[spcopula-commits] r161 - / pkg pkg/R pkg/man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Wed Feb 1 16:31:26 CET 2017 

Author: ben_graeler
Date: 2017-02-01 16:31:26 +0100 (Wed, 01 Feb 2017)
New Revision: 161

Added:
   genEmpSurCop.Rd
   pkg/man/empSurCopula-class.Rd
   pkg/man/empSurCopula.Rd
   spcopula.pdf
Modified:
   pkg/NAMESPACE
   pkg/R/Classes.R
   pkg/R/empiricalCopula.R
   pkg/R/spatio-temporalPreparation.R
   pkg/man/genEmpCop.Rd
   pkg/man/loglikByCopulasStLags.Rd
Log:
new empirical survival copulas

Added: genEmpSurCop.Rd
===================================================================
--- genEmpSurCop.Rd	                        (rev 0)
+++ genEmpSurCop.Rd	2017-02-01 15:31:26 UTC (rev 161)
@@ -0,0 +1,28 @@
+\name{genEmpSurCop}
+\alias{genEmpSurCop}
+\docType{data}
+\title{
+%%   ~~ data name/kind ... ~~
+}
+\description{
+%%  ~~ A concise (1-5 lines) description of the dataset. ~~
+}
+\usage{data("genEmpSurCop")}
+\format{
+  The format is:
+ chr "genEmpSurCop"
+}
+\details{
+%%  ~~ If necessary, more details than the __description__ above ~~
+}
+\source{
+%%  ~~ reference to a publication or URL from which the data were obtained ~~
+}
+\references{
+%%  ~~ possibly secondary sources and usages ~~
+}
+\examples{
+data(genEmpSurCop)
+## maybe str(genEmpSurCop) ; plot(genEmpSurCop) ...
+}
+\keyword{datasets}

Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE	2016-12-01 12:46:52 UTC (rev 160)
+++ pkg/NAMESPACE	2017-02-01 15:31:26 UTC (rev 161)
@@ -44,7 +44,7 @@
 export(spVineCopula, stVineCopula)
 export(stCoVarVineCopula)
 export(neighbourhood, stNeighbourhood)
-export(empiricalCopula, genEmpCop)
+export(empiricalCopula, genEmpCop, empSurCopula, genEmpSurCop)
 export(mixtureCopula)
 
 # general functions
@@ -79,7 +79,7 @@
 export(kendall)
 
 ## classes
-exportClasses(asCopula, cqsCopula, tawn3pCopula, neighbourhood, stNeighbourhood, empiricalCopula)
+exportClasses(asCopula, cqsCopula, tawn3pCopula, neighbourhood, stNeighbourhood, empiricalCopula, empSurCopula)
 exportClasses(spCopula, stCopula, spVineCopula, stVineCopula)
 exportClasses(stCoVarVineCopula)
 exportClasses(mixtureCopula)
\ No newline at end of file

Modified: pkg/R/Classes.R
===================================================================
--- pkg/R/Classes.R	2016-12-01 12:46:52 UTC (rev 160)
+++ pkg/R/Classes.R	2017-02-01 15:31:26 UTC (rev 161)
@@ -82,6 +82,22 @@
 )
 
 ####
+## an empirical survival copula representation
+
+validEmpSurCopula <- function(object) {
+  if(ncol(object at sample) != object at dimension)
+    return("Dimension of the copula and the sample do not match.")
+  else
+    return(TRUE)
+}
+
+setClass("empSurCopula",
+         representation = representation("copula", sample="matrix"),
+         validity = validEmpSurCopula,
+         contains = list("copula")
+)
+
+####
 ## the leaf copula
 
 validLeafCopula <- function(object) {

Modified: pkg/R/empiricalCopula.R
===================================================================
--- pkg/R/empiricalCopula.R	2016-12-01 12:46:52 UTC (rev 160)
+++ pkg/R/empiricalCopula.R	2017-02-01 15:31:26 UTC (rev 161)
@@ -8,14 +8,17 @@
 empiricalCopula <- function (sample=NULL, copula) {
   if(is.null(sample) && missing(copula))
     stop("At least one parameter of copula or sample must be provided.")
+  
   if(is.null(sample))
     return(genEmpCop(copula))
+  
   if(missing(copula))
     return(new("empiricalCopula", dimension = as.integer(ncol(sample)), 
                parameters = as.numeric(NA), param.names = "unknown", 
                param.lowbnd = as.numeric(NA), param.upbnd = as.numeric(NA), 
                fullname = "Unkown empirical copula based on a sample.",
                sample=sample))
+  
   new("empiricalCopula", dimension = copula at dimension, 
       parameters = copula at parameters, param.names = copula at param.names, 
       param.lowbnd = copula at param.lowbnd, param.upbnd = copula at param.upbnd, 
@@ -25,11 +28,11 @@
 
 # simplified constructor
 genEmpCop <- function(copula, sample.size=1e5) {
-  cat("Note: the copula will be empirically represented by a sample of size:", sample.size, "\n")
+  cat("Note: the copula will be empirically represented by a sample of size:",
+      sample.size, "\n")
   empiricalCopula(rCopula(sample.size, copula), copula)
 }
 
-
 ## density, not yet needed and hence not implemented ##
 
 ## jcdf ##
@@ -61,6 +64,81 @@
 setMethod("lambda", signature("empiricalCopula"), 
           function(copula, ...) stop("No evaluation possible, try to plot 'empBivJointDepFun' for a visual assessment."))
 
+##################################
+##                              ##
+## an empirical survival copula ##
+##                              ##
+##################################
+
+# constructor
+empSurCopula <- function (sample=NULL, copula) {
+  if(is.null(sample) && missing(copula))
+    stop("At least one parameter of copula or sample must be provided.")
+  
+  if(is.null(sample))
+    return(genEmpSurCop(copula))
+  
+  if(missing(copula))
+    return(new("empSurCopula", dimension = as.integer(ncol(sample)), 
+               parameters = as.numeric(NA), param.names = "unknown", 
+               param.lowbnd = as.numeric(NA), param.upbnd = as.numeric(NA), 
+               fullname = "Unkown empirical survival copula based on a sample.",
+               sample=sample))
+  
+  new("empSurCopula", dimension = copula at dimension, 
+      parameters = copula at parameters, param.names = copula at param.names, 
+      param.lowbnd = copula at param.lowbnd, param.upbnd = copula at param.upbnd, 
+      fullname = paste("Empirical survival copula derived from",copula at fullname),
+      sample=sample)
+}
+
+# simplified constructor
+genEmpSurCop <- function(copula, sample.size=1e5) {
+  cat("Note: the survival copula will be empirically represented by a sample of size:",
+      sample.size, "\n")
+  empSurCopula(1 - rCopula(sample.size, copula), copula)
+}
+
+## jcdf ##
+# from package copula # 3D
+pempSurCop.C <- function(u, copula) {
+  if (copula at dimension==2)
+    return(apply(u,1,sum) - 1 + F.n(1-u, copula at sample))
+  
+  if (copula at dimension==3) 
+    return(apply(u,1,sum) - 2 + F.n(cbind(1-u[, 1:2, drop=F],1),
+                                    copula at sample) + F.n(cbind(1-u[,1, drop=F], 1, 1-u[,3, drop=F]),
+                                                         copula at sample) + F.n(cbind(1-u[,2:3, drop=F], 1),
+                                                                              copula at sample) - F.n(1-u, copula at sample))
+  
+  stop("The empirical survival copula is only implemented for 2 and 3 dimensions.")
+}
+
+setMethod("pCopula", signature("numeric", "empSurCopula"),
+          function(u, copula, ...) {
+            pempSurCop.C(matrix(u, ncol=copula at dimension), copula)
+          })
+setMethod("pCopula", signature("matrix", "empSurCopula"), pempSurCop.C)
+
+
+# tauempCop <- function(copula){*-
+#   TauMatrix(copula at sample)[1,2]
+# }
+# 
+# setMethod("tau",signature("empiricalCopula"), tauempCop)
+# 
+# 
+# rhoempCop <- function(copula){
+#   cor(copula at sample,method="spearman")
+# }
+# 
+# setMethod("rho",signature("empiricalCopula"), rhoempCop)
+# 
+# setMethod("lambda", signature("empiricalCopula"), 
+#           function(copula, ...) stop("No evaluation possible, try to plot 'empBivJointDepFun' for a visual assessment."))
+# 
+
+
 # Vine Copula - empirical evaluation
 ## jcdf ##
 pvineCopula <- function(u, copula) {

Modified: pkg/R/spatio-temporalPreparation.R
===================================================================
--- pkg/R/spatio-temporalPreparation.R	2016-12-01 12:46:52 UTC (rev 160)
+++ pkg/R/spatio-temporalPreparation.R	2017-02-01 15:31:26 UTC (rev 161)
@@ -348,7 +348,7 @@
                        cor.method="fasttau", plot=FALSE) {
   if(is.na(cutoff)) 
     cutoff <- spDists(coordinates(t(data at sp@bbox)))[1,2]/3
-  if(is.na(boundaries)) 
+  if(any(is.na(boundaries)))
     boundaries <- (1:nbins) * cutoff / nbins
   if(is.na(instances)) 
     instances=length(data at time)

Added: pkg/man/empSurCopula-class.Rd
===================================================================
--- pkg/man/empSurCopula-class.Rd	                        (rev 0)
+++ pkg/man/empSurCopula-class.Rd	2017-02-01 15:31:26 UTC (rev 161)
@@ -0,0 +1,44 @@
+\name{empSurCopula-class}
+\Rdversion{1.1}
+\docType{class}
+\alias{empSurCopula-class}
+
+\title{Class \code{"empiricalCopula"}}
+\description{
+A class representing an empirical survival version of a given copula.
+}
+\section{Objects from the Class}{
+Objects can be created by calls of the form \code{new("empSurCopula", ...)}, 
+through the constructor \code{\link{empSurCopula}} or the simplified constructor \code{\link{genEmpSurCop}}.
+
+}
+\section{Slots}{
+  \describe{
+    \item{\code{sample}:}{Object of class \code{"matrix"} representing the sample. }
+    \item{\code{dimension}:}{Object of class \code{"integer"} giving the dimension. }
+    \item{\code{parameters}:}{Object of class \code{"numeric"} giving the parameters of the underlying copula family if present, \"NA\" otherwise.}
+    \item{\code{param.names}:}{Object of class \code{"character"} giving the parameter names of the underlying copula family if present, \"unknown\" otherwise. }
+    \item{\code{param.lowbnd}:}{Object of class \code{"numeric"}  giving the lower bound of the underlying copula family if present, \"NA\" otherwise.}
+    \item{\code{param.upbnd}:}{Object of class \code{"numeric"}  giving the upper bound of the underlying copula family if present, \"NA\" otherwise.}
+    \item{\code{fullname}:}{Object of class \code{"character"}  giving a descriptive name including the underlying copula family's name if present. }
+  }
+}
+\section{Extends}{
+Class \code{"\linkS4class{copula}"}, directly.
+Class \code{"\linkS4class{Copula}"}, by class "copula", distance 2.
+}
+\section{Methods}{
+No additional methods defined with class \code{empSurCopula} in the signature, but \code{\link{pCopula}} works as expected.
+}
+\author{
+Benedikt Graeler}
+\note{
+Its implementation of \code{\link{pCopula}} is based on C-code from \code{\link{copula-package}}.
+}
+
+
+\seealso{\code{\link{genEmpSurCop}}}
+\examples{
+showClass("empSurCopula")
+}
+\keyword{classes}

Added: pkg/man/empSurCopula.Rd
===================================================================
--- pkg/man/empSurCopula.Rd	                        (rev 0)
+++ pkg/man/empSurCopula.Rd	2017-02-01 15:31:26 UTC (rev 161)
@@ -0,0 +1,49 @@
+\name{empSurCopula}
+\alias{empSurCopula}
+\title{
+Constructor of an empirical survival copula class
+}
+\description{
+Constructs an object of the empirical survival copula class \code{\linkS4class{empSurCopula}}, see \code{\link{genEmpSurCop}} for a simplified version.
+}
+\usage{
+empSurCopula(sample=NULL, copula)
+}
+\arguments{
+  \item{sample}{
+A sample from a provided or unknown copula family.
+}
+  \item{copula}{
+The underlying theoretical copula, in case it is known or a sample should be generated.
+}
+}
+\value{
+An object of \code{\linkS4class{empSurCopula}}.
+}
+\author{
+Benedikt Graeler
+}
+\note{
+Its implementation of \code{\link{pCopula}} is based on C-code from \code{\link{copula-package}}.
+}
+
+\seealso{
+\code{\link{genEmpSurCop}} for a simplified constructor with sample length control.
+}
+\examples{
+empCop <- empSurCopula(rCopula(500,frankCopula(0.7)))
+str(empCop)
+
+empCop <- empSurCopula(copula=frankCopula(0.7))
+str(empCop)
+
+empCop <- empSurCopula(rCopula(500,frankCopula(0.7)), frankCopula(0.7))
+str(empCop)
+
+# the empirical value
+pCopula(c(0.3, 0.5), empCop)
+
+# the theoretical value
+pCopula(c(0.3, 0.5), frankCopula(0.7))
+}
+\keyword{ multivariate }

Modified: pkg/man/genEmpCop.Rd
===================================================================
--- pkg/man/genEmpCop.Rd	2016-12-01 12:46:52 UTC (rev 160)
+++ pkg/man/genEmpCop.Rd	2017-02-01 15:31:26 UTC (rev 161)
@@ -1,13 +1,15 @@
 \name{genEmpCop}
 \alias{genEmpCop}
+\alias{genEmpSurCop}
 \title{
 Generate an empirical copula
 }
 \description{
-Generates an empirical copula from a sample and returns the corresponding function.
+Generates an empirical (survival) copula from a sample and returns the corresponding function.
 }
 \usage{
 genEmpCop(copula, sample.size=1e5)
+genEmpSurCop(copula, sample.size=1e5)
 }
 \arguments{
   \item{copula}{

Modified: pkg/man/loglikByCopulasStLags.Rd
===================================================================
--- pkg/man/loglikByCopulasStLags.Rd	2016-12-01 12:46:52 UTC (rev 160)
+++ pkg/man/loglikByCopulasStLags.Rd	2017-02-01 15:31:26 UTC (rev 161)
@@ -3,7 +3,7 @@
 
 \title{Log-likelihoods by copula family and spatio-temporal lag class}
 
-\description{This function works through a set of copula family and evaluates the best fitting one for each spatiao-temporal lag.}
+\description{This function works through a set of copula families and evaluates the best fitting one for each spatio-temporal lag.}
 
 \usage{
 loglikByCopulasStLags(stBins, data, families = c(normalCopula(),

Added: spcopula.pdf
===================================================================
--- spcopula.pdf	                        (rev 0)
+++ spcopula.pdf	2017-02-01 15:31:26 UTC (rev 161)
@@ -0,0 +1,9499 @@
+%PDF-1.5
+%ÐÔÅØ
+1 0 obj
+<< /S /GoTo /D (Section.0.Introduction.1) >>
+endobj
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+endobj
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+endobj
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+(Spatio-temporal vine copulas)
+endobj
+9 0 obj
+<< /S /GoTo /D (Section.2.Spatio-temporal\040vine\040copula\040estimation.1) >>
+endobj
+12 0 obj
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+endobj
+13 0 obj
+<< /S /GoTo /D (Section.3.Prediction\040of\040the\040spatio-temporal\040random\040field.1) >>
+endobj
+16 0 obj
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+endobj
+17 0 obj
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+endobj
+20 0 obj
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+endobj
+21 0 obj
+<< /S /GoTo /D (Subsubsection.5.0.0.Joining\040vine\040copula.3) >>
+endobj
+24 0 obj
+(Joining vine copula)
+endobj
+25 0 obj
+<< /S /GoTo /D (Section.5.Results\040and\040discussion.1) >>
+endobj
+28 0 obj
+(Results and discussion)
+endobj
+29 0 obj
+<< /S /GoTo /D (Section.6.Conclusions.1) >>
+endobj
+32 0 obj
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+endobj
+33 0 obj
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[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/spcopula -r 161

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