[Vinecopula-commits] r16 - in pkg: R man

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

Author: ulf
Date: 2013-08-05 09:08:55 +0200 (Mon, 05 Aug 2013)
New Revision: 16

Modified:
   pkg/R/RVineMatrix.R
   pkg/man/RVineMatrix.Rd
Log:
Ich habe RVM.print()n ein wenig erweitert. Wenn man nun print(RVM, detail=TRUE) eingibt, bekommt man eine detailierte ?\195?\156bersicht ?\195?\188ber die Copulas, deren Familie und Parameter. Dies kann hilfreich sein f?\195?\188r Leute, die die Matrizen nicht so gut lesen k?\195?\182nnen.

Modified: pkg/R/RVineMatrix.R
===================================================================
--- pkg/R/RVineMatrix.R	2013-07-11 13:00:22 UTC (rev 15)
+++ pkg/R/RVineMatrix.R	2013-08-05 07:08:55 UTC (rev 16)
@@ -100,7 +100,7 @@
 	NextMethod("dim")
 }
 
-print.RVineMatrix = function(x, ...){
+print.RVineMatrix = function(x, detail=FALSE, ...){
 	RVine=x
 	message("R-vine matrix:")
 	print(RVine$Matrix, ...)
@@ -114,8 +114,61 @@
 		}
 	}
 	#NextMethod("print")
+
+	d=dim(RVine)
+	if(detail==TRUE || detail==T)
+	{
+		message("")
+		message("Tree 1:")
+		for(i in 1:(d-1))
+		{
+			a=paste(RVine$names[[RVine$Matrix[i,i]]],",",RVine$names[[RVine$Matrix[d,i]]],sep="")
+			a=paste(a,": ", BiCopName(RVine$family[d,i], short=FALSE),sep="")
+			if(RVine$family[d,i]!=0)
+			{
+				a=paste(a," with par=", round(RVine$par[d,i],2), sep="")
+				if(RVine$family[d,i]%in%c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40))
+				{
+					a=paste(a," and par2=", round(RVine$par2[d,i],2), sep="")
+				}
+				a=paste(a, " (tau=", round(BiCopPar2Tau(RVine$family[d,i],RVine$par[d,i],RVine$par2[d,i]),2), ")", sep="")
+			}
+			message(a)
+		}
+		for(j in 2:(d-1))
+		{
+			message("")
+			a=paste("Tree ",j,":",sep="")
+			message(a)
+			for(i in 1:(d-j))
+			{
+				a=paste(RVine$names[[RVine$Matrix[i,i]]],",",RVine$names[[RVine$Matrix[d-j+1,i]]],sep="")
+				a=paste(a,"|",sep="")
+				conditioningSet=(d-j+2):d
+				for(k in 1:length(conditioningSet))
+				{
+					if(k>1){ a=paste(a,",",sep="")}
+					a=paste(a,RVine$names[[RVine$Matrix[conditioningSet[k],i]]],sep="")
+				}
+				a=paste(a,": ", BiCopName(RVine$family[d-j+1,i], short=FALSE),sep="")
+				if(RVine$family[d-j+1,i]!=0)
+				{
+					a=paste(a," with par=", round(RVine$par[d-j+1,i],2), sep="")
+					if(RVine$family[d-j+1,i]%in%c(2,7,8,9,10,17,18,19,20,27,28,29,30,37,38,39,40))
+					{
+						a=paste(a," and par2=", round(RVine$par2[d-j+1,i],2), sep="")
+					}
+					a=paste(a, " (tau=", round(BiCopPar2Tau(RVine$family[d-j+1,i],RVine$par[d-j+1,i],RVine$par2[d-j+1,i]),2), ")", sep="")
+				}
+				message(a)
+			}
+		}
+
+	}
 }
 
+
+
 createMaxMat = function(Matrix){
 
   if(dim(Matrix)[1]!=dim(Matrix)[2]) stop("Structure matrix has to be quadratic.")

Modified: pkg/man/RVineMatrix.Rd
===================================================================
--- pkg/man/RVineMatrix.Rd	2013-07-11 13:00:22 UTC (rev 15)
+++ pkg/man/RVineMatrix.Rd	2013-08-05 07:08:55 UTC (rev 16)
@@ -69,6 +69,12 @@
 	\item{par2}{Second pair-copula parameter matrix with parameters necessary for pair-copula families with two parameters.}
 }
 
+\note{
+The \code{print} function writes the R-vine matrix defined by \code{Matrix}. A detailed output is given by \code{print(RVM, detail=TRUE)}, 
+where \code{RVM} is the \code{\link{RVineMatrix}} object. \cr
+The \code{\link{RVineMatrix}} function automatically checks if the given matrix is a valid R-vine matrix (see \code{\link{RVineMatrixCheck}}).
+}
+
 \references{
 Dissmann, J. F., E. C. Brechmann, C. Czado, and D. Kurowicka (2013).
 Selecting and estimating regular vine copulae and application to financial returns.
@@ -77,7 +83,7 @@
 
 \author{Jeffrey Dissmann}
 
-\seealso{\code{\link{RVineMLE}}, \code{\link{RVineSim}}, \code{\link{C2RVine}}, \code{\link{D2RVine}}}
+\seealso{\code{\link{RVineMatrixCheck}}, \code{\link{RVineMLE}}, \code{\link{RVineSim}}, \code{\link{C2RVine}}, \code{\link{D2RVine}}}
 
 \examples{
 # define 5-dimensional R-vine tree structure matrix
@@ -99,4 +105,7 @@
 # define RVineMatrix object
 RVM = RVineMatrix(Matrix=Matrix,family=family,par=par,par2=par2,
                   names=c("V1","V2","V3","V4","V5"))
+
+# Print detailed information
+print(RVM, detail=TRUE)
 }