From noreply at r-forge.r-project.org Fri Nov 21 17:37:24 2014 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 21 Nov 2014 17:37:24 +0100 (CET) Subject: [Vinecopula-commits] r70 - in pkg: R inst Message-ID: <20141121163724.5ED701877A6@r-forge.r-project.org> Author: ulf Date: 2014-11-21 17:37:23 +0100 (Fri, 21 Nov 2014) New Revision: 70 Modified: pkg/R/BiCopSelect.r pkg/R/gof_PIT.r pkg/inst/ChangeLog Log: Bug fix Modified: pkg/R/BiCopSelect.r =================================================================== --- pkg/R/BiCopSelect.r 2014-10-28 09:49:10 UTC (rev 69) +++ pkg/R/BiCopSelect.r 2014-11-21 16:37:23 UTC (rev 70) @@ -240,7 +240,7 @@ optiout[[37]] = MLE_intern(cbind(data1,data2),start[[37]],37,weights=weights) if(optiout[[37]]$par[1] >= -0.1 | optiout[[37]]$par[2] >= -1.1){ if(optiout[[37]]$par[1] >= -0.1){ - todo[todo==37] = 24 + todo[todo==37] = 34 todo = unique(todo) }else if(optiout[[37]]$par[2] >= -1.1){ todo[todo==37] = 33 @@ -254,10 +254,10 @@ optiout[[38]] = MLE_intern(cbind(data1,data2),start[[38]],38,weights=weights) if(optiout[[38]]$par[1] >= -1.1 | optiout[[38]]$par[2] >= -1.1){ if(optiout[[38]]$par[1] >= -1.1){ - todo[todo==38] = 24 + todo[todo==38] = 34 todo = unique(todo) }else if(optiout[[38]]$par[2] >= -1.1){ - todo[todo==38] = 26 + todo[todo==38] = 36 todo = unique(todo) } optiout[[38]] = list() Modified: pkg/R/gof_PIT.r =================================================================== --- pkg/R/gof_PIT.r 2014-10-28 09:49:10 UTC (rev 69) +++ pkg/R/gof_PIT.r 2014-11-21 16:37:23 UTC (rev 70) @@ -105,8 +105,10 @@ { S[i]=sum(tmp[i,]) } - if(statisticName==1 && method==1) # Macht nur Sinn bei Breymann + if(statisticName==1 && method==1){ # Macht nur Sinn bei Breymann + require(ADGofTest) pvalue=ad.test(S,pchisq,df=d)$p.value + } else if(statisticName==2 && method==1) pvalue=ks.test(S,"pchisq",df=d)$p.value else Modified: pkg/inst/ChangeLog =================================================================== --- pkg/inst/ChangeLog 2014-10-28 09:49:10 UTC (rev 69) +++ pkg/inst/ChangeLog 2014-11-21 16:37:23 UTC (rev 70) @@ -12,6 +12,7 @@ * Bootstrap procedure for the PIT based and the ECP based test were incorrect. First, C starts to count at 0 not 1. This could result in zero entries in the bootstrapped data matrix. Second, forget to permute vdirect and vindirect according to the permutation of data. + * BiCopSelect: For the rotated BB7 and BB8 (family=37, 38) the limiting cases were incorrect for very small parameters (copy&paste error) (Reported by Radek Solnicky. Thanks!) Version 1.3 (March 26, 2014)