[Vinecopula-commits] r70 - in pkg: R inst

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

Author: ulf
Date: 2014-11-21 17:37:23 +0100 (Fri, 21 Nov 2014)
New Revision: 70

Modified:
   pkg/R/BiCopSelect.r
   pkg/R/gof_PIT.r
   pkg/inst/ChangeLog
Log:
Bug fix

Modified: pkg/R/BiCopSelect.r
===================================================================
--- pkg/R/BiCopSelect.r	2014-10-28 09:49:10 UTC (rev 69)
+++ pkg/R/BiCopSelect.r	2014-11-21 16:37:23 UTC (rev 70)
@@ -240,7 +240,7 @@
 	      optiout[[37]] = MLE_intern(cbind(data1,data2),start[[37]],37,weights=weights)
         if(optiout[[37]]$par[1] >= -0.1 | optiout[[37]]$par[2] >= -1.1){
     		  if(optiout[[37]]$par[1] >= -0.1){
-            todo[todo==37] = 24
+            todo[todo==37] = 34
             todo = unique(todo)
     		  }else if(optiout[[37]]$par[2] >= -1.1){
       		  todo[todo==37] = 33
@@ -254,10 +254,10 @@
 	      optiout[[38]] = MLE_intern(cbind(data1,data2),start[[38]],38,weights=weights)
         if(optiout[[38]]$par[1] >= -1.1 | optiout[[38]]$par[2] >= -1.1){
     		  if(optiout[[38]]$par[1] >= -1.1){
-            todo[todo==38] = 24
+            todo[todo==38] = 34
             todo = unique(todo)
     		  }else if(optiout[[38]]$par[2] >= -1.1){
-      		  todo[todo==38] = 26
+      		  todo[todo==38] = 36
             todo = unique(todo)
       		}
       		optiout[[38]] = list()

Modified: pkg/R/gof_PIT.r
===================================================================
--- pkg/R/gof_PIT.r	2014-10-28 09:49:10 UTC (rev 69)
+++ pkg/R/gof_PIT.r	2014-11-21 16:37:23 UTC (rev 70)
@@ -105,8 +105,10 @@
 		{
 			S[i]=sum(tmp[i,])
 		}
-		if(statisticName==1 && method==1)		# Macht nur Sinn bei Breymann
+		if(statisticName==1 && method==1){		# Macht nur Sinn bei Breymann
+      require(ADGofTest)
 			pvalue=ad.test(S,pchisq,df=d)$p.value
+		}
 		else if(statisticName==2 && method==1)
 			pvalue=ks.test(S,"pchisq",df=d)$p.value
 		else 

Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog	2014-10-28 09:49:10 UTC (rev 69)
+++ pkg/inst/ChangeLog	2014-11-21 16:37:23 UTC (rev 70)
@@ -12,6 +12,7 @@
   * Bootstrap procedure for the PIT based and the ECP based test were incorrect. 
     First, C starts to count at 0 not 1. This could result in zero entries in the bootstrapped data matrix.
 	Second, forget to permute vdirect and vindirect according to the permutation of data.
+  * BiCopSelect: For the rotated BB7 and BB8 (family=37, 38) the limiting cases were incorrect for very small parameters (copy&paste error) (Reported by Radek Solnicky. Thanks!)
 
 Version 1.3 (March 26, 2014)