[Vinecopula-commits] r112 - in pkg: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Do Aug 6 20:06:25 CEST 2015
Author: tnagler
Date: 2015-08-06 20:06:24 +0200 (Thu, 06 Aug 2015)
New Revision: 112
Modified:
pkg/R/BiCopPar2Beta.r
pkg/man/BiCopCDF.Rd
pkg/man/BiCopDeriv.Rd
pkg/man/BiCopDeriv2.Rd
pkg/man/BiCopHfunc.Rd
pkg/man/BiCopHfuncDeriv.Rd
pkg/man/BiCopHfuncDeriv2.Rd
pkg/man/BiCopHinv.Rd
pkg/man/BiCopPDF.Rd
pkg/man/BiCopPar2Beta.Rd
pkg/man/BiCopPar2TailDep.Rd
pkg/man/BiCopPar2Tau.Rd
pkg/man/BiCopSim.Rd
pkg/man/BiCopTau2Par.Rd
Log:
update manual files (see previous commit)
Modified: pkg/R/BiCopPar2Beta.r
===================================================================
--- pkg/R/BiCopPar2Beta.r 2015-08-06 15:23:55 UTC (rev 111)
+++ pkg/R/BiCopPar2Beta.r 2015-08-06 18:06:24 UTC (rev 112)
@@ -1,4 +1,4 @@
-BiCopPar2Beta <- function(family, par, par2 = 0, obj = NULL) {
+BiCopPar2Beta <- function(family, par, par2 = 0, obj = NULL, check.pars = TRUE) {
## extract family and parameters if BiCop object is provided
if (missing(family))
family <- NA
@@ -21,5 +21,11 @@
stop("Input lengths don't match")
## calculate beta
- 4 * BiCopCDF(rep(0.5, n), rep(0.5, n), family, par, par2) - 1
+ Cuv <- BiCopCDF(rep(0.5, n),
+ rep(0.5, n),
+ family,
+ par,
+ par2,
+ check.pars = check.pars)
+ 4 * Cuv - 1
}
\ No newline at end of file
Modified: pkg/man/BiCopCDF.Rd
===================================================================
--- pkg/man/BiCopCDF.Rd 2015-08-06 15:23:55 UTC (rev 111)
+++ pkg/man/BiCopCDF.Rd 2015-08-06 18:06:24 UTC (rev 112)
@@ -8,12 +8,12 @@
}
\usage{
-BiCopCDF(u1, u2, family, par, par2 = 0, obj = NULL)
+BiCopCDF(u1, u2, family, par, par2 = 0, obj = NULL, check.pars = TRUE)
}
\arguments{
- \item{u1,u2}{Numeric vectors of equal length with values in [0,1].}
- \item{family}{An integer defining the bivariate copula family: \cr
+ \item{u1,u2}{numeric vectors of equal length with values in [0,1].}
+ \item{family}{integer; single number or vector of size \code{length(u1)}; defines the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
\code{3} = Clayton copula \cr
@@ -54,14 +54,20 @@
\code{224} = rotated Tawn type 2 copula (90 degrees) \cr
\code{234} = rotated Tawn type 2 copula (270 degrees) \cr
}
- \item{par}{Copula parameter.}
- \item{par2}{Second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default: \code{par2 = 0}). \code{par2} should be an positive integer for the Students's t copula \code{family = 2}.}
+ \item{par}{numeric; single number or vector of size \code{length(u1)}; copula parameter.}
+ \item{par2}{numeric; single number or vector of size \code{length(u1)}; second parameter for bivariate copulas with two parameters (BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default: \code{par2 = 0}).}
\item{obj}{\code{BiCop} object containing the family and parameter specification.}
+ \item{check.pars}{logical; default is \code{TRUE}; if \code{FALSE}, checks for family/parameter-consistency are ommited (should only be used with care).}
}
\value{
-A numeric vector of the bivariate copula distribution function evaluated at \code{u1} and \code{u2}.
+A numeric vector of the bivariate copula distribution function
+\itemize{
+ \item{of the copula \code{family}}
+ \item{with parameter(s) \code{par}, \code{par2}}
+ \item{evaluated at \code{u1} and \code{u2}.}
}
+}
\details{
If the family and parameter specification is stored in a \code{\link{BiCop}} object \code{obj}, the alternative version \cr
Modified: pkg/man/BiCopDeriv.Rd
===================================================================
--- pkg/man/BiCopDeriv.Rd 2015-08-06 15:23:55 UTC (rev 111)
+++ pkg/man/BiCopDeriv.Rd 2015-08-06 18:06:24 UTC (rev 112)
@@ -8,12 +8,13 @@
}
\usage{
-BiCopDeriv(u1, u2, family, par, par2 = 0, deriv = "par", log = FALSE, obj = NULL)
+BiCopDeriv(u1, u2, family, par, par2 = 0, deriv = "par",
+ log = FALSE, obj = NULL, check.pars = TRUE)
}
\arguments{
- \item{u1,u2}{Numeric vectors of equal length with values in [0,1].}
- \item{family}{An integer defining the bivariate copula family: \cr
+ \item{u1,u2}{numeric vectors of equal length with values in [0,1].}
+ \item{family}{integer; single number or vector of size \code{length(u1)}; defines the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
\code{2} = Student t copula (t-copula) \cr
@@ -31,8 +32,8 @@
\code{34} = rotated Gumbel copula (270 degrees) \cr
\code{36} = rotated Joe copula (270 degrees) \cr
}
- \item{par}{Copula parameter.}
- \item{par2}{Second parameter for bivariate t-copula; default: \code{par2 = 0}.}
+ \item{par}{numeric; single number or vector of size \code{length(u1)}; copula parameter.}
+ \item{par2}{integer; single number or vector of size \code{length(u1)}; second parameter for the t-Copula; default is \code{par2 = 0}, should be an positive integer for the Students's t copula \code{family = 2}.}
\item{deriv}{Derivative argument \cr
\code{"par"} = derivative with respect to the first parameter (default)\cr
\code{"par2"} = derivative with respect to the second parameter (only available for the t-copula) \cr
@@ -42,11 +43,18 @@
\item{log}{Logical; if \code{TRUE} than the derivative of the log-likelihood is returned (default: \code{log = FALSE};
only available for the derivatives with respect to the parameter(s) (\code{deriv = "par"} or \code{deriv = "par2"})).}
\item{obj}{\code{BiCop} object containing the family and parameter specification.}
+ \item{check.pars}{logical; default is \code{TRUE}; if \code{FALSE}, checks for family/parameter-consistency are ommited (should only be used with care).}
}
\value{
-A numeric vector of the bivariate copula derivative with respect to \code{deriv} evaluated at \code{u1} and \code{u2} with parameter(s) \code{par} and \code{par2}.
+A numeric vector of the bivariate copula derivative
+\itemize{
+ \item{of the copula \code{family}}
+ \item{with parameter(s) \code{par}, \code{par2}}
+ \item{with respect to \code{deriv}}
+ \item{evaluated at \code{u1} and \code{u2}.}
}
+}
\details{
If the family and parameter specification is stored in a \code{\link{BiCop}} object \code{obj}, the alternative version \cr
Modified: pkg/man/BiCopDeriv2.Rd
===================================================================
--- pkg/man/BiCopDeriv2.Rd 2015-08-06 15:23:55 UTC (rev 111)
+++ pkg/man/BiCopDeriv2.Rd 2015-08-06 18:06:24 UTC (rev 112)
@@ -8,12 +8,12 @@
}
\usage{
-BiCopDeriv2(u1, u2, family, par, par2 = 0, deriv = "par", obj = NULL)
+BiCopDeriv2(u1, u2, family, par, par2 = 0, deriv = "par", obj = NULL, check.pars = TRUE)
}
\arguments{
- \item{u1,u2}{Numeric vectors of equal length with values in [0,1].}
- \item{family}{An integer defining the bivariate copula family: \cr
+ \item{u1,u2}{numeric vectors of equal length with values in [0,1].}
+ \item{family}{integer; single number or vector of size \code{length(u1)}; defines the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
\code{2} = Student t copula (t-copula) \cr
@@ -32,7 +32,7 @@
\code{36} = rotated Joe copula (270 degrees) \cr
}
\item{par}{Copula parameter.}
- \item{par2}{Second parameter for bivariate t-copula; default: \code{par2 = 0}.}
+ \item{par2}{integer; single number or vector of size \code{length(u1)}; second parameter for the t-Copula; default is \code{par2 = 0}, should be an positive integer for the Students's t copula \code{family = 2}.}
\item{deriv}{Derivative argument \cr
\code{"par"} = second derivative with respect to the first parameter (default)\cr
\code{"par2"} = second derivative with respect to the second parameter (only available for the t-copula) \cr
@@ -45,11 +45,19 @@
\code{"par2u2"} = second derivative with respect to the second parameter and the second argument (only available for the t-copula) \cr
}
\item{obj}{\code{BiCop} object containing the family and parameter specification.}
+ \item{check.pars}{logical; default is \code{TRUE}; if \code{FALSE}, checks for family/parameter-consistency are ommited (should only be used with care).}
+
}
\value{
-A numeric vector of the second bivariate copula derivative with respect to \code{deriv} evaluated at \code{u1} and \code{u2} with parameter(s) \code{par} and \code{par2}.
+A numeric vector of the second-order bivariate copula derivative
+\itemize{
+ \item{of the copula \code{family}}
+ \item{with parameter(s) \code{par}, \code{par2}}
+ \item{with respect to \code{deriv}}
+ \item{evaluated at \code{u1} and \code{u2}.}
}
+}
\details{
Modified: pkg/man/BiCopHfunc.Rd
===================================================================
--- pkg/man/BiCopHfunc.Rd 2015-08-06 15:23:55 UTC (rev 111)
+++ pkg/man/BiCopHfunc.Rd 2015-08-06 18:06:24 UTC (rev 112)
@@ -8,12 +8,12 @@
}
\usage{
-BiCopHfunc(u1, u2, family, par, par2 = 0, obj = NULL)
+BiCopHfunc(u1, u2, family, par, par2 = 0, obj = NULL, check.pars = TRUE)
}
\arguments{
- \item{u1, u2}{Numeric vectors of equal length with values in [0,1].}
- \item{family}{An integer defining the bivariate copula family: \cr
+ \item{u1,u2}{numeric vectors of equal length with values in [0,1].}
+ \item{family}{integer; single number or vector of size \code{length(u1)}; defines the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
\code{2} = Student t copula (t-copula) \cr
@@ -55,10 +55,10 @@
\code{224} = rotated Tawn type 2 copula (90 degrees) \cr
\code{234} = rotated Tawn type 2 copula (270 degrees) \cr
}
- \item{par}{Copula parameter.}
- \item{par2}{Second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default: \code{par2 = 0}).}
+ \item{par}{numeric; single number or vector of size \code{length(u1)}; copula parameter.}
+ \item{par2}{numeric; single number or vector of size \code{length(u1)}; second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default: \code{par2 = 0}). \code{par2} should be an positive integer for the Students's t copula \code{family = 2}.}
\item{obj}{\code{BiCop} object containing the family and parameter specification.}
-
+\item{check.pars}{logical; default is \code{TRUE}; if \code{FALSE}, checks for family/parameter-consistency are ommited (should only be used with care).}
}
\details{
@@ -71,8 +71,8 @@
\partial C(u,v) / \partial v,
}
where \eqn{C} is a bivariate copula distribution function with parameter(s) \eqn{\boldsymbol{\theta}}{\theta}.
-For more details see Aas et al. (2009).
-\cr \cr
+For more details see Aas et al. (2009). \cr \cr
+
If the family and parameter specification is stored in a \code{\link{BiCop}} object \code{obj}, the alternative version \cr
\preformatted{BiCopHfunc(u1, u2, obj)}
can be used.
@@ -80,8 +80,8 @@
\value{
-\item{hfunc1}{Numeric vector of the conditional distribution function (h-function) evaluated at \code{u2} given \code{u1}, i.e., \eqn{h(\code{u2}|\code{u1},\boldsymbol{\theta})}{h(u2|u1,\theta)}.}
-\item{hfunc2}{Numeric vector of the conditional distribution function (h-function) evaluated at \code{u1} given \code{u2}, i.e., \eqn{h(\code{u1}|\code{u2},\boldsymbol{\theta})}{h(u1|u2,\theta)}.}
+\item{hfunc1}{Numeric vector of the conditional distribution function (h-function) of the copula \code{family} with parameter(s) \code{par}, \code{par2} evaluated at \code{u2} given \code{u1}, i.e., \eqn{h(\code{u2}|\code{u1},\boldsymbol{\theta})}{h(u2|u1,\theta)}.}
+\item{hfunc2}{Numeric vector of the conditional distribution function (h-function) of the copula \code{family} with parameter(s) \code{par}, \code{par2} evaluated at \code{u1} given \code{u2}, i.e., \eqn{h(\code{u1}|\code{u2},\boldsymbol{\theta})}{h(u1|u2,\theta)}.}
}
\references{
Modified: pkg/man/BiCopHfuncDeriv.Rd
===================================================================
--- pkg/man/BiCopHfuncDeriv.Rd 2015-08-06 15:23:55 UTC (rev 111)
+++ pkg/man/BiCopHfuncDeriv.Rd 2015-08-06 18:06:24 UTC (rev 112)
@@ -8,12 +8,13 @@
}
\usage{
-BiCopHfuncDeriv(u1, u2, family, par, par2 = 0, deriv = "par", obj = NULL)
+BiCopHfuncDeriv(u1, u2, family, par, par2 = 0, deriv = "par",
+ obj = NULL, check.pars = TRUE)
}
\arguments{
- \item{u1, u2}{Numeric vectors of equal length with values in [0,1].}
- \item{family}{An integer defining the bivariate copula family: \cr
+ \item{u1,u2}{numeric vectors of equal length with values in [0,1].}
+ \item{family}{integer; single number or vector of size \code{length(u1)}; defines the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
\code{2} = Student t copula (t-copula) \cr
@@ -31,19 +32,26 @@
\code{34} = rotated Gumbel copula (270 degrees) \cr
\code{36} = rotated Joe copula (270 degrees) \cr
}
- \item{par}{Copula parameter.}
- \item{par2}{Second parameter for bivariate t-copula; default: \code{par2 = 0}.}
+ \item{par}{numeric; single number or vector of size \code{length(u1)}; copula parameter.}
+ \item{par2}{integer; single number or vector of size \code{length(u1)}; second parameter for the t-Copula; default is \code{par2 = 0}, should be an positive integer for the Students's t copula \code{family = 2}.}
\item{deriv}{Derivative argument \cr
\code{"par"} = derivative with respect to the first parameter (default)\cr
\code{"par2"} = derivative with respect to the second parameter (only available for the t-copula) \cr
\code{"u2"} = derivative with respect to the second argument \code{u2} \cr
}
\item{obj}{\code{BiCop} object containing the family and parameter specification.}
+ \item{check.pars}{logical; default is \code{TRUE}; if \code{FALSE}, checks for family/parameter-consistency are ommited (should only be used with care).}
}
\value{
-A numeric vector of the conditional bivariate copula derivative with respect to \code{deriv} evaluated at \code{u1} and \code{u2} with parameter(s) \code{par} and \code{par2}.
+A numeric vector of the conditional bivariate copula derivative
+\itemize{
+ \item{of the copula \code{family}}
+ \item{with parameter(s) \code{par}, \code{par2}}
+ \item{with respect to \code{deriv}}
+ \item{evaluated at \code{u1} and \code{u2}.}
}
+}
\details{
If the family and parameter specification is stored in a \code{\link{BiCop}} object \code{obj}, the alternative version \cr
Modified: pkg/man/BiCopHfuncDeriv2.Rd
===================================================================
--- pkg/man/BiCopHfuncDeriv2.Rd 2015-08-06 15:23:55 UTC (rev 111)
+++ pkg/man/BiCopHfuncDeriv2.Rd 2015-08-06 18:06:24 UTC (rev 112)
@@ -8,12 +8,13 @@
}
\usage{
-BiCopHfuncDeriv2(u1, u2, family, par, par2 = 0, deriv = "par", obj = NULL)
+BiCopHfuncDeriv2(u1, u2, family, par, par2 = 0, deriv = "par",
+ obj = NULL, check.pars = TRUE)
}
\arguments{
- \item{u1, u2}{Numeric vectors of equal length with values in [0,1].}
- \item{family}{An integer defining the bivariate copula family: \cr
+ \item{u1,u2}{numeric vectors of equal length with values in [0,1].}
+ \item{family}{integer; single number or vector of size \code{length(u1)}; defines the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
\code{2} = Student t copula (t-copula) \cr
@@ -31,8 +32,8 @@
\code{34} = rotated Gumbel copula (270 degrees) \cr
\code{36} = rotated Joe copula (270 degrees) \cr
}
- \item{par}{Copula parameter.}
- \item{par2}{Second parameter for bivariate t-copula; default: \code{par2 = 0}.}
+ \item{par}{numeric; single number or vector of size \code{length(u1)}; copula parameter.}
+ \item{par2}{integer; single number or vector of size \code{length(u1)}; second parameter for the t-Copula; default is \code{par2 = 0}, should be an positive integer for the Students's t copula \code{family = 2}.}
\item{deriv}{Derivative argument \cr
\code{"par"} = second derivative with respect to the first parameter (default)\cr
\code{"par2"} = second derivative with respect to the second parameter (only available for the t-copula) \cr
@@ -42,11 +43,19 @@
\code{"par2u2"} = second derivative with respect to the second parameter and the second argument (only available for the t-copula) \cr
}
\item{obj}{\code{BiCop} object containing the family and parameter specification.}
+ \item{check.pars}{logical; default is \code{TRUE}; if \code{FALSE}, checks for family/parameter-consistency are ommited (should only be used with care).}
+
}
\value{
-A numeric vector of the second conditional bivariate copula derivative with respect to \code{deriv} evaluated at \code{u1} and \code{u2} with parameter(s) \code{par} and \code{par2}.
+A numeric vector of the second-order conditional bivariate copula derivative
+\itemize{
+ \item{of the copula \code{family}}
+ \item{with parameter(s) \code{par}, \code{par2}}
+ \item{with respect to \code{deriv}}
+ \item{evaluated at \code{u1} and \code{u2}.}
}
+}
\details{
If the family and parameter specification is stored in a \code{\link{BiCop}} object \code{obj}, the alternative version \cr
Modified: pkg/man/BiCopHinv.Rd
===================================================================
--- pkg/man/BiCopHinv.Rd 2015-08-06 15:23:55 UTC (rev 111)
+++ pkg/man/BiCopHinv.Rd 2015-08-06 18:06:24 UTC (rev 112)
@@ -8,12 +8,12 @@
}
\usage{
-BiCopHinv(u1, u2, family, par, par2 = 0, obj = NULL)
+BiCopHinv(u1, u2, family, par, par2 = 0, obj = NULL, check.pars = TRUE)
}
\arguments{
- \item{u1, u2}{Numeric vectors of equal length with values in [0,1].}
- \item{family}{An integer defining the bivariate copula family: \cr
+ \item{u1,u2}{numeric vectors of equal length with values in [0,1].}
+ \item{family}{integer; single number or vector of size \code{length(u1)}; defines the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
\code{2} = Student t copula (t-copula) \cr
@@ -55,10 +55,10 @@
\code{224} = rotated Tawn type 2 copula (90 degrees) \cr
\code{234} = rotated Tawn type 2 copula (270 degrees) \cr
}
- \item{par}{Copula parameter.}
- \item{par2}{Second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default: \code{par2 = 0}).}
+ \item{par}{numeric; single number or vector of size \code{length(u1)}; copula parameter.}
+ \item{par2}{numeric; single number or vector of size \code{length(u1)}; second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default: \code{par2 = 0}). \code{par2} should be an positive integer for the Students's t copula \code{family = 2}.}
\item{obj}{\code{BiCop} object containing the family and parameter specification.}
-
+ \item{check.pars}{logical; default is \code{TRUE}; if \code{FALSE}, checks for family/parameter-consistency are ommited (should only be used with care).}
}
\details{
@@ -73,6 +73,7 @@
where \eqn{C} is a bivariate copula distribution function with parameter(s) \eqn{\boldsymbol{\theta}}{\theta}.
For more details see Aas et al. (2009).
\cr \cr
+
If the family and parameter specification is stored in a \code{\link{BiCop}} object \code{obj}, the alternative version \cr
\preformatted{BiCopHinv(u1, u2, obj)}
can be used.
@@ -80,8 +81,8 @@
\value{
-\item{hinv1}{Numeric vector of the inverse conditional distribution function (h-function) evaluated at \code{u2} given \code{u1}, i.e., \eqn{h^{-1}(\code{u2}|\code{u1},\boldsymbol{\theta})}{h^{-1}(u2|u1,\theta)}.}
-\item{hinv2}{Numeric vector of the inverse conditional distribution function (h-function) evaluated at \code{u1} given \code{u2}, i.e., \eqn{h^{-1}(\code{u1}|\code{u2},\boldsymbol{\theta})}{h^{-1}(u1|u2,\theta)}.}
+\item{hinv1}{Numeric vector of the inverse conditional distribution function (inverse h-function) of the copula \code{family} with parameter(s) \code{par}, \code{par2} evaluated at \code{u2} given \code{u1}, i.e., \eqn{h^{-1}(\code{u2}|\code{u1},\boldsymbol{\theta})}{h^{-1}(u2|u1,\theta)}.}
+\item{hinv2}{Numeric vector of the inverse conditional distribution function (inverse h-function) of the copula \code{family} with parameter(s) \code{par}, \code{par2}evaluated at \code{u1} given \code{u2}, i.e., \eqn{h^{-1}(\code{u1}|\code{u2},\boldsymbol{\theta})}{h^{-1}(u1|u2,\theta)}.}
}
\references{
Modified: pkg/man/BiCopPDF.Rd
===================================================================
--- pkg/man/BiCopPDF.Rd 2015-08-06 15:23:55 UTC (rev 111)
+++ pkg/man/BiCopPDF.Rd 2015-08-06 18:06:24 UTC (rev 112)
@@ -8,12 +8,12 @@
}
\usage{
-BiCopPDF(u1, u2, family, par, par2 = 0, obj = NULL)
+BiCopPDF(u1, u2, family, par, par2 = 0, obj = NULL, check.pars = TRUE)
}
\arguments{
- \item{u1, u2}{Numeric vectors of equal length with values in [0,1].}
- \item{family}{An integer defining the bivariate copula family: \cr
+ \item{u1,u2}{numeric vectors of equal length with values in [0,1].}
+ \item{family}{integer; single number or vector of size \code{length(u1)}; defines the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
\code{2} = Student t copula (t-copula) \cr
@@ -21,7 +21,7 @@
\code{4} = Gumbel copula \cr
\code{5} = Frank copula \cr
\code{6} = Joe copula \cr
- \code{7} = BB1 copula \cr
+ \code{7} = BB1 copula \cr/
\code{8} = BB6 copula \cr
\code{9} = BB7 copula \cr
\code{10} = BB8 copula \cr
@@ -55,14 +55,20 @@
\code{224} = rotated Tawn type 2 copula (90 degrees) \cr
\code{234} = rotated Tawn type 2 copula (270 degrees) \cr
}
- \item{par}{Copula parameter.}
- \item{par2}{Second parameter for the two parameter t-, BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: \code{par2 = 0}).}
+ \item{par}{numeric; single number or vector of size \code{length(u1)}; copula parameter.}
+ \item{par2}{numeric; single number or vector of size \code{length(u1)}; second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default: \code{par2 = 0}). \code{par2} should be an positive integer for the Students's t copula \code{family = 2}.}
\item{obj}{\code{BiCop} object containing the family and parameter specification.}
+\item{check.pars}{logical; default is \code{TRUE}; if \code{FALSE}, checks for family/parameter-consistency are ommited (should only be used with care).}
}
\value{
-A numeric vector of the bivariate copula density evaluated at \code{u1} and \code{u2}.
+A numeric vector of the bivariate copula density
+\itemize{
+ \item{of the copula \code{family}}
+ \item{with parameter(s) \code{par}, \code{par2}}
+ \item{evaluated at \code{u1} and \code{u2}.}
}
+}
\details{
If the family and parameter specification is stored in a \code{\link{BiCop}} object \code{obj}, the alternative version \cr
Modified: pkg/man/BiCopPar2Beta.Rd
===================================================================
--- pkg/man/BiCopPar2Beta.Rd 2015-08-06 15:23:55 UTC (rev 111)
+++ pkg/man/BiCopPar2Beta.Rd 2015-08-06 18:06:24 UTC (rev 112)
@@ -8,11 +8,11 @@
}
\usage{
-BiCopPar2Beta(family, par, par2 = 0, obj = NULL)
+BiCopPar2Beta(family, par, par2 = 0, obj = NULL, check.pars = TRUE)
}
\arguments{
- \item{family}{An integer defining the bivariate copula family:\cr
+ \item{family}{integer; single number or vector of size \code{m}; defines the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
\code{3} = Clayton copula \cr
@@ -54,14 +54,15 @@
\code{234} = rotated Tawn type 2 copula (270 degrees) \cr
Note that the Student's t-copula is not allowed since the CDF of the t-copula is not implemented (see \code{\link{BiCopCDF}}).
}
- \item{par}{Copula parameter.}
- \item{par2}{Second parameter for the two parameter BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: \code{par2 = 0}).}
+ \item{par}{numeric; single number or vector of size \code{m}; copula parameter.}
+ \item{par2}{numeric; single number or vector of size \code{m}; second parameter for the two parameter BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: \code{par2 = 0}).}
\item{obj}{\code{BiCop} object containing the family and parameter specification.}
+ \item{check.pars}{logical; default is \code{TRUE}; if \code{FALSE}, checks for family/parameter-consistency are ommited (should only be used with care).}
}
\value{
-Theoretical value of Blomqvist's beta corresponding to the bivariate copula family and parameter(s)
+Theoretical value of Blomqvist's beta corresponding to the bivariate copula \code{family} and parameter(s) \code{par}, \code{par2}.
}
\details{
@@ -70,6 +71,10 @@
can be used.
}
+\note{
+The number \code{m} can be chosen arbitrarily.
+}
+
\author{Ulf Schepsmeier}
\references{
Modified: pkg/man/BiCopPar2TailDep.Rd
===================================================================
--- pkg/man/BiCopPar2TailDep.Rd 2015-08-06 15:23:55 UTC (rev 111)
+++ pkg/man/BiCopPar2TailDep.Rd 2015-08-06 18:06:24 UTC (rev 112)
@@ -8,11 +8,11 @@
}
\usage{
-BiCopPar2TailDep(family, par, par2 = 0, obj = NULL)
+BiCopPar2TailDep(family, par, par2 = 0, obj = NULL, check.pars = TRUE)
}
\arguments{
- \item{family}{An integer defining the bivariate copula family:\cr
+ \item{family}{integer; single number or vector of size \code{m}; defines the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
\code{2} = Student t copula (t-copula) \cr
@@ -54,20 +54,22 @@
\code{224} = rotated Tawn type 2 copula (90 degrees) \cr
\code{234} = rotated Tawn type 2 copula (270 degrees) \cr
}
- \item{par}{Copula parameter.}
- \item{par2}{Second parameter for the two parameter t-, BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: \code{par2 = 0}).}
+ \item{par}{numeric; single number or vector of size \code{m}; copula parameter.}
+ \item{par2}{numeric; single number or vector of size \code{m}; second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default: \code{par2 = 0}). \code{par2} should be an positive integer for the Students's t copula \code{family = 2}.}
\item{obj}{\code{BiCop} object containing the family and parameter specification.}
+ \item{check.pars}{logical; default is \code{TRUE}; if \code{FALSE}, checks for family/parameter-consistency are ommited (should only be used with care).}
+
}
\value{
- \item{lower}{Lower tail dependence coefficient of the given bivariate copula family \eqn{C}:
+ \item{lower}{Lower tail dependence coefficient for the given bivariate copula \code{family} and parameter(s) \code{par}, \code{par2}:
\deqn{
\lambda_L = \lim_{u\searrow 0}\frac{C(u,u)}{u}
}{
\lambda_L = lim_{u->0} C(u,u)/u
}
}
- \item{upper}{Upper tail dependence coefficient of the given bivariate copula family \eqn{C}:
+ \item{upper}{Upper tail dependence coefficient for the given bivariate copula family \code{family} and parameter(s) \code{par}, \code{par2}:
\deqn{
\lambda_U = \lim_{u\nearrow 1}\frac{1-2u+C(u,u)}{1-u}
}{
@@ -117,6 +119,10 @@
}
+\note{
+The number \code{m} can be chosen arbitrarily.
+}
+
\author{Eike Brechmann}
\references{
Modified: pkg/man/BiCopPar2Tau.Rd
===================================================================
--- pkg/man/BiCopPar2Tau.Rd 2015-08-06 15:23:55 UTC (rev 111)
+++ pkg/man/BiCopPar2Tau.Rd 2015-08-06 18:06:24 UTC (rev 112)
@@ -8,11 +8,11 @@
}
\usage{
-BiCopPar2Tau(family, par, par2 = 0, obj = NULL)
+BiCopPar2Tau(family, par, par2 = 0, obj = NULL, check.pars = TRUE)
}
\arguments{
- \item{family}{An integer defining the bivariate copula family:\cr
+ \item{family}{integer; single number or vector of size \code{m}; defines the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
\code{2} = Student t copula (t-copula) \cr
@@ -54,11 +54,12 @@
\code{224} = rotated Tawn type 2 copula (90 degrees) \cr
\code{234} = rotated Tawn type 2 copula (270 degrees) \cr
}
- \item{par}{Copula parameter (vector).}
- \item{par2}{Second parameter (vector of same length as \code{par}) for the two parameter t-, BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: \code{par2 = 0}).
+ \item{par}{numeric; single number or vector of size \code{m}; copula parameter.}
+ \item{par2}{numeric; single number or vector of size \code{m}; second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default: \code{par2 = 0}).
Note that the degrees of freedom parameter of the t-copula does not need to be set,
because the theoretical Kendall's tau value of the t-copula is independent of this choice.}
\item{obj}{\code{BiCop} object containing the family and parameter specification.}
+ \item{check.pars}{logical; default is \code{TRUE}; if \code{FALSE}, checks for family/parameter-consistency are ommited (should only be used with care).}
}
\details{
@@ -67,10 +68,12 @@
can be used.
}
+\note{
+The number \code{m} can be chosen arbitrarily.
+}
+
\value{
-Theoretical value of Kendall's tau (vector) corresponding to the bivariate copula family and parameter(vectors)
-(\eqn{\theta} for one parameter families and the first parameter of the t-copula,
-\eqn{\theta} and \eqn{\delta} for the two parameter BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas).
+Theoretical value of Kendall's tau (vector) corresponding to the bivariate copula \code{family} and parameter vector \eqn{(\theta, \delta) =} \code{(par, par2)}.
\tabular{ll}{
No. (\code{family}) \tab Kendall's tau (\code{tau}) \cr
\code{1, 2} \tab \eqn{\frac{2}{\pi}\arcsin(\theta)}{2 / \pi arcsin(\theta)} \cr
Modified: pkg/man/BiCopSim.Rd
===================================================================
--- pkg/man/BiCopSim.Rd 2015-08-06 15:23:55 UTC (rev 111)
+++ pkg/man/BiCopSim.Rd 2015-08-06 18:06:24 UTC (rev 112)
@@ -8,12 +8,12 @@
}
\usage{
-BiCopSim(N, family, par, par2 = 0, obj = NULL)
+BiCopSim(N, family, par, par2 = 0, obj = NULL, check.pars = TRUE)
}
\arguments{
\item{N}{Number of bivariate observations simulated.}
- \item{family}{An integer defining the bivariate copula family: \cr
+ \item{family}{integer; single number or vector of size \code{N}; defines the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
\code{2} = Student t copula (t-copula) \cr
@@ -55,13 +55,14 @@
\code{224} = rotated Tawn type 2 copula (90 degrees) \cr
\code{234} = rotated Tawn type 2 copula (270 degrees) \cr
}
- \item{par}{Copula parameter.}
- \item{par2}{Second parameter for the two parameter BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: \code{par2 = 0}).}
+ \item{par}{numeric; single number or vector of size \code{N}; copula parameter.}
+ \item{par2}{numeric; single number or vector of size \code{N}; second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default: \code{par2 = 0}). \code{par2} should be an positive integer for the Students's t copula \code{family = 2}.}
\item{obj}{\code{BiCop} object containing the family and parameter specification.}
+\item{check.pars}{logical; default is \code{TRUE}; if \code{FALSE}, checks for family/parameter-consistency are ommited (should only be used with care).}
}
\value{
-An \code{N} x 2 matrix of data simulated from the bivariate copula.
+An \code{N} x 2 matrix of data simulated from the bivariate copula with \code{family} and parameter(s) \code{par}, \code{par2}.
}
\details{
Modified: pkg/man/BiCopTau2Par.Rd
===================================================================
--- pkg/man/BiCopTau2Par.Rd 2015-08-06 15:23:55 UTC (rev 111)
+++ pkg/man/BiCopTau2Par.Rd 2015-08-06 18:06:24 UTC (rev 112)
@@ -12,7 +12,7 @@
}
\arguments{
- \item{family}{An integer defining the bivariate copula family:\cr
+ \item{family}{integer; single number or vector of size \code{m}; defines the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
\code{2} = Student t copula (Here only the first parameter can be computed) \cr
@@ -30,7 +30,7 @@
\code{34} = rotated Gumbel copula (270 degrees) \cr
\code{36} = rotated Joe copula (270 degrees)\cr
Note that (with exception of the t-copula) two parameter bivariate copula families cannot be used.}
- \item{tau}{Kendall's tau value (vector with elements in [-1,1]).}
+ \item{tau}{numeric; single number or vector of size \code{m}; Kendall's tau value (vector with elements in [-1,1]).}
}
\value{
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