[spcopula-commits] r62 - in pkg: . R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Sep 12 13:37:40 CEST 2012
Author: ben_graeler
Date: 2012-09-12 13:37:40 +0200 (Wed, 12 Sep 2012)
New Revision: 62
Modified:
pkg/NAMESPACE
pkg/R/BB1copula.R
pkg/R/BB6copula.R
pkg/R/BB7copula.R
pkg/R/BB8copula.R
pkg/R/ClaytonGumbelCopula.R
pkg/R/JoeCopula.R
pkg/R/asCopula.R
pkg/R/cqsCopula.R
pkg/R/linkingCDVine.R
pkg/R/partialDerivatives.R
pkg/R/returnPeriods.R
pkg/R/spcopula.R
pkg/R/stcopula.R
pkg/R/vineCopulas.R
Log:
fixing some of the major changes in copula
Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE 2012-09-11 08:40:17 UTC (rev 61)
+++ pkg/NAMESPACE 2012-09-12 11:37:40 UTC (rev 62)
@@ -18,12 +18,12 @@
# general functions
export(rankTransform, dependencePlot, univScatter)
export(fitCopula)
-export(dducopula,ddvcopula)
-export(invdducopula, invddvcopula)
-export(qcopula_u)
+export(dduCopula,ddvCopula)
+export(invdduCopula, invddvCopula)
+export(qCopula_u)
export(genEmpCop)
-# tewaks
+# tweaks
export(setSizeLim)
# spatial
Modified: pkg/R/BB1copula.R
===================================================================
--- pkg/R/BB1copula.R 2012-09-11 08:40:17 UTC (rev 61)
+++ pkg/R/BB1copula.R 2012-09-12 11:37:40 UTC (rev 62)
@@ -29,25 +29,25 @@
# constructor
BB1Copula <- function (param) {
val <- 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, message = "BB1 copula family. Number 7 in CDVine.")
+ param.names = c("theta", "delta"), param.lowbnd = c(0, 1), param.upbnd = c(Inf, Inf), family=7, fullname = "BB1 copula family. Number 7 in CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("BB1Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","BB1Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("BB1Copula"), linkCDVine.CDF)
+setMethod("pCopula", signature("numeric","BB1Copula"), linkCDVine.CDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("BB1Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","BB1Copula"), linkCDVine.ddu)
# ddv
-setMethod("ddvcopula", signature("BB1Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","BB1Copula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("BB1Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","BB1Copula"), linkCDVine.r)
## kendall distribution/measure
kendall.BB1 <- function(copula, t){
@@ -77,25 +77,25 @@
# constructor
surBB1Copula <- function (param) {
- val <- 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, message = "Survival BB1 copula family. Number 17 in CDVine.")
+ val <- 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 CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("surBB1Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","surBB1Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("surBB1Copula"), linkCDVine.surCDF)
+setMethod("pCopula", signature("numeric","surBB1Copula"), linkCDVine.surCDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("surBB1Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","surBB1Copula"), linkCDVine.ddu)
# ddv
-setMethod("ddvcopula", signature("surBB1Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","surBB1Copula"), linkCDVine.ddv)
## random number generater ??
-setMethod("rcopula", signature("surBB1Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","surBB1Copula"), linkCDVine.r)
#######################
## BB1 copula 90 deg ##
@@ -124,25 +124,25 @@
# constructor
r90BB1Copula <- function (param) {
- val <- 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, message = "90 deg rotated BB1 copula family. Number 27 in CDVine.")
+ val <- 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 CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("r90BB1Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","r90BB1Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("r90BB1Copula"), linkCDVine.r90CDF)
+setMethod("pCopula", signature("numeric","r90BB1Copula"), linkCDVine.r90CDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("r90BB1Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","r90BB1Copula"), linkCDVine.ddu)
## ddv
-setMethod("ddvcopula", signature("r90BB1Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","r90BB1Copula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("r90BB1Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","r90BB1Copula"), linkCDVine.r)
########################
## BB1 copula 270 deg ##
@@ -156,22 +156,22 @@
# constructor
r270BB1Copula <- function (param) {
- val <- 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, message = "270 deg rotated BB1 copula family. Number 37 in CDVine.")
+ val <- 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 CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("r270BB1Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","r270BB1Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("r270BB1Copula"), linkCDVine.r270CDF)
+setMethod("pCopula", signature("numeric","r270BB1Copula"), linkCDVine.r270CDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("r270BB1Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","r270BB1Copula"), linkCDVine.ddu)
# ddv
-setMethod("ddvcopula", signature("r270BB1Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","r270BB1Copula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("r270BB1Copula"), linkCDVine.r)
\ No newline at end of file
+setMethod("rCopula", signature("numeric","r270BB1Copula"), linkCDVine.r)
\ No newline at end of file
Modified: pkg/R/BB6copula.R
===================================================================
--- pkg/R/BB6copula.R 2012-09-11 08:40:17 UTC (rev 61)
+++ pkg/R/BB6copula.R 2012-09-12 11:37:40 UTC (rev 62)
@@ -29,25 +29,25 @@
# constructor
BB6Copula <- function (param) {
val <- 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, message = "BB6 copula family. Number 8 in CDVine.")
+ param.names = c("theta", "delta"), param.lowbnd = c(1, 1), param.upbnd = c(Inf, Inf), family=8, fullname = "BB6 copula family. Number 8 in CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("BB6Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","BB6Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("BB6Copula"), linkCDVine.CDF)
+setMethod("pCopula", signature("numeric","BB6Copula"), linkCDVine.CDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("BB6Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","BB6Copula"), linkCDVine.ddu)
# ddv
-setMethod("ddvcopula", signature("BB6Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","BB6Copula"), linkCDVine.ddv)
## random number generater ??
-setMethod("rcopula", signature("BB6Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","BB6Copula"), linkCDVine.r)
## kendall distribution/measure, taken from CDVine:::obs.stat
kendall.BB6 <- function(copula, t){
@@ -78,26 +78,25 @@
# constructor
surBB6Copula <- function (param) {
- val <- 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, message = "Survival BB6 copula family. Number 18 in CDVine.")
+ val <- 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 CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("surBB6Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","surBB6Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("surBB6Copula"), linkCDVine.surCDF)
-# persp(surBB6Copula(c(5.329995,2.1201476)),dcopula,zlim=c(0,20))
+setMethod("pCopula", signature("numeric","surBB6Copula"), linkCDVine.surCDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("surBB6Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","surBB6Copula"), linkCDVine.ddu)
# ddv
-setMethod("ddvcopula", signature("surBB6Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","surBB6Copula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("surBB6Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","surBB6Copula"), linkCDVine.r)
#######################
## BB6 copula 90 deg ##
@@ -126,26 +125,26 @@
# constructor
r90BB6Copula <- function (param) {
- val <- 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, message = "90 deg rotated BB6 copula family. Number 28 in CDVine.")
+ val <- 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 CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("r90BB6Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","r90BB6Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("r90BB6Copula"), linkCDVine.r90CDF)
+setMethod("pCopula", signature("numeric","r90BB6Copula"), linkCDVine.r90CDF)
# persp(r90BB6Copula(c(-1.329995,-1.1201476)), pcopula)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("r90BB6Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","r90BB6Copula"), linkCDVine.ddu)
## ddv
-setMethod("ddvcopula", signature("r90BB6Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","r90BB6Copula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("r90BB6Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","r90BB6Copula"), linkCDVine.r)
# rcopula(r90BB6Copula(c(-5.329995,-1.1201476)),500)
#####################
@@ -160,23 +159,23 @@
# constructor
r270BB6Copula <- function (param) {
- val <- 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, message = "270 deg rotated BB6 copula family. Number 38 in CDVine.")
+ val <- 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 CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("r270BB6Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","r270BB6Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("r270BB6Copula"), linkCDVine.r270CDF)
+setMethod("pCopula", signature("numeric","r270BB6Copula"), linkCDVine.r270CDF)
# persp(r270BB6Copula(c(-5.329995,-1.1201476)), dcopula)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("r270BB6Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","r270BB6Copula"), linkCDVine.ddu)
# ddv
-setMethod("ddvcopula", signature("r270BB6Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","r270BB6Copula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("r270BB6Copula"), linkCDVine.r)
\ No newline at end of file
+setMethod("rCopula", signature("numeric","r270BB6Copula"), linkCDVine.r)
\ No newline at end of file
Modified: pkg/R/BB7copula.R
===================================================================
--- pkg/R/BB7copula.R 2012-09-11 08:40:17 UTC (rev 61)
+++ pkg/R/BB7copula.R 2012-09-12 11:37:40 UTC (rev 62)
@@ -29,25 +29,25 @@
# constructor
BB7Copula <- function (param) {
val <- 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, message = "BB7 copula family. Number 9 in CDVine.")
+ param.names = c("theta", "delta"), param.lowbnd = c(1, 0), param.upbnd = c(Inf, Inf), family=9, fullname = "BB7 copula family. Number 9 in CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("BB7Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","BB7Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("BB7Copula"), linkCDVine.CDF)
+setMethod("pCopula", signature("numeric","BB7Copula"), linkCDVine.CDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("BB7Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","BB7Copula"), linkCDVine.ddu)
# ddv
-setMethod("ddvcopula", signature("BB7Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","BB7Copula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("BB7Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","BB7Copula"), linkCDVine.r)
## kendall distribution/measure, taken from CDVine:::obs.stat
kendall.BB7 <- function(copula, t){
@@ -79,26 +79,26 @@
# constructor
surBB7Copula <- function (param) {
- val <- 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, message = "Survival BB7 copula family. Number 19 in CDVine.")
+ val <- 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 CDVine.")
return(val)
}
## density ##
-setMethod("dcopula", signature("surBB7Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","surBB7Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("surBB7Copula"), linkCDVine.surCDF)
+setMethod("pCopula", signature("numeric","surBB7Copula"), linkCDVine.surCDF)
# persp(surBB7Copula(c(5.329995,2.1201476)),pcopula,zlim=c(0,1))
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("surBB7Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","surBB7Copula"), linkCDVine.ddu)
# ddv
-setMethod("ddvcopula", signature("surBB7Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","surBB7Copula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("surBB7Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","surBB7Copula"), linkCDVine.r)
####################
## BB7 copula 90� ##
@@ -127,26 +127,26 @@
# constructor
r90BB7Copula <- function (param) {
- val <- new("r90BB7Copula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"), param.lowbnd = c(-Inf, -Inf), param.upbnd = c(-1, 0), family=29, message = "90 deg rotated BB7 copula family. Number 29 in CDVine.")
+ val <- new("r90BB7Copula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"), param.lowbnd = c(-Inf, -Inf), param.upbnd = c(-1, 0), family=29, fullname = "90 deg rotated BB7 copula family. Number 29 in CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("r90BB7Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","r90BB7Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("r90BB7Copula"), linkCDVine.r90CDF)
+setMethod("pCopula", signature("numeric","r90BB7Copula"), linkCDVine.r90CDF)
# persp(r90BB7Copula(c(-1.329995,-1.1201476)), dcopula)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("r90BB7Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","r90BB7Copula"), linkCDVine.ddu)
## ddv
-setMethod("ddvcopula", signature("r90BB7Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","r90BB7Copula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("r90BB7Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","r90BB7Copula"), linkCDVine.r)
# rcopula(r90BB7Copula(c(-5.329995,-1.1201476)),500)
########################
@@ -161,24 +161,24 @@
# constructor
r270BB7Copula <- function (param) {
- val <- new("r270BB7Copula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"), param.lowbnd = c(-Inf, -Inf), param.upbnd = c(-1, -1), family=39, message = "270 deg rotated BB7 copula family. Number 39 in CDVine.")
+ val <- new("r270BB7Copula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"), param.lowbnd = c(-Inf, -Inf), param.upbnd = c(-1, -1), family=39, fullname = "270 deg rotated BB7 copula family. Number 39 in CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("r270BB7Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","r270BB7Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("r270BB7Copula"), linkCDVine.r270CDF)
+setMethod("pCopula", signature("numeric","r270BB7Copula"), linkCDVine.r270CDF)
# persp(r270BB7Copula(c(-5.329995,-1.1201476)), dcopula, zlim=c(0,20))
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("r270BB7Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","r270BB7Copula"), linkCDVine.ddu)
# ddv
-setMethod("ddvcopula", signature("r270BB7Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","r270BB7Copula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("r270BB7Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","r270BB7Copula"), linkCDVine.r)
Modified: pkg/R/BB8copula.R
===================================================================
--- pkg/R/BB8copula.R 2012-09-11 08:40:17 UTC (rev 61)
+++ pkg/R/BB8copula.R 2012-09-12 11:37:40 UTC (rev 62)
@@ -29,25 +29,25 @@
# constructor
BB8Copula <- function (param) {
val <- new("BB8Copula", dimension = as.integer(2), parameters = param,
- param.names = c("theta", "delta"), param.lowbnd = c(1, 0), param.upbnd = c(Inf, 1), family=10, message = "BB8 copula family. Number 10 in CDVine.")
+ param.names = c("theta", "delta"), param.lowbnd = c(1, 0), param.upbnd = c(Inf, 1), family=10, fullname = "BB8 copula family. Number 10 in CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("BB8Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","BB8Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("BB8Copula"), linkCDVine.CDF)
+setMethod("pCopula", signature("numeric","BB8Copula"), linkCDVine.CDF)
## partial derivatives ##
## ddu
-setMethod("dducopula", signature("BB8Copula"),linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","BB8Copula"),linkCDVine.ddu)
## ddv
-setMethod("ddvcopula", signature("BB8Copula"),linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","BB8Copula"),linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("BB8Copula"),linkCDVine.r)
+setMethod("rCopula", signature("numeric","BB8Copula"),linkCDVine.r)
## kendall distribution/measure, taken from CDVine:::obs.stat
kendall.BB8 <- function(copula, t){
@@ -78,27 +78,25 @@
# constructor
surBB8Copula <- function (param) {
- val <- new("surBB8Copula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"), param.lowbnd = c(1, 0), param.upbnd = c(Inf, 1), family=20, message = "Survival BB8 copula family. Number 20 in CDVine.")
+ val <- new("surBB8Copula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"), param.lowbnd = c(1, 0), param.upbnd = c(Inf, 1), family=20, fullname = "Survival BB8 copula family. Number 20 in CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("surBB8Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","surBB8Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("surBB8Copula"), linkCDVine.surCDF)
-# persp(surBB8Copula(c(5.329995, 0.9201476)),pcopula)
+setMethod("pCopula", signature("numeric","surBB8Copula"), linkCDVine.surCDF)
## partial derivatives ##
## ddu
-setMethod("dducopula", signature("surBB8Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","surBB8Copula"), linkCDVine.ddu)
## ddv
-setMethod("ddvcopula", signature("surBB8Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","surBB8Copula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("surBB8Copula"), linkCDVine.r)
-# rcopula(surBB8Copula(c(5.329995,0.9201476)),500)
+setMethod("rCopula", signature("numeric","surBB8Copula"), linkCDVine.r)
#######################
## BB8 copula 90 deg ##
@@ -127,27 +125,25 @@
# constructor
r90BB8Copula <- function (param) {
- val <- new("r90BB8Copula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"), param.lowbnd = c(-Inf, -1), param.upbnd = c(-1, 0), family=30, message = "90 deg rotated BB8 copula family. Number 30 in CDVine.")
+ val <- new("r90BB8Copula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"), param.lowbnd = c(-Inf, -1), param.upbnd = c(-1, 0), family=30, fullname = "90 deg rotated BB8 copula family. Number 30 in CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("r90BB8Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","r90BB8Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("r90BB8Copula"), linkCDVine.r90CDF)
-# persp(r90BB8Copula(c(-5.329995,-0.1201476)), dcopula)
+setMethod("pCopula", signature("numeric","r90BB8Copula"), linkCDVine.r90CDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("r90BB8Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","r90BB8Copula"), linkCDVine.ddu)
## ddv
-setMethod("ddvcopula", signature("r90BB8Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","r90BB8Copula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("r90BB8Copula"), linkCDVine.r)
-# rcopula(r90BB8Copula(c(-5.329995,-0.1201476)),500)
+setMethod("rCopula", signature("numeric","r90BB8Copula"), linkCDVine.r)
#####################
## BB8 copula 270� ##
@@ -161,24 +157,22 @@
# constructor
r270BB8Copula <- function (param) {
- val <- new("r270BB8Copula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"), param.lowbnd = c(-Inf, -1), param.upbnd = c(-1, 0), family=40, message = "270 deg rotated BB8 copula family. Number 40 in CDVine.")
+ val <- new("r270BB8Copula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"), param.lowbnd = c(-Inf, -1), param.upbnd = c(-1, 0), family=40, fullname = "270 deg rotated BB8 copula family. Number 40 in CDVine.")
val
}
## density ##
-setMethod("dcopula", signature("r270BB8Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","r270BB8Copula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("r270BB8Copula"), linkCDVine.r270CDF)
-
-# persp(r270BB8Copula(c(-5.329995,-0.1201476)), pcopula)
+setMethod("pCopula", signature("numeric","r270BB8Copula"), linkCDVine.r270CDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("r270BB8Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","r270BB8Copula"), linkCDVine.ddu)
# ddv
-setMethod("ddvcopula", signature("r270BB8Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","r270BB8Copula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("r270BB8Copula"), linkCDVine.r)
\ No newline at end of file
+setMethod("rCopula", signature("numeric","r270BB8Copula"), linkCDVine.r)
\ No newline at end of file
Modified: pkg/R/ClaytonGumbelCopula.R
===================================================================
--- pkg/R/ClaytonGumbelCopula.R 2012-09-11 08:40:17 UTC (rev 61)
+++ pkg/R/ClaytonGumbelCopula.R 2012-09-12 11:37:40 UTC (rev 62)
@@ -33,24 +33,24 @@
surClaytonCopula <- function (param) {
new("surClaytonCopula", dimension = as.integer(2), parameters = param, param.names = c("theta"),
param.lowbnd = 0, param.upbnd = Inf, family=13,
- message = "Survival Clayton copula family. Number 13 in CDVine.")
+ fullname = "Survival Clayton copula family. Number 13 in CDVine.")
}
## density ##
-setMethod("dcopula", signature("surClaytonCopula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","surClaytonCopula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("surClaytonCopula"), linkCDVine.surCDF)
+setMethod("pCopula", signature("numeric","surClaytonCopula"), linkCDVine.surCDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("surClaytonCopula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","surClaytonCopula"), linkCDVine.ddu)
# ddv
-setMethod("ddvcopula", signature("surClaytonCopula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","surClaytonCopula"), linkCDVine.ddv)
## random number generater ??
-setMethod("rcopula", signature("surClaytonCopula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","surClaytonCopula"), linkCDVine.r)
## Kendalls tau to parameter conversion
setMethod("calibKendallsTau", signature("surClaytonCopula"),
@@ -88,24 +88,24 @@
r90ClaytonCopula <- function (param) {
new("r90ClaytonCopula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"),
param.lowbnd = -Inf, param.upbnd = 0, family=23,
- message = "90 deg rotated Clayton copula family. Number 23 in CDVine.")
+ fullname = "90 deg rotated Clayton copula family. Number 23 in CDVine.")
}
## density ##
-setMethod("dcopula", signature("r90ClaytonCopula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","r90ClaytonCopula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("r90ClaytonCopula"), linkCDVine.r90CDF)
+setMethod("pCopula", signature("numeric","r90ClaytonCopula"), linkCDVine.r90CDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("r90ClaytonCopula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","r90ClaytonCopula"), linkCDVine.ddu)
## ddv
-setMethod("ddvcopula", signature("r90ClaytonCopula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","r90ClaytonCopula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("r90ClaytonCopula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","r90ClaytonCopula"), linkCDVine.r)
## Kendalls tau to parameter conversion
setMethod("calibKendallsTau", signature("r90ClaytonCopula"),
@@ -128,24 +128,24 @@
r270ClaytonCopula <- function (param) {
new("r270ClaytonCopula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"),
param.lowbnd = -Inf, param.upbnd = 0, family=33,
- message = "270 deg rotated Clayton copula family. Number 33 in CDVine.")
+ fullname = "270 deg rotated Clayton copula family. Number 33 in CDVine.")
}
## density ##
-setMethod("dcopula", signature("r270ClaytonCopula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","r270ClaytonCopula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("r270ClaytonCopula"), linkCDVine.r270CDF)
+setMethod("pCopula", signature("numeric","r270ClaytonCopula"), linkCDVine.r270CDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("r270ClaytonCopula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","r270ClaytonCopula"), linkCDVine.ddu)
# ddv
-setMethod("ddvcopula", signature("r270ClaytonCopula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","r270ClaytonCopula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("r270ClaytonCopula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","r270ClaytonCopula"), linkCDVine.r)
## Kendalls tau to parameter conversion
setMethod("calibKendallsTau", signature("r270ClaytonCopula"),
@@ -189,24 +189,24 @@
surGumbelCopula <- function (param) {
new("surGumbelCopula", dimension = as.integer(2), parameters = param, param.names = c("theta"),
param.lowbnd = 1, param.upbnd = Inf, family=14,
- message = "Survival Gumbel copula family. Number 14 in CDVine.")
+ fullname = "Survival Gumbel copula family. Number 14 in CDVine.")
}
## density ##
-setMethod("dcopula", signature("surGumbelCopula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","surGumbelCopula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("surGumbelCopula"), linkCDVine.surCDF)
+setMethod("pCopula", signature("numeric","surGumbelCopula"), linkCDVine.surCDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("surGumbelCopula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","surGumbelCopula"), linkCDVine.ddu)
# ddv
-setMethod("ddvcopula", signature("surGumbelCopula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","surGumbelCopula"), linkCDVine.ddv)
## random number generater ??
-setMethod("rcopula", signature("surGumbelCopula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","surGumbelCopula"), linkCDVine.r)
## Kendalls tau to parameter conversion
setMethod("calibKendallsTau", signature("surGumbelCopula"),
@@ -244,24 +244,24 @@
r90GumbelCopula <- function (param) {
new("r90GumbelCopula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"),
param.lowbnd = -Inf, param.upbnd = -1, family=24,
- message = "90 deg rotated Gumbel copula family. Number 24 in CDVine.")
+ fullname = "90 deg rotated Gumbel copula family. Number 24 in CDVine.")
}
## density ##
-setMethod("dcopula", signature("r90GumbelCopula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","r90GumbelCopula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("r90GumbelCopula"), linkCDVine.r90CDF)
+setMethod("pCopula", signature("numeric","r90GumbelCopula"), linkCDVine.r90CDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("r90GumbelCopula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","r90GumbelCopula"), linkCDVine.ddu)
## ddv
-setMethod("ddvcopula", signature("r90GumbelCopula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","r90GumbelCopula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("r90GumbelCopula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","r90GumbelCopula"), linkCDVine.r)
## Kendalls tau to parameter conversion
setMethod("calibKendallsTau", signature("r90GumbelCopula"),
@@ -284,24 +284,24 @@
r270GumbelCopula <- function (param) {
new("r270GumbelCopula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"),
param.lowbnd = -Inf, param.upbnd = -1, family=34,
- message = "270 deg rotated Gumbel copula family. Number 34 in CDVine.")
+ fullname = "270 deg rotated Gumbel copula family. Number 34 in CDVine.")
}
## density ##
-setMethod("dcopula", signature("r270GumbelCopula"), linkCDVine.PDF)
+setMethod("dCopula", signature("numeric","r270GumbelCopula"), linkCDVine.PDF)
## jcdf ##
-setMethod("pcopula", signature("r270GumbelCopula"), linkCDVine.r270CDF)
+setMethod("pCopula", signature("numeric","r270GumbelCopula"), linkCDVine.r270CDF)
## partial derivatives ##
# ddu
-setMethod("dducopula", signature("r270GumbelCopula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("numeric","r270GumbelCopula"), linkCDVine.ddu)
# ddv
-setMethod("ddvcopula", signature("r270GumbelCopula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("numeric","r270GumbelCopula"), linkCDVine.ddv)
## random number generator
-setMethod("rcopula", signature("r270GumbelCopula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","r270GumbelCopula"), linkCDVine.r)
## Kendalls tau to parameter conversion
setMethod("calibKendallsTau", signature("r270GumbelCopula"),
Modified: pkg/R/JoeCopula.R
===================================================================
--- pkg/R/JoeCopula.R 2012-09-11 08:40:17 UTC (rev 61)
+++ pkg/R/JoeCopula.R 2012-09-12 11:37:40 UTC (rev 62)
@@ -30,24 +30,24 @@
JoeCopula <- function (param) {
new("JoeCopula", dimension = as.integer(2), parameters = param, param.names = c("theta", "delta"),
param.lowbnd = 1, param.upbnd = Inf, family=6,
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/spcopula -r 62
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