[spcopula-commits] r82 - / pkg pkg/R pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jan 30 11:54:43 CET 2013
Author: ben_graeler
Date: 2013-01-30 11:54:43 +0100 (Wed, 30 Jan 2013)
New Revision: 82
Added:
pkg/R/linkingVineCopula.R
Removed:
pkg/R/linkingCDVine.R
Modified:
pkg/DESCRIPTION
pkg/NAMESPACE
pkg/R/BB1copula.R
pkg/R/BB6copula.R
pkg/R/BB7copula.R
pkg/R/BB8copula.R
pkg/R/ClaytonGumbelCopula.R
pkg/R/empiricalCopula.R
pkg/R/joeBiCopula.R
pkg/R/spatialPreparation.R
pkg/R/vineCopulas.R
pkg/man/BB1Copula-class.Rd
pkg/man/BB1Copula.Rd
pkg/man/BB6Copula-class.Rd
pkg/man/BB6Copula.Rd
pkg/man/BB7Copula-class.Rd
pkg/man/BB7Copula.Rd
pkg/man/BB8Copula-class.Rd
pkg/man/BB8Copula.Rd
pkg/man/calcBins.Rd
pkg/man/joeBiCopula-class.Rd
pkg/man/joeBiCopula.Rd
pkg/man/surClaytonCopula-class.Rd
pkg/man/surClaytonCopula.Rd
pkg/man/surGumbelCopula-class.Rd
pkg/man/surGumbelCopula.Rd
pkg/man/vineCopula-class.Rd
spcopula_0.1-1.tar.gz
Log:
- switch from package CDVine to the richer VineCopula package
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2013-01-25 15:25:45 UTC (rev 81)
+++ pkg/DESCRIPTION 2013-01-30 10:54:43 UTC (rev 82)
@@ -2,13 +2,13 @@
Type: Package
Title: copula driven spatial analysis
Version: 0.1-1
-Date: 2013-01-23
+Date: 2013-01-30
Author: Benedikt Graeler
Maintainer: Benedikt Graeler <ben.graeler at uni-muenster.de>
Description: This package provides a framework to analyse via copulas spatial and spatio-temporal data provided in the format of the spacetime package. Additionally, support for calculating different multivariate return periods is implemented.
License: GPL-2
LazyLoad: yes
-Depends: copula (>= 0.999-5), spacetime (>= 1.0-2), CDVine, methods, R (>= 2.15.0)
+Depends: copula (>= 0.999-5), spacetime (>= 1.0-2), VineCopula, methods, R (>= 2.15.0)
URL: http://r-forge.r-project.org/projects/spcopula/
Collate:
Classes.R
@@ -21,7 +21,7 @@
stCopula.R
spatialPreparation.R
wrappingCFunctions.R
- linkingCDVine.R
+ linkingVineCopula.R
BB1copula.R
BB6copula.R
BB7copula.R
Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE 2013-01-25 15:25:45 UTC (rev 81)
+++ pkg/NAMESPACE 2013-01-30 10:54:43 UTC (rev 82)
@@ -1,4 +1,4 @@
-import(copula, spacetime, CDVine)
+import(copula, spacetime, VineCopula)
# constructor
export(asCopula, cqsCopula)
Modified: pkg/R/BB1copula.R
===================================================================
--- pkg/R/BB1copula.R 2013-01-25 15:25:45 UTC (rev 81)
+++ pkg/R/BB1copula.R 2013-01-30 10:54:43 UTC (rev 82)
@@ -36,34 +36,34 @@
## density ##
setMethod("dCopula", signature("numeric","BB1Copula"),
function(u, copula, log) {
- linkCDVine.PDF(matrix(u,ncol=copula at dimension),copula, log)
+ linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
})
-setMethod("dCopula", signature("matrix","BB1Copula"), function(u, copula, log) linkCDVine.PDF(u, copula, log))
+setMethod("dCopula", signature("matrix","BB1Copula"), function(u, copula, log) linkVineCop.PDF(u, copula, log))
## jcdf ##
setMethod("pCopula", signature("numeric","BB1Copula"),
function(u, copula, ...) {
- linkCDVine.CDF(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("pCopula", signature("matrix","BB1Copula"), linkCDVine.CDF)
+setMethod("pCopula", signature("matrix","BB1Copula"), linkVineCop.CDF)
## partial derivatives ##
# ddu
setMethod("dduCopula", signature("numeric","BB1Copula"),
function(u, copula, ...) {
- linkCDVine.ddu(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("dduCopula", signature("matrix","BB1Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("matrix","BB1Copula"), linkVineCop.ddu)
# ddv
setMethod("ddvCopula", signature("numeric","BB1Copula"),
function(u, copula, ...) {
- linkCDVine.ddv(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("ddvCopula", signature("matrix","BB1Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("matrix","BB1Copula"), linkVineCop.ddv)
## random number generator
-setMethod("rCopula", signature("numeric","BB1Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","BB1Copula"), linkVineCop.r)
## kendall distribution/measure
kendall.BB1 <- function(copula, t){
@@ -81,8 +81,8 @@
setMethod("getKendallDistr", signature("BB1Copula"), function(copula) return(function(t) kendall.BB1(copula, t)) )
-setMethod("tau",signature("BB1Copula"),linkCDVine.tau)
-setMethod("tailIndex",signature("BB1Copula"),linkCDVine.tailIndex)
+setMethod("tau",signature("BB1Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("BB1Copula"),linkVineCop.tailIndex)
#########################
## BB1 survival copula ##
@@ -106,37 +106,37 @@
## density ##
setMethod("dCopula", signature("numeric","surBB1Copula"),
function(u, copula, log) {
- linkCDVine.PDF(matrix(u,ncol=copula at dimension),copula, log)
+ linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
})
-setMethod("dCopula", signature("matrix","surBB1Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("matrix","surBB1Copula"), linkVineCop.PDF)
## jcdf ##
setMethod("pCopula", signature("numeric","surBB1Copula"),
function(u, copula, ...) {
- linkCDVine.CDF(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("pCopula", signature("matrix","surBB1Copula"), linkCDVine.surCDF)
+setMethod("pCopula", signature("matrix","surBB1Copula"), linkVineCop.surCDF)
## partial derivatives ##
# ddu
setMethod("dduCopula", signature("numeric","surBB1Copula"),
function(u, copula, ...) {
- linkCDVine.ddu(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("dduCopula", signature("matrix","surBB1Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("matrix","surBB1Copula"), linkVineCop.ddu)
# ddv
setMethod("ddvCopula", signature("numeric","surBB1Copula"),
function(u, copula, ...) {
- linkCDVine.ddv(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("ddvCopula", signature("matrix","surBB1Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("matrix","surBB1Copula"), linkVineCop.ddv)
## random number generator
-setMethod("rCopula", signature("numeric","surBB1Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","surBB1Copula"), linkVineCop.r)
-setMethod("tau",signature("surBB1Copula"),linkCDVine.tau)
-setMethod("tailIndex",signature("surBB1Copula"),linkCDVine.tailIndex)
+setMethod("tau",signature("surBB1Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("surBB1Copula"),linkVineCop.tailIndex)
#######################
## BB1 copula 90 deg ##
@@ -173,37 +173,37 @@
## density ##
setMethod("dCopula", signature("numeric","r90BB1Copula"),
function(u, copula, log) {
- linkCDVine.PDF(matrix(u,ncol=copula at dimension),copula, log)
+ linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
})
-setMethod("dCopula", signature("matrix","r90BB1Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("matrix","r90BB1Copula"), linkVineCop.PDF)
## jcdf ##
setMethod("pCopula", signature("numeric","r90BB1Copula"),
function(u, copula, ...) {
- linkCDVine.CDF(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("pCopula", signature("matrix","r90BB1Copula"), linkCDVine.r90CDF)
+setMethod("pCopula", signature("matrix","r90BB1Copula"), linkVineCop.r90CDF)
## partial derivatives ##
# ddu
setMethod("dduCopula", signature("numeric","r90BB1Copula"),
function(u, copula, ...) {
- linkCDVine.ddu(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("dduCopula", signature("matrix","r90BB1Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("matrix","r90BB1Copula"), linkVineCop.ddu)
## ddv
setMethod("ddvCopula", signature("numeric","r90BB1Copula"),
function(u, copula, ...) {
- linkCDVine.ddv(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("ddvCopula", signature("matrix","r90BB1Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("matrix","r90BB1Copula"), linkVineCop.ddv)
## random number generator
-setMethod("rCopula", signature("numeric","r90BB1Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","r90BB1Copula"), linkVineCop.r)
-setMethod("tau",signature("r90BB1Copula"),linkCDVine.tau)
-setMethod("tailIndex",signature("r90BB1Copula"),linkCDVine.tailIndex)
+setMethod("tau",signature("r90BB1Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("r90BB1Copula"),linkVineCop.tailIndex)
########################
## BB1 copula 270 deg ##
@@ -227,34 +227,34 @@
## density ##
setMethod("dCopula", signature("numeric","r270BB1Copula"),
function(u, copula, log) {
- linkCDVine.PDF(matrix(u,ncol=copula at dimension),copula, log)
+ linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
})
-setMethod("dCopula", signature("matrix","r270BB1Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("matrix","r270BB1Copula"), linkVineCop.PDF)
## jcdf ##
setMethod("pCopula", signature("numeric","r270BB1Copula"),
function(u, copula, ...) {
- linkCDVine.CDF(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("pCopula", signature("matrix","r270BB1Copula"), linkCDVine.r270CDF)
+setMethod("pCopula", signature("matrix","r270BB1Copula"), linkVineCop.r270CDF)
## partial derivatives ##
# ddu
setMethod("dduCopula", signature("numeric","r270BB1Copula"),
function(u, copula, ...) {
- linkCDVine.ddu(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("dduCopula", signature("matrix","r270BB1Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("matrix","r270BB1Copula"), linkVineCop.ddu)
# ddv
setMethod("ddvCopula", signature("numeric","r270BB1Copula"),
function(u, copula, ...) {
- linkCDVine.ddv(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("ddvCopula", signature("matrix","r270BB1Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("matrix","r270BB1Copula"), linkVineCop.ddv)
## random number generator
-setMethod("rCopula", signature("numeric","r270BB1Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","r270BB1Copula"), linkVineCop.r)
-setMethod("tau",signature("r270BB1Copula"),linkCDVine.tau)
-setMethod("tailIndex",signature("r270BB1Copula"),linkCDVine.tailIndex)
\ No newline at end of file
+setMethod("tau",signature("r270BB1Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("r270BB1Copula"),linkVineCop.tailIndex)
\ No newline at end of file
Modified: pkg/R/BB6copula.R
===================================================================
--- pkg/R/BB6copula.R 2013-01-25 15:25:45 UTC (rev 81)
+++ pkg/R/BB6copula.R 2013-01-30 10:54:43 UTC (rev 82)
@@ -38,34 +38,34 @@
## density ##
setMethod("dCopula", signature("numeric","BB6Copula"),
function(u, copula, log) {
- linkCDVine.PDF(matrix(u,ncol=copula at dimension),copula, log)
+ linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
})
-setMethod("dCopula", signature("matrix","BB6Copula"), function(u, copula, log) linkCDVine.PDF(u, copula, log))
+setMethod("dCopula", signature("matrix","BB6Copula"), function(u, copula, log) linkVineCop.PDF(u, copula, log))
## jcdf ##
setMethod("pCopula", signature("numeric","BB6Copula"),
function(u, copula, ...) {
- linkCDVine.CDF(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("pCopula", signature("matrix","BB6Copula"), linkCDVine.CDF)
+setMethod("pCopula", signature("matrix","BB6Copula"), linkVineCop.CDF)
## partial derivatives ##
# ddu
setMethod("dduCopula", signature("numeric","BB6Copula"),
function(u, copula, ...) {
- linkCDVine.ddu(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("dduCopula", signature("matrix","BB6Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("matrix","BB6Copula"), linkVineCop.ddu)
# ddv
setMethod("ddvCopula", signature("numeric","BB6Copula"),
function(u, copula, ...) {
- linkCDVine.ddv(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("ddvCopula", signature("matrix","BB6Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("matrix","BB6Copula"), linkVineCop.ddv)
## random number generater ??
-setMethod("rCopula", signature("numeric","BB6Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","BB6Copula"), linkVineCop.r)
## kendall distribution/measure, taken from CDVine:::obs.stat
kendall.BB6 <- function(copula, t){
@@ -84,8 +84,8 @@
setMethod("getKendallDistr", signature("BB6Copula"),
function(copula) return(function(t) kendall.BB6(copula, t)))
-setMethod("tau",signature("BB6Copula"),linkCDVine.tau)
-setMethod("tailIndex",signature("BB6Copula"),linkCDVine.tailIndex)
+setMethod("tau",signature("BB6Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("BB6Copula"),linkVineCop.tailIndex)
#########################
## BB6 survival copula ##
@@ -109,37 +109,37 @@
## density ##
setMethod("dCopula", signature("numeric","surBB6Copula"),
function(u, copula, log) {
- linkCDVine.PDF(matrix(u,ncol=copula at dimension),copula, log)
+ linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
})
-setMethod("dCopula", signature("matrix","surBB6Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("matrix","surBB6Copula"), linkVineCop.PDF)
## jcdf ##
setMethod("pCopula", signature("numeric","surBB6Copula"),
function(u, copula, ...) {
- linkCDVine.CDF(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("pCopula", signature("matrix","surBB6Copula"), linkCDVine.surCDF)
+setMethod("pCopula", signature("matrix","surBB6Copula"), linkVineCop.surCDF)
## partial derivatives ##
# ddu
setMethod("dduCopula", signature("numeric","surBB6Copula"),
function(u, copula, ...) {
- linkCDVine.ddu(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("dduCopula", signature("matrix","surBB6Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("matrix","surBB6Copula"), linkVineCop.ddu)
# ddv
setMethod("ddvCopula", signature("numeric","surBB6Copula"),
function(u, copula, ...) {
- linkCDVine.ddv(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("ddvCopula", signature("matrix","surBB6Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("matrix","surBB6Copula"), linkVineCop.ddv)
## random number generator
-setMethod("rCopula", signature("numeric","surBB6Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","surBB6Copula"), linkVineCop.r)
-setMethod("tau",signature("surBB6Copula"),linkCDVine.tau)
-setMethod("tailIndex",signature("surBB6Copula"),linkCDVine.tailIndex)
+setMethod("tau",signature("surBB6Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("surBB6Copula"),linkVineCop.tailIndex)
#######################
## BB6 copula 90 deg ##
@@ -176,37 +176,37 @@
## density ##
setMethod("dCopula", signature("numeric","r90BB6Copula"),
function(u, copula, log) {
- linkCDVine.PDF(matrix(u,ncol=copula at dimension),copula,log)
+ linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula,log)
})
-setMethod("dCopula", signature("matrix","r90BB6Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("matrix","r90BB6Copula"), linkVineCop.PDF)
## jcdf ##
setMethod("pCopula", signature("numeric","r90BB6Copula"),
function(u, copula, ...) {
- linkCDVine.CDF(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("pCopula", signature("matrix","r90BB6Copula"), linkCDVine.r90CDF)
+setMethod("pCopula", signature("matrix","r90BB6Copula"), linkVineCop.r90CDF)
## partial derivatives ##
# ddu
setMethod("dduCopula", signature("numeric","r90BB6Copula"),
function(u, copula, ...) {
- linkCDVine.ddu(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("dduCopula", signature("matrix","r90BB6Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("matrix","r90BB6Copula"), linkVineCop.ddu)
## ddv
setMethod("ddvCopula", signature("numeric","r90BB6Copula"),
function(u, copula, ...) {
- linkCDVine.ddv(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("ddvCopula", signature("matrix","r90BB6Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("matrix","r90BB6Copula"), linkVineCop.ddv)
## random number generator
-setMethod("rCopula", signature("numeric","r90BB6Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","r90BB6Copula"), linkVineCop.r)
-setMethod("tau",signature("r90BB6Copula"),linkCDVine.tau)
-setMethod("tailIndex",signature("r90BB6Copula"),linkCDVine.tailIndex)
+setMethod("tau",signature("r90BB6Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("r90BB6Copula"),linkVineCop.tailIndex)
###########################
## BB6 copula 270 degree ##
@@ -230,34 +230,34 @@
## density ##
setMethod("dCopula", signature("numeric","r270BB6Copula"),
function(u, copula, log) {
- linkCDVine.PDF(matrix(u,ncol=copula at dimension, log),copula)
+ linkVineCop.PDF(matrix(u,ncol=copula at dimension, log),copula)
})
-setMethod("dCopula", signature("matrix","r270BB6Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("matrix","r270BB6Copula"), linkVineCop.PDF)
## jcdf ##
setMethod("pCopula", signature("numeric","r270BB6Copula"),
function(u, copula, ...) {
- linkCDVine.CDF(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("pCopula", signature("matrix","r270BB6Copula"), linkCDVine.r270CDF)
+setMethod("pCopula", signature("matrix","r270BB6Copula"), linkVineCop.r270CDF)
## partial derivatives ##
# ddu
setMethod("dduCopula", signature("numeric","r270BB6Copula"),
function(u, copula, ...) {
- linkCDVine.ddu(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("dduCopula", signature("matrix","r270BB6Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("matrix","r270BB6Copula"), linkVineCop.ddu)
# ddv
setMethod("ddvCopula", signature("numeric","r270BB6Copula"),
function(u, copula, ...) {
- linkCDVine.ddv(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("ddvCopula", signature("matrix","r270BB6Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("matrix","r270BB6Copula"), linkVineCop.ddv)
## random number generator
-setMethod("rCopula", signature("numeric","r270BB6Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","r270BB6Copula"), linkVineCop.r)
-setMethod("tau",signature("r270BB6Copula"),linkCDVine.tau)
-setMethod("tailIndex",signature("r270BB6Copula"),linkCDVine.tailIndex)
\ No newline at end of file
+setMethod("tau",signature("r270BB6Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("r270BB6Copula"),linkVineCop.tailIndex)
\ No newline at end of file
Modified: pkg/R/BB7copula.R
===================================================================
--- pkg/R/BB7copula.R 2013-01-25 15:25:45 UTC (rev 81)
+++ pkg/R/BB7copula.R 2013-01-30 10:54:43 UTC (rev 82)
@@ -36,34 +36,34 @@
## density ##
setMethod("dCopula", signature("numeric","BB7Copula"),
function(u, copula, log) {
- linkCDVine.PDF(matrix(u,ncol=copula at dimension),copula, log)
+ linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
})
-setMethod("dCopula", signature("matrix","BB7Copula"), function(u, copula, log) linkCDVine.PDF(u, copula, log))
+setMethod("dCopula", signature("matrix","BB7Copula"), function(u, copula, log) linkVineCop.PDF(u, copula, log))
## jcdf ##
setMethod("pCopula", signature("numeric","BB7Copula"),
function(u, copula, ...) {
- linkCDVine.CDF(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("pCopula", signature("matrix","BB7Copula"), linkCDVine.CDF)
+setMethod("pCopula", signature("matrix","BB7Copula"), linkVineCop.CDF)
## partial derivatives ##
# ddu
setMethod("dduCopula", signature("numeric","BB7Copula"),
function(u, copula, ...) {
- linkCDVine.ddu(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("dduCopula", signature("matrix","BB7Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("matrix","BB7Copula"), linkVineCop.ddu)
# ddv
setMethod("ddvCopula", signature("numeric","BB7Copula"),
function(u, copula, ...) {
- linkCDVine.ddv(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("ddvCopula", signature("matrix","BB7Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("matrix","BB7Copula"), linkVineCop.ddv)
## random number generator
-setMethod("rCopula", signature("numeric","BB7Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","BB7Copula"), linkVineCop.r)
## kendall distribution/measure, taken from CDVine:::obs.stat
kendall.BB7 <- function(copula, t){
@@ -83,8 +83,8 @@
setMethod("getKendallDistr", signature("BB7Copula"),
function(copula) return(function(t) kendall.BB7(copula, t)))
-setMethod("tau",signature("BB7Copula"),linkCDVine.tau)
-setMethod("tailIndex",signature("BB7Copula"),linkCDVine.tailIndex)
+setMethod("tau",signature("BB7Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("BB7Copula"),linkVineCop.tailIndex)
#########################
@@ -109,37 +109,37 @@
## density ##
setMethod("dCopula", signature("numeric","surBB7Copula"),
function(u, copula, log) {
- linkCDVine.PDF(matrix(u,ncol=copula at dimension,),copula,log=log)
+ linkVineCop.PDF(matrix(u,ncol=copula at dimension,),copula,log=log)
})
-setMethod("dCopula", signature("matrix","surBB7Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("matrix","surBB7Copula"), linkVineCop.PDF)
## jcdf ##
setMethod("pCopula", signature("numeric","surBB7Copula"),
function(u, copula, ...) {
- linkCDVine.CDF(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("pCopula", signature("matrix","surBB7Copula"), linkCDVine.surCDF)
+setMethod("pCopula", signature("matrix","surBB7Copula"), linkVineCop.surCDF)
## partial derivatives ##
# ddu
setMethod("dduCopula", signature("numeric","surBB7Copula"),
function(u, copula, ...) {
- linkCDVine.ddu(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("dduCopula", signature("matrix","surBB7Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("matrix","surBB7Copula"), linkVineCop.ddu)
# ddv
setMethod("ddvCopula", signature("numeric","surBB7Copula"),
function(u, copula, ...) {
- linkCDVine.ddv(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("ddvCopula", signature("matrix","surBB7Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("matrix","surBB7Copula"), linkVineCop.ddv)
## random number generator
-setMethod("rCopula", signature("numeric","surBB7Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","surBB7Copula"), linkVineCop.r)
-setMethod("tau",signature("surBB7Copula"),linkCDVine.tau)
-setMethod("tailIndex",signature("surBB7Copula"),linkCDVine.tailIndex)
+setMethod("tau",signature("surBB7Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("surBB7Copula"),linkVineCop.tailIndex)
###################
## BB7 copula 90 ##
@@ -178,37 +178,37 @@
## density ##
setMethod("dCopula", signature("numeric","r90BB7Copula"),
function(u, copula, log) {
- linkCDVine.PDF(matrix(u,ncol=copula at dimension),copula, log)
+ linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
})
-setMethod("dCopula", signature("matrix","r90BB7Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("matrix","r90BB7Copula"), linkVineCop.PDF)
## jcdf ##
setMethod("pCopula", signature("numeric","r90BB7Copula"),
function(u, copula, ...) {
- linkCDVine.CDF(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("pCopula", signature("matrix","r90BB7Copula"), linkCDVine.r90CDF)
+setMethod("pCopula", signature("matrix","r90BB7Copula"), linkVineCop.r90CDF)
## partial derivatives ##
# ddu
setMethod("dduCopula", signature("numeric","r90BB7Copula"),
function(u, copula, ...) {
- linkCDVine.ddu(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("dduCopula", signature("matrix","r90BB7Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("matrix","r90BB7Copula"), linkVineCop.ddu)
## ddv
setMethod("ddvCopula", signature("numeric","r90BB7Copula"),
function(u, copula, ...) {
- linkCDVine.ddv(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("ddvCopula", signature("matrix","r90BB7Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("matrix","r90BB7Copula"), linkVineCop.ddv)
## random number generator
-setMethod("rCopula", signature("numeric","r90BB7Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","r90BB7Copula"), linkVineCop.r)
-setMethod("tau",signature("r90BB7Copula"),linkCDVine.tau)
-setMethod("tailIndex",signature("r90BB7Copula"),linkCDVine.tailIndex)
+setMethod("tau",signature("r90BB7Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("r90BB7Copula"),linkVineCop.tailIndex)
########################
## BB7 copula 270 deg ##
@@ -232,34 +232,34 @@
## density ##
setMethod("dCopula", signature("numeric","r270BB7Copula"),
function(u, copula, log) {
- linkCDVine.PDF(matrix(u,ncol=copula at dimension),copula, log)
+ linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
})
-setMethod("dCopula", signature("matrix","r270BB7Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("matrix","r270BB7Copula"), linkVineCop.PDF)
## jcdf ##
setMethod("pCopula", signature("numeric","r270BB7Copula"),
function(u, copula, ...) {
- linkCDVine.CDF(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("pCopula", signature("matrix","r270BB7Copula"), linkCDVine.r270CDF)
+setMethod("pCopula", signature("matrix","r270BB7Copula"), linkVineCop.r270CDF)
## partial derivatives ##
# ddu
setMethod("dduCopula", signature("numeric","r270BB7Copula"),
function(u, copula, ...) {
- linkCDVine.ddu(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("dduCopula", signature("matrix","r270BB7Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("matrix","r270BB7Copula"), linkVineCop.ddu)
# ddv
setMethod("ddvCopula", signature("numeric","r270BB7Copula"),
function(u, copula, ...) {
- linkCDVine.ddv(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("ddvCopula", signature("matrix","r270BB7Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("matrix","r270BB7Copula"), linkVineCop.ddv)
## random number generator
-setMethod("rCopula", signature("numeric","r270BB7Copula"), linkCDVine.r)
+setMethod("rCopula", signature("numeric","r270BB7Copula"), linkVineCop.r)
-setMethod("tau",signature("r270BB7Copula"),linkCDVine.tau)
-setMethod("tailIndex",signature("r270BB7Copula"),linkCDVine.tailIndex)
\ No newline at end of file
+setMethod("tau",signature("r270BB7Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("r270BB7Copula"),linkVineCop.tailIndex)
\ No newline at end of file
Modified: pkg/R/BB8copula.R
===================================================================
--- pkg/R/BB8copula.R 2013-01-25 15:25:45 UTC (rev 81)
+++ pkg/R/BB8copula.R 2013-01-30 10:54:43 UTC (rev 82)
@@ -38,34 +38,34 @@
## density ##
setMethod("dCopula", signature("numeric","BB8Copula"),
function(u, copula, log) {
- linkCDVine.PDF(matrix(u,ncol=copula at dimension),copula, log)
+ linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
})
-setMethod("dCopula", signature("matrix","BB8Copula"), function(u, copula, log) linkCDVine.PDF(u, copula, log))
+setMethod("dCopula", signature("matrix","BB8Copula"), function(u, copula, log) linkVineCop.PDF(u, copula, log))
## jcdf ##
setMethod("pCopula", signature("numeric","BB8Copula"),
function(u, copula, ...) {
- linkCDVine.CDF(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("pCopula", signature("matrix","BB8Copula"), linkCDVine.CDF)
+setMethod("pCopula", signature("matrix","BB8Copula"), linkVineCop.CDF)
## partial derivatives ##
# ddu
setMethod("dduCopula", signature("numeric","BB8Copula"),
function(u, copula, ...) {
- linkCDVine.ddu(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("dduCopula", signature("matrix","BB8Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("matrix","BB8Copula"), linkVineCop.ddu)
# ddv
setMethod("ddvCopula", signature("numeric","BB8Copula"),
function(u, copula, ...) {
- linkCDVine.ddv(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddv(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("ddvCopula", signature("matrix","BB8Copula"), linkCDVine.ddv)
+setMethod("ddvCopula", signature("matrix","BB8Copula"), linkVineCop.ddv)
## random number generator
-setMethod("rCopula", signature("numeric","BB8Copula"),linkCDVine.r)
+setMethod("rCopula", signature("numeric","BB8Copula"),linkVineCop.r)
## kendall distribution/measure, taken from CDVine:::obs.stat
kendall.BB8 <- function(copula, t){
@@ -84,8 +84,8 @@
setMethod("getKendallDistr", signature("BB8Copula"),
function(copula) return(function(t) kendall.BB8(copula, t)))
-setMethod("tau",signature("BB8Copula"),linkCDVine.tau)
-setMethod("tailIndex",signature("BB8Copula"),linkCDVine.tailIndex)
+setMethod("tau",signature("BB8Copula"),linkVineCop.tau)
+setMethod("tailIndex",signature("BB8Copula"),linkVineCop.tailIndex)
#########################
## BB8 survival copula ##
@@ -109,37 +109,37 @@
## density ##
setMethod("dCopula", signature("numeric","surBB8Copula"),
function(u, copula, log) {
- linkCDVine.PDF(matrix(u,ncol=copula at dimension),copula, log)
+ linkVineCop.PDF(matrix(u,ncol=copula at dimension),copula, log)
})
-setMethod("dCopula", signature("matrix","surBB8Copula"), linkCDVine.PDF)
+setMethod("dCopula", signature("matrix","surBB8Copula"), linkVineCop.PDF)
## jcdf ##
setMethod("pCopula", signature("numeric","surBB8Copula"),
function(u, copula, ...) {
- linkCDVine.CDF(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.CDF(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("pCopula", signature("matrix","surBB8Copula"), linkCDVine.surCDF)
+setMethod("pCopula", signature("matrix","surBB8Copula"), linkVineCop.surCDF)
## partial derivatives ##
# ddu
setMethod("dduCopula", signature("numeric","surBB8Copula"),
function(u, copula, ...) {
- linkCDVine.ddu(matrix(u,ncol=copula at dimension),copula)
+ linkVineCop.ddu(matrix(u,ncol=copula at dimension),copula)
})
-setMethod("dduCopula", signature("matrix","surBB8Copula"), linkCDVine.ddu)
+setMethod("dduCopula", signature("matrix","surBB8Copula"), linkVineCop.ddu)
# ddv
setMethod("ddvCopula", signature("numeric","surBB8Copula"),
function(u, copula, ...) {
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/spcopula -r 82
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