[Vinecopula-commits] r60 - / pkg pkg/R pkg/inst pkg/man

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

Author: ben_graeler
Date: 2014-03-04 14:25:34 +0100 (Tue, 04 Mar 2014)
New Revision: 60

Removed:
   VineCopula_1.2.tar.gz
Modified:
   pkg/DESCRIPTION
   pkg/R/RVineLogLik.r
   pkg/inst/ChangeLog
   pkg/man/RVineLogLik.Rd
Log:
- now with additions to the changelog
- added parameter "verbose" to RVineLogLik to allow to suppres some debug output

Deleted: VineCopula_1.2.tar.gz
===================================================================
(Binary files differ)

Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	2014-02-17 20:35:24 UTC (rev 59)
+++ pkg/DESCRIPTION	2014-03-04 13:25:34 UTC (rev 60)
@@ -2,7 +2,7 @@
 Type: Package
 Title: Statistical inference of vine copulas
 Version: 1.2-1
-Date: 2014-02-13
+Date: 2014-03-04
 Author: Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann, Benedikt Graeler
 Maintainer: Ulf Schepsmeier <schepsmeier at ma.tum.de>
 Depends: R (>= 2.11.0), copula

Modified: pkg/R/RVineLogLik.r
===================================================================
--- pkg/R/RVineLogLik.r	2014-02-17 20:35:24 UTC (rev 59)
+++ pkg/R/RVineLogLik.r	2014-03-04 13:25:34 UTC (rev 60)
@@ -1,4 +1,4 @@
-RVineLogLik <-function(data,RVM,par=RVM$par,par2=RVM$par2,separate=FALSE){
+RVineLogLik <-function(data,RVM,par=RVM$par,par2=RVM$par2,separate=FALSE,verbose=TRUE){
 	
   if(is.vector(data)){
     data = t(as.matrix(data))
@@ -104,10 +104,10 @@
   	{
   		V$value=matrix(ll,n,n)
   	}
-	if(any(V$value %in% c(NA,NaN,-Inf,Inf))) {
-	print(V$value[V$value %in% c(NA,NaN,-Inf,Inf)])
-	print(th)
-	print(th2)
+	if(any(V$value %in% c(NA,NaN,-Inf,Inf)) & verbose) {
+  	print(V$value[V$value %in% c(NA,NaN,-Inf,Inf)])
+  	print(th)
+  	print(th2)
 	}
 	V$value[V$value %in% c(NA,NaN,-Inf,Inf)] <- -1e10
 	#if(any(V$value %in% c(NA,NaN,-Inf,Inf))) print("Fehler in V$value")

Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog	2014-02-17 20:35:24 UTC (rev 59)
+++ pkg/inst/ChangeLog	2014-03-04 13:25:34 UTC (rev 60)
@@ -3,11 +3,13 @@
 Current authors: Ulf Schepsmeier, Tobias Erhardt and Benedikt Graeler
 Former authors: Eike Brechmann and Jakob Stoeber
 
-Version 1.2-1 (January 25, 2014)
+Version 1.2-1 (March 4, 2014)
 
 - New functionality:
   * RVineSim allows to commit a (N,d)-matrix of U[0,1] random variates to be transformed to the copula sample. 
     For example if you want to use quasi random variables instead of the pseudo random variables implemented in R (Thanks to Marius Hofert)
+  * The package now contains class wrappers that are compatible with the copula class from the copula R-package. These include all bivariate families currently implemented: The class representation for different rotated families of e.g the BB6 family are represented as BB6Copula, r90B6Copula, surBB6Copula and r270BB6Copula. These bivariate classes are fully compatible with the standard copula methods such as dCopula, pCopula, rCopula or fitCopula including persp and contour. A vine copula can as well be coerced into a class representation of vineCopula. However, the support of the standard methods is limited. See the corresponding help pages for details. Earlier introduced R-wrapper of C-functions have been removed, as they are no longer needed by the spcopula R-package
+  * added parameter "verbose" to RVineLogLik to allow to suppres some debug output
 	
 - Bug fix:
   * RVineMLE: the optim argument "parscale" was not correctly defined for all cases.
@@ -27,7 +29,7 @@
   * RVinePar2Beta   Blomqvist's beta values of an R-vine copula model
   * RVineCor2pcor	correlations to partial correlations for R-vines
   * RVinePcor2cor	partial correlations to correlations for R-vines
-  * New copula familes for most of the BiCop as well as for the RVine-functions: As an asymmetric extension of the Gumbel copula, the Tawn copula with three parameters is now also included in the package.
+  * New copula families for most of the BiCop as well as for the RVine-functions: As an asymmetric extension of the Gumbel copula, the Tawn copula with three parameters is now also included in the package.
 Both the Gumbel and the Tawn copula are extreme-value copulas, which can be defined in terms of their corresponding Pickands dependence functions.
 For simplicity, we implemented two versions of the Tawn copula with two parameters each.
 Each type has one of the asymmetry parameters fixed to 1, so that the corresponding Pickands dependence is either left- or right-skewed. In the manual we will call these two new copulas "Tawn type 1" and "Tawn type 2". 
@@ -39,7 +41,7 @@
   * RVineStructureSelect: Corrected code for the igraph package
   * RVineTreePlot: Now a 3-dimensional R-vine can be plotted too.
   * Corrected upper tail dependence coefficient for the survival BB1 copula (BiCopPar2TailDep)
-  * Minor improvment in BiCopSelect regarding the starting values for parameter estimation
+  * Minor improvement in BiCopSelect regarding the starting values for parameter estimation
 
 - Documentation update
 
@@ -48,7 +50,7 @@
 
 - Changed dependency from "igraph0" to "igraph" since the support for "igraph0" will be quit soon.
 
-- Additional validy check of the R-vine matrix in RVineMatrix (Code provided by Harry Joe)
+- Additional validity check of the R-vine matrix in RVineMatrix (Code provided by Harry Joe)
   Also available as separate function "RVineMatrixCheck"
 
 - New bivariate copula: Reflection asymmetric Archimedean copula

Modified: pkg/man/RVineLogLik.Rd
===================================================================
--- pkg/man/RVineLogLik.Rd	2014-02-17 20:35:24 UTC (rev 59)
+++ pkg/man/RVineLogLik.Rd	2014-03-04 13:25:34 UTC (rev 60)
@@ -8,7 +8,8 @@
 }
 
 \usage{
-RVineLogLik(data, RVM, par=RVM$par, par2=RVM$par2, separate=FALSE)
+RVineLogLik(data, RVM, par=RVM$par, par2=RVM$par2, separate=FALSE,
+            verbose=TRUE)
 }
 
 \arguments{
@@ -16,7 +17,8 @@
   \item{RVM}{An \code{\link{RVineMatrix}} object including the structure and the pair-copula families and parameters.}
   \item{par}{A d x d matrix with the pair-copula parameters (optional; default: \code{par = RVM$par}).}
   \item{par2}{A d x d matrix with the second parameters of pair-copula families with two parameters (optional; default: \code{par2 = RVM$par2}).}
-  \item{separate}{Logical; whether log-likelihoods are returned pointwisely (default: \code{separate = FALSE}).}
+  \item{separate}{Logical; whether log-likelihoods are returned point wisely (default: \code{separate = FALSE}).}
+  \item{verbose}{In case something goes wrong, additional output will be plotted.}
 }
 
 \value{