)
+library(lattice)
cloud(V1~V2+V3, as.data.frame(rCopula(500,vine)))}
}
Added: pkg/tests/Examples/VineCopula-Ex.Rout.save
===================================================================
--- pkg/tests/Examples/VineCopula-Ex.Rout.save (rev 0)
+++ pkg/tests/Examples/VineCopula-Ex.Rout.save 2014-03-21 08:57:02 UTC (rev 61)
@@ -0,0 +1,3376 @@
+
+R version 3.1.0 alpha (2014-03-13 r65184) -- "Unsuffered Consequences"
+Copyright (C) 2014 The R Foundation for Statistical Computing
+Platform: x86_64-w64-mingw32/x64 (64-bit)
+
+R is free software and comes with ABSOLUTELY NO WARRANTY.
+You are welcome to redistribute it under certain conditions.
+Type 'license()' or 'licence()' for distribution details.
+
+ Natural language support but running in an English locale
+
+R is a collaborative project with many contributors.
+Type 'contributors()' for more information and
+'citation()' on how to cite R or R packages in publications.
+
+Type 'demo()' for some demos, 'help()' for on-line help, or
+'help.start()' for an HTML browser interface to help.
+Type 'q()' to quit R.
+
+> pkgname <- "VineCopula"
+> source(file.path(R.home("share"), "R", "examples-header.R"))
+> options(warn = 1)
+> options(pager = "console")
+> library('VineCopula')
+>
+> base::assign(".oldSearch", base::search(), pos = 'CheckExEnv')
+> cleanEx()
+> nameEx("BB1Copula-class")
+> ### * BB1Copula-class
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: BB1Copula-class
+> ### Title: Classes '"BB1Copula"', '"surBB1Copula"', '"r90BB1Copula"' and
+> ### '"r270BB1Copula"'
+> ### Aliases: BB1Copula-class dduCopula,numeric,BB1Copula-method
+> ### ddvCopula,numeric,BB1Copula-method dduCopula,matrix,BB1Copula-method
+> ### ddvCopula,matrix,BB1Copula-method getKendallDistr,BB1Copula-method
+> ### kendallDistribution,BB1Copula-method surBB1Copula-class
+> ### dduCopula,numeric,surBB1Copula-method
+> ### ddvCopula,numeric,surBB1Copula-method
+> ### dduCopula,matrix,surBB1Copula-method
+> ### ddvCopula,matrix,surBB1Copula-method r90BB1Copula-class
+> ### dduCopula,numeric,r90BB1Copula-method
+> ### ddvCopula,numeric,r90BB1Copula-method
+> ### dduCopula,matrix,r90BB1Copula-method
+> ### ddvCopula,matrix,r90BB1Copula-method r270BB1Copula-class
+> ### dduCopula,numeric,r270BB1Copula-method
+> ### ddvCopula,numeric,r270BB1Copula-method
+> ### dduCopula,matrix,r270BB1Copula-method
+> ### ddvCopula,matrix,r270BB1Copula-method
+> ### Keywords: classes
+>
+> ### ** Examples
+>
+> showClass("BB1Copula")
+Class "BB1Copula" [package "VineCopula"]
+
+Slots:
+
+Name: family dimension parameters param.names param.lowbnd
+Class: numeric integer numeric character numeric
+
+Name: param.upbnd fullname
+Class: numeric character
+
+Extends:
+Class "copula", directly
+Class "twoParamBiCop", directly
+Class "Copula", by class "copula", distance 2
+>
+>
+>
+> cleanEx()
+> nameEx("BB1Copula")
+> ### * BB1Copula
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: BB1Copula
+> ### Title: Constructor of the BB1 family and rotated versions thereof
+> ### Aliases: BB1Copula surBB1Copula r90BB1Copula r270BB1Copula
+> ### Keywords: distribution copula
+>
+> ### ** Examples
+>
+> library(copula)
+
+Attaching package: 'copula'
+
+The following object is masked from 'package:VineCopula':
+
+ fitCopula
+
+>
+> persp(BB1Copula(c(1,1.5)),dCopula, zlim=c(0,10))
+Warning in persp.default(xis, yis, zmat, theta = theta, phi = phi, expand = expand, :
+ surface extends beyond the box
+> persp(surBB1Copula(c(1,1.5)),dCopula, zlim=c(0,10))
+Warning in persp.default(xis, yis, zmat, theta = theta, phi = phi, expand = expand, :
+ surface extends beyond the box
+> persp(r90BB1Copula(c(-1,-1.5)),dCopula, zlim=c(0,10))
+Warning in persp.default(xis, yis, zmat, theta = theta, phi = phi, expand = expand, :
+ surface extends beyond the box
+> persp(r270BB1Copula(c(-1,-1.5)),dCopula, zlim=c(0,10))
+Warning in persp.default(xis, yis, zmat, theta = theta, phi = phi, expand = expand, :
+ surface extends beyond the box
+>
+>
+>
+> cleanEx()
+
+detaching 'package:copula'
+
+> nameEx("BB6Copula-class")
+> ### * BB6Copula-class
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: BB6Copula-class
+> ### Title: Classes '"BB6Copula"', '"surBB6Copula"', '"r90BB6Copula"' and
+> ### '"r270BB6Copula"'
+> ### Aliases: BB6Copula-class dduCopula,numeric,BB6Copula-method
+> ### ddvCopula,numeric,BB6Copula-method dduCopula,matrix,BB6Copula-method
+> ### ddvCopula,matrix,BB6Copula-method getKendallDistr,BB6Copula-method
+> ### kendallDistribution,BB6Copula-method surBB6Copula-class
+> ### dduCopula,numeric,surBB6Copula-method
+> ### ddvCopula,numeric,surBB6Copula-method
+> ### dduCopula,matrix,surBB6Copula-method
+> ### ddvCopula,matrix,surBB6Copula-method r90BB6Copula-class
+> ### dduCopula,numeric,r90BB6Copula-method
+> ### ddvCopula,numeric,r90BB6Copula-method
+> ### dduCopula,matrix,r90BB6Copula-method
+> ### ddvCopula,matrix,r90BB6Copula-method r270BB6Copula-class
+> ### dduCopula,numeric,r270BB6Copula-method
+> ### ddvCopula,numeric,r270BB6Copula-method
+> ### dduCopula,matrix,r270BB6Copula-method
+> ### ddvCopula,matrix,r270BB6Copula-method
+> ### Keywords: classes
+>
+> ### ** Examples
+>
+> showClass("BB6Copula")
+Class "BB6Copula" [package "VineCopula"]
+
+Slots:
+
+Name: family dimension parameters param.names param.lowbnd
+Class: numeric integer numeric character numeric
+
+Name: param.upbnd fullname
+Class: numeric character
+
+Extends:
+Class "copula", directly
+Class "twoParamBiCop", directly
+Class "Copula", by class "copula", distance 2
+>
+>
+>
+> cleanEx()
+> nameEx("BB6Copula")
+> ### * BB6Copula
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: BB6Copula
+> ### Title: Constructor of the BB6 family and its derivatives
+> ### Aliases: BB6Copula surBB6Copula r90BB6Copula r270BB6Copula
+>
+> ### ** Examples
+>
+> library(copula)
+
+Attaching package: 'copula'
+
+The following object is masked from 'package:VineCopula':
+
+ fitCopula
+
+>
+> persp(BB6Copula(c(1,1.5)),dCopula, zlim=c(0,10))
+Warning in persp.default(xis, yis, zmat, theta = theta, phi = phi, expand = expand, :
+ surface extends beyond the box
+> persp(surBB6Copula(c(1,1.5)),dCopula, zlim=c(0,10))
+Warning in persp.default(xis, yis, zmat, theta = theta, phi = phi, expand = expand, :
+ surface extends beyond the box
+> persp(r90BB6Copula(c(-1,-1.5)),dCopula, zlim=c(0,10))
+Warning in persp.default(xis, yis, zmat, theta = theta, phi = phi, expand = expand, :
+ surface extends beyond the box
+> persp(r270BB6Copula(c(-1,-1.5)),dCopula, zlim=c(0,10))
+Warning in persp.default(xis, yis, zmat, theta = theta, phi = phi, expand = expand, :
+ surface extends beyond the box
+>
+>
+>
+> cleanEx()
+
+detaching 'package:copula'
+
+> nameEx("BB7Copula-class")
+> ### * BB7Copula-class
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: BB7Copula-class
+> ### Title: Classes '"BB7Copula"', '"surBB7Copula"', '"r90BB7Copula"' and
+> ### '"r270BB7Copula"'
+> ### Aliases: BB7Copula-class dduCopula,numeric,BB7Copula-method
+> ### ddvCopula,numeric,BB7Copula-method dduCopula,matrix,BB7Copula-method
+> ### ddvCopula,matrix,BB7Copula-method getKendallDistr,BB7Copula-method
+> ### kendallDistribution,BB7Copula-method surBB7Copula-class
+> ### dduCopula,numeric,surBB7Copula-method
+> ### ddvCopula,numeric,surBB7Copula-method
+> ### dduCopula,matrix,surBB7Copula-method
+> ### ddvCopula,matrix,surBB7Copula-method r90BB7Copula-class
+> ### dduCopula,numeric,r90BB7Copula-method
+> ### ddvCopula,numeric,r90BB7Copula-method
+> ### dduCopula,matrix,r90BB7Copula-method
+> ### ddvCopula,matrix,r90BB7Copula-method r270BB7Copula-class
+> ### dduCopula,numeric,r270BB7Copula-method
+> ### ddvCopula,numeric,r270BB7Copula-method
+> ### dduCopula,matrix,r270BB7Copula-method
+> ### ddvCopula,matrix,r270BB7Copula-method
+> ### Keywords: classes
+>
+> ### ** Examples
+>
+> showClass("BB7Copula")
+Class "BB7Copula" [package "VineCopula"]
+
+Slots:
+
+Name: family dimension parameters param.names param.lowbnd
+Class: numeric integer numeric character numeric
+
+Name: param.upbnd fullname
+Class: numeric character
+
+Extends:
+Class "copula", directly
+Class "twoParamBiCop", directly
+Class "Copula", by class "copula", distance 2
+>
+>
+>
+> cleanEx()
+> nameEx("BB7Copula")
+> ### * BB7Copula
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: BB7Copula
+> ### Title: Constructor of the BB7 family and its derivatives
+> ### Aliases: BB7Copula surBB7Copula r90BB7Copula r270BB7Copula
+>
+> ### ** Examples
+>
+> library(copula)
+
+Attaching package: 'copula'
+
+The following object is masked from 'package:VineCopula':
+
+ fitCopula
+
+>
+> persp(BB7Copula(c(1,1.5)),dCopula, zlim=c(0,10))
+Warning in persp.default(xis, yis, zmat, theta = theta, phi = phi, expand = expand, :
+ surface extends beyond the box
+> persp(surBB7Copula(c(1,1.5)),dCopula, zlim=c(0,10))
+Warning in persp.default(xis, yis, zmat, theta = theta, phi = phi, expand = expand, :
+ surface extends beyond the box
+> persp(r90BB7Copula(c(-1,-1.5)),dCopula, zlim=c(0,10))
+Warning in persp.default(xis, yis, zmat, theta = theta, phi = phi, expand = expand, :
+ surface extends beyond the box
+> persp(r270BB7Copula(c(-1,-1.5)),dCopula, zlim=c(0,10))
+Warning in persp.default(xis, yis, zmat, theta = theta, phi = phi, expand = expand, :
+ surface extends beyond the box
+>
+>
+>
+> cleanEx()
+
+detaching 'package:copula'
+
+> nameEx("BB8Copula-class")
+> ### * BB8Copula-class
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: BB8Copula-class
+> ### Title: Classes '"BB8Copula"', '"surBB8Copula"', '"r90BB8Copula"' and
+> ### '"r270BB8Copula"'
+> ### Aliases: BB8Copula-class dduCopula,numeric,BB8Copula-method
+> ### ddvCopula,numeric,BB8Copula-method dduCopula,matrix,BB8Copula-method
+> ### ddvCopula,matrix,BB8Copula-method getKendallDistr,BB8Copula-method
+> ### kendallDistribution,BB8Copula-method surBB8Copula-class
+> ### dduCopula,numeric,surBB8Copula-method
+> ### ddvCopula,numeric,surBB8Copula-method
+> ### dduCopula,matrix,surBB8Copula-method
+> ### ddvCopula,matrix,surBB8Copula-method r90BB8Copula-class
+> ### dduCopula,numeric,r90BB8Copula-method
+> ### ddvCopula,numeric,r90BB8Copula-method
+> ### dduCopula,matrix,r90BB8Copula-method
+> ### ddvCopula,matrix,r90BB8Copula-method r270BB8Copula-class
+> ### dduCopula,numeric,r270BB8Copula-method
+> ### ddvCopula,numeric,r270BB8Copula-method
+> ### dduCopula,matrix,r270BB8Copula-method
+> ### ddvCopula,matrix,r270BB8Copula-method fitCopula,twoParamBiCop-method
+> ### Keywords: classes
+>
+> ### ** Examples
+>
+> showClass("BB8Copula")
+Class "BB8Copula" [package "VineCopula"]
+
+Slots:
+
+Name: family dimension parameters param.names param.lowbnd
+Class: numeric integer numeric character numeric
+
+Name: param.upbnd fullname
+Class: numeric character
+
+Extends:
+Class "copula", directly
+Class "twoParamBiCop", directly
+Class "Copula", by class "copula", distance 2
+>
+>
+>
+> cleanEx()
+> nameEx("BB8Copula")
+> ### * BB8Copula
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: BB8Copula
+> ### Title: Constructor of the BB8 family and its derivatives
+> ### Aliases: BB8Copula surBB8Copula r90BB8Copula r270BB8Copula
+>
+> ### ** Examples
+>
+> library(copula)
+
+Attaching package: 'copula'
+
+The following object is masked from 'package:VineCopula':
+
+ fitCopula
+
+>
+> persp(BB8Copula(c(1,0.5)),dCopula, zlim=c(0,10))
+> persp(surBB8Copula(c(1,0.5)),dCopula, zlim=c(0,10))
+> persp(r90BB8Copula(c(-1,-0.5)),dCopula, zlim=c(0,10))
+> persp(r270BB8Copula(c(-1,-0.5)),dCopula, zlim=c(0,10))
+>
+>
+>
+> cleanEx()
+
+detaching 'package:copula'
+
+> nameEx("BetaMatrix")
+> ### * BetaMatrix
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: BetaMatrix
+> ### Title: Matrix of empirical Blomqvist's beta values
+> ### Aliases: BetaMatrix
+>
+> ### ** Examples
+>
+> data(daxreturns)
+> Data = as.matrix(daxreturns)
+>
+> # compute the empirical Blomqvist's betas
+> beta = BetaMatrix(Data)
+>
+>
+>
+> cleanEx()
+> nameEx("BiCopCDF")
+> ### * BiCopCDF
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: BiCopCDF
+> ### Title: Distribution function of a bivariate copula
+> ### Aliases: BiCopCDF
+>
+> ### ** Examples
+>
+> # simulate from a bivariate Clayton
+> simdata = BiCopSim(300,3,3.4)
+>
+> # evaluate the distribution function of the bivariate t-copula
+> u1 = simdata[,1]
+> u2 = simdata[,2]
+> BiCopCDF(u1,u2,3,3.4)
+ [1] 0.212083894 0.560454175 0.196829776 0.859783373 0.334142797 0.138883599
+ [7] 0.552748610 0.656946696 0.716294284 0.358902123 0.657106132 0.406649144
+ [13] 0.215249319 0.010762322 0.680744432 0.429168263 0.336836485 0.754999947
+ [19] 0.478876720 0.591381592 0.743614123 0.684320242 0.501994536 0.019720627
+ [25] 0.673692866 0.461672664 0.318172610 0.041830170 0.272430716 0.539624409
+ [31] 0.690952756 0.357404390 0.478385703 0.450454976 0.081735412 0.325850276
+ [37] 0.270163818 0.464160879 0.697817469 0.770254930 0.402432651 0.309902564
+ [43] 0.526755239 0.440604149 0.157859951 0.125915290 0.623294168 0.739830600
+ [49] 0.371783278 0.723334913 0.516814728 0.269809505 0.445858863 0.109397786
+ [55] 0.822399359 0.909295094 0.294693765 0.055312093 0.427042357 0.403252652
+ [61] 0.845573559 0.325266686 0.630782109 0.357571974 0.203263111 0.321058009
+ [67] 0.032144353 0.826230667 0.484706552 0.844421805 0.608301620 0.175590037
+ [73] 0.609058333 0.163878464 0.101571465 0.538136460 0.274644551 0.339289595
+ [79] 0.294216757 0.195381304 0.277706814 0.421733480 0.720333595 0.049782599
+ [85] 0.565454106 0.606022665 0.691741950 0.371062856 0.601897391 0.591440556
+ [91] 0.201688601 0.758395667 0.600742911 0.704561061 0.823026172 0.574257107
+ [97] 0.099157544 0.251281107 0.106087540 0.300755602 0.189355553 0.383442247
+[103] 0.156051138 0.353445260 0.237769014 0.569868697 0.754009708 0.626534957
+[109] 0.642565610 0.746343146 0.174386590 0.276468326 0.793197597 0.128246949
+[115] 0.403133907 0.218942785 0.337329582 0.358487519 0.603040975 0.358813218
+[121] 0.270584669 0.584756888 0.291400991 0.270925282 0.453995540 0.750041775
+[127] 0.419655276 0.292947806 0.211477158 0.367187001 0.403616732 0.263279705
+[133] 0.466439291 0.060463864 0.414509798 0.037596575 0.254942295 0.205299452
+[139] 0.174436459 0.449884240 0.024025747 0.703587274 0.030608188 0.210400866
+[145] 0.093855295 0.142735752 0.761364232 0.464621321 0.061121298 0.049605515
+[151] 0.394449212 0.413216316 0.374454880 0.168265886 0.055593257 0.097151257
+[157] 0.780802798 0.227744822 0.065636001 0.870926086 0.510225526 0.405327388
+[163] 0.845888486 0.768194100 0.251842178 0.746537224 0.380903910 0.061307470
+[169] 0.290451789 0.578210814 0.667105491 0.436226140 0.501831663 0.314446545
+[175] 0.343212498 0.260100773 0.643573510 0.736279214 0.480576518 0.747377388
+[181] 0.084991510 0.625430254 0.563728676 0.065672797 0.586906305 0.383323904
+[187] 0.665138618 0.182143650 0.322690699 0.150906032 0.377309335 0.652937289
+[193] 0.167981587 0.764145834 0.112547545 0.094783549 0.792890037 0.121846529
+[199] 0.506278225 0.227685925 0.449045336 0.931289729 0.876824814 0.350126804
+[205] 0.010994635 0.786543245 0.709228011 0.596225473 0.378512582 0.664875538
+[211] 0.373815801 0.426252115 0.280636713 0.083968169 0.814257670 0.515317294
+[217] 0.328967379 0.099903254 0.377995332 0.473178827 0.031442176 0.447588371
+[223] 0.217327056 0.361663573 0.067611532 0.801212727 0.247607998 0.049270220
+[229] 0.576458572 0.324353916 0.136902467 0.001605048 0.257187329 0.474040408
+[235] 0.437713533 0.456113202 0.577646467 0.085121494 0.715134572 0.457893436
+[241] 0.498003300 0.838971972 0.503169431 0.045336633 0.555881808 0.022418980
+[247] 0.194331580 0.334462487 0.373599846 0.438035879 0.509068595 0.599445606
+[253] 0.468924572 0.387566042 0.655708457 0.735283578 0.007562104 0.489784093
+[259] 0.562107349 0.302752252 0.766853423 0.218580395 0.381560134 0.755457200
+[265] 0.955922687 0.272025101 0.251443038 0.057390884 0.289182961 0.155876041
+[271] 0.393765386 0.507388247 0.120671623 0.799010545 0.523637750 0.767031675
+[277] 0.010792082 0.619446682 0.047529687 0.786968380 0.413820169 0.318351521
+[283] 0.835610923 0.218595381 0.278001748 0.129935495 0.147382642 0.715055153
+[289] 0.544744934 0.786205589 0.344101052 0.302395620 0.488473797 0.066509090
+[295] 0.889908357 0.401278597 0.705956499 0.752430964 0.408975709 0.316904963
+>
+>
+>
+> cleanEx()
+> nameEx("BiCopChiPlot")
+> ### * BiCopChiPlot
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: BiCopChiPlot
+> ### Title: Chi-plot for bivariate copula data
+> ### Aliases: BiCopChiPlot
+>
+> ### ** Examples
+>
+> ## Not run:
+> ##D # chi-plots for bivariate Gaussian copula data
+> ##D n = 500
+> ##D tau = 0.5
+> ##D
+> ##D # simulate copula data
+> ##D fam = 1
+> ##D theta = BiCopTau2Par(fam,tau)
+> ##D dat = BiCopSim(n,fam,theta)
+> ##D
+> ##D # create chi-plots
+> ##D dev.new(width=16,height=5)
+> ##D par(mfrow=c(1,3))
+> ##D BiCopChiPlot(dat[,1],dat[,2],xlim=c(-1,1),ylim=c(-1,1),
+> ##D main="General chi-plot")
+> ##D BiCopChiPlot(dat[,1],dat[,2],mode="lower",xlim=c(-1,1),
+> ##D ylim=c(-1,1),main="Lower chi-plot")
+> ##D BiCopChiPlot(dat[,1],dat[,2],mode="upper",xlim=c(-1,1),
+> ##D ylim=c(-1,1),main="Upper chi-plot")
+> ## End(Not run)
+>
+>
+>
+> cleanEx()
+> nameEx("BiCopDeriv")
+> ### * BiCopDeriv
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: BiCopDeriv
+> ### Title: Derivatives of a bivariate copula density
+> ### Aliases: BiCopDeriv
+>
+> ### ** Examples
+>
+> # simulate from a bivariate t-copula
+> simdata = BiCopSim(300,2,-0.7,par2=4)
+>
+> # derivative of the bivariate t-copula with respect to the first parameter
+> u1 = simdata[,1]
+> u2 = simdata[,2]
+> BiCopDeriv(u1,u2,2,-0.7,par2=4, deriv="par")
+ [1] -1.118981963 1.240853696 -1.001064211 0.126342186 1.175103086
+ [6] 1.125284074 -2.660900650 -2.472195467 1.023015475 -1.226835099
+ [11] -10.758312703 -0.060805698 -1.275771122 -0.874257992 -5.229438212
+ [16] -1.996785307 -0.024314703 -0.340297829 -1.124279340 -2.830928257
+ [21] -0.644128690 -1.902583339 -0.198026426 -5.534636646 -0.399781564
+ [26] 0.435400718 -0.424885018 1.472901008 -2.384264853 -2.524411180
+ [31] -7.785438426 -1.363561693 -1.835639592 -0.722528253 -6.472291697
+ [36] -0.716665042 -0.964105867 0.829886233 -4.540361690 1.351436336
+ [41] -1.503828622 -1.074008721 -2.420782826 -0.457655215 1.239990732
+ [46] 1.451559193 1.125103668 0.869236569 -1.879796413 -1.231228404
+ [51] -2.424107089 1.829094173 -1.221019510 -2.559081446 -1.233727812
+ [56] 1.872628051 -1.838289517 0.971594798 -0.096706898 -1.937842204
+ [61] -15.237257119 0.172804942 -2.778179365 -0.368238987 -3.191034202
+ [66] 1.081925107 -13.105195405 -1.253692526 -2.123195334 -8.688276102
+ [71] -1.503515318 0.256531438 -2.674138975 -4.198369584 -5.259632795
+ [76] -1.944954160 -1.969911957 0.006893071 1.207272916 0.571959168
+ [81] -0.132434126 -0.754275953 -4.565334109 0.127084068 -2.903169549
+ [86] 0.771316852 -4.357864429 0.489405734 -0.218840978 1.257765042
+ [91] 0.720810321 -3.023537238 -5.465362366 0.055533560 -2.703654480
+ [96] -2.809374993 -2.368171453 -2.796443300 -5.602431270 -1.693541846
+[101] 0.551536277 -1.064635971 -2.851261121 0.383686061 -2.937039105
+[106] -13.728663798 1.428865348 -4.156683579 1.475522589 -11.428897046
+[111] 1.042581628 -2.329817184 -3.371593709 1.422863380 0.041637025
+[116] 1.087794501 -2.304816570 -1.944080252 -1.899435223 -2.039960766
+[121] -2.645050409 -6.650555229 0.050104775 0.851039002 1.383789144
+[126] 1.465850488 -2.014890698 0.938868515 -2.392303876 1.122254766
+[131] -1.525108901 -2.071212850 -1.173020644 -10.741866594 -0.542828355
+[136] 1.515200988 0.630401901 0.694797858 0.931185696 -0.680191222
+[141] -7.933722404 -5.163276704 1.664827305 0.960737875 1.063045879
+[146] 1.342918851 -25.249465414 -1.393407553 1.532198588 -6.911077681
+[151] 0.376116964 -2.132593253 1.552339321 -3.505820153 -1.224401790
+[156] 1.227776973 0.353972461 -2.323316239 -0.313598837 -0.566267188
+[161] -2.330830899 1.274204534 1.293889346 0.860444774 -2.469578460
+[166] -37.208160647 -0.658022946 -0.468399340 0.542603267 1.471761927
+[171] -62.570186831 -2.007473905 -2.147550775 0.259715654 -1.822814641
+[176] 1.381625780 -3.213788742 -28.991603753 -1.229075644 -3.627148879
+[181] -0.101623278 -4.587179691 0.581309497 -9.140049046 -2.507966161
+[186] -2.212019166 -9.855455970 -1.589138378 -0.337898112 -2.553649116
+[191] -2.226506883 1.333901700 0.465082093 1.189110937 0.796068401
+[196] 1.443132908 -3.501076181 -0.501800492 -2.291129850 0.935368493
+[201] -1.064749466 1.467016724 1.082767823 -1.259347011 -35.328425259
+[206] -54.951284051 0.718174055 -2.464860924 -1.312713214 0.813159659
+[211] -2.210898561 -0.448716041 -1.620526551 -2.795506995 1.473304529
+[216] -5.057278714 -2.325488643 -6.612891371 1.047891665 1.184335554
+[221] 1.067936715 -1.893917726 -1.660850454 1.235448817 1.395848509
+[226] -8.352631627 0.661067847 -10.045949778 1.301830099 1.184362514
+[231] -2.365111887 -19.375622882 0.787353636 -1.284525224 -1.465763628
+[236] 1.487875678 -2.800629638 0.974747012 -3.893986259 -1.347791384
+[241] -1.715161311 1.344923130 -2.191660590 0.729214728 -4.251170941
+[246] -15.846996489 0.963319101 -2.045913223 -2.214253517 0.123732841
+[251] -1.130187683 -0.976720057 1.550396563 -0.114614937 -2.106725798
+[256] -3.543205014 -64.153096610 -1.674467836 -2.013424285 -2.506361843
+[261] 0.171864835 1.109748552 1.058702426 0.607026838 0.841762192
+[266] 1.600486017 -0.341279447 1.218882366 -1.075804146 -3.976274166
+[271] 1.462331510 -2.327053523 1.443964144 -70.883566817 -0.662165420
+[276] -1.690102935 -50.916636504 -3.285496238 1.214680711 1.243536650
+[281] -0.209042356 -1.987493543 0.412999360 -3.236351739 1.359980628
+[286] -1.527350949 1.444523027 -2.321816594 -2.549388281 0.552707478
+[291] 1.307238920 1.553288676 -2.277551572 -4.393119872 1.180012547
+[296] -1.006935254 -0.716277972 -0.594563456 -2.172846043 -1.984262894
+>
+>
+>
+> cleanEx()
+> nameEx("BiCopDeriv2")
+> ### * BiCopDeriv2
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: BiCopDeriv2
+> ### Title: Second derivatives of a bivariate copula density
+> ### Aliases: BiCopDeriv2
+>
+> ### ** Examples
+>
+> # simulate from a bivariate t-copula
+> simdata = BiCopSim(300,2,-0.7,par2=4)
+>
+> # second derivative of the bivariate t-copula with respect to the first parameter
+> u1 = simdata[,1]
+> u2 = simdata[,2]
+> BiCopDeriv2(u1,u2,2,-0.7,par2=4, deriv="par")
+ [1] 2.4126542 -6.6825108 -6.3560370 -13.7227857 -9.1816929
+ [6] -7.0908205 13.7290309 10.7473379 1.2577657 2.6630769
+ [11] 45.1413216 -5.6405356 3.4557714 -38.1175487 23.8842516
+ [16] 10.4429381 -3.4900896 -4.0350153 -5.2822373 14.4093322
+ [21] -2.3705610 6.3865847 -2.3729617 -8.3403632 -1.7953292
+ [26] -5.9126744 -0.8925703 -2.7198451 12.1687196 13.2898122
+ [31] 34.8767633 5.5283219 6.8140897 0.5179240 12.8722339
+ [36] -1.9694262 2.3857559 -7.1967954 19.9757800 -0.8634186
+ [41] 5.8194993 3.3938077 7.1423000 -5.1528390 -6.5129152
+ [46] -2.6078043 -6.5350832 -6.9423348 9.5969194 1.2028442
+ [51] 12.2097919 -5.3415160 2.3088684 6.2549771 -6.3055972
+ [56] -20.6839367 8.6985442 1.8900924 -7.2938766 9.6259884
+ [61] -15.8136161 -4.4191251 13.3567417 -1.6699869 15.6181921
+ [66] -8.2228638 49.6433734 -6.8637577 11.5149595 -10.1757433
+ [71] 5.7891358 -5.1789980 13.2930910 17.9367741 11.1038423
+ [76] 9.7799834 9.3298570 -3.7109533 -7.6361988 -5.8621277
+ [81] -7.0977482 0.3699164 18.6443999 -12.3991863 14.2560643
+ [86] -6.1678671 19.3905631 -7.4826160 -2.0968065 -6.4709585
+ [91] -6.1599241 7.7973748 19.3468978 -4.3365165 -3.1372378
+ [96] 14.3722621 -12.2920083 14.3064742 16.3602446 4.6174577
+[101] -5.8752261 2.9774240 11.4235543 -6.1721458 13.0711948
+[106] 24.5566247 -2.0566903 19.3946357 -3.4040873 46.5514372
+[111] -6.6975421 11.8752549 4.8264870 -1.9410271 -4.8470163
+[116] -6.5319545 11.8388787 8.7842751 8.5351932 10.8108849
+[121] 13.7383533 17.5443858 -3.4835638 -6.5227577 -7.3817498
+[126] -3.1497797 10.5288361 -7.0505394 10.7116425 -9.1255948
+[131] 6.4561544 6.1147706 -0.1415321 47.2160109 -2.1404643
+[136] -3.2675803 -5.8061782 -6.0783318 -6.6882969 0.2205718
+[141] 9.2056534 22.6513172 -5.4130890 -6.4797445 -8.6119575
+[146] -6.1626208 99.0525948 5.6320135 -4.5034060 -10.8423355
+[151] -8.2161180 11.7010068 -3.1354411 10.6979666 -7.4363695
+[156] -7.9862145 -7.0399481 10.7286487 -9.0056350 -19.8533850
+[161] 10.9014112 -0.7675042 -0.2967231 -7.3862615 9.1439497
+[166] 155.9358951 -1.0080337 -9.1237377 -5.7171014 -2.9464925
+[171] 269.9285276 10.3593989 8.7543815 -4.7214883 7.2427847
+[176] -6.7186224 15.3700517 124.6436795 -9.6978141 11.7143732
+[181] -7.6979536 20.5984504 -5.7257439 40.5312907 12.7734411
+[186] 12.0655708 42.4723521 4.4524000 -4.4733160 9.1906767
+[191] 12.1270553 -0.8568985 -5.9649734 -7.0021920 -23.9452815
+[196] -6.2800218 5.3513165 -3.9053336 10.6781184 -6.4459971
+[201] 0.4934674 -2.4424125 -13.7947217 2.6918629 -15.0437654
+[206] 179.5492436 -6.4095059 12.3367635 5.0010992 -6.3084576
+[211] 12.1575256 -3.7222823 6.9552673 -14.7678286 -5.2660209
+[216] -11.0043502 12.5483203 25.2705550 -12.1320323 -7.5170928
+[221] -16.7607915 9.6529562 5.9831467 -9.2588542 -1.5943981
+[226] 19.2252029 -5.8827620 41.3950758 -0.7504865 -8.7125535
+[231] 7.1471377 -182.3423219 -11.5964015 0.1386318 5.9833540
+[236] -6.7067508 14.3516973 -9.2066813 15.6816459 5.2243435
+[241] 1.1197675 -0.8486390 11.8796392 2.1755199 7.3798075
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/vinecopula -r 61
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