[Vinecopula-commits] r73 - in pkg: . man

[noreply at r-forge.r-project.org]

Author: tnagler
Date: 2015-01-19 17:40:37 +0100 (Mon, 19 Jan 2015)
New Revision: 73

Modified:
   pkg/
   pkg/man/pobs.Rd
Log:
add example for pobs()


Property changes on: pkg
___________________________________________________________________
Added: svn:ignore
   + .Rproj.user
.Rhistory
.RData
pkg.Rproj
.Rbuildignore


Modified: pkg/man/pobs.Rd
===================================================================
--- pkg/man/pobs.Rd	2015-01-19 11:17:55 UTC (rev 72)
+++ pkg/man/pobs.Rd	2015-01-19 16:40:37 UTC (rev 73)
@@ -41,6 +41,20 @@
 \examples{
 ## Simple definition of the function:
 pobs
+
+## simulate data from a multivariate normal distribution
+library(mvtnorm)
+set.seed(1)
+Sigma <- matrix(c(2, 1, -0.2, 1, 1, 0.3, -0.2, 0.3, 0.5), 3, 3)
+mu <- c(-3, 2, 1)
+dat <- rmvnorm(500, sigma = Sigma)
+pairs(dat)  # plot observations
+
+## compute pseudo-observations for copula inference
+udat <- pobs(dat)
+pairs(udat)
+# estimate vine copula model
+fit <- RVineStructureSelect(udat, familyset = c(1, 2))
 }