[Vinecopula-commits] r95 - pkg/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fr Apr 17 19:02:12 CEST 2015
Author: tnagler
Date: 2015-04-17 19:02:11 +0200 (Fri, 17 Apr 2015)
New Revision: 95
Modified:
pkg/R/RVinePartialcorr.R
Log:
- RVinePcor2cor: bug fixes for d=2 and d>9
Modified: pkg/R/RVinePartialcorr.R
===================================================================
--- pkg/R/RVinePartialcorr.R 2015-04-13 12:28:01 UTC (rev 94)
+++ pkg/R/RVinePartialcorr.R 2015-04-17 17:02:11 UTC (rev 95)
@@ -103,7 +103,7 @@
if (is.null(RVM$names))
RVM$names <- paste("V", 1:d, sep = "")
- ## store variable names and set to V1:5 if any non-default name occurs
+ ## store variable names and set to V1:d if any non-default name occurs
oldNames <- RVM$names
if (!all(oldNames %in% paste("V", 1:d, sep = "")))
RVM$names <- paste("V", 1:d, sep = "")
@@ -122,10 +122,9 @@
## if d=2 there is nothing to compute
if (d <= 2) {
iorder <- diag(RVM$Matrix)
- corMat <- matrix(c(1,
- pc[iorder[1], iorder[2]],
- pc[iorder[1], iorder[2]],
- 1))
+ corMat <- matrix(c(1, pc[iorder[1], iorder[2]],
+ pc[iorder[1], iorder[2]], 1),
+ nrow = 2, ncol = 2)
return(corMat)
}
@@ -170,14 +169,13 @@
## revert matrix to appropriate order
corMat <- corMat[rev(oldOrder), rev(oldOrder)]
- nameOrder <- order(oldRVM$names)
+ nameOrder <- order(as.numeric(sub("V", "", oldRVM$names)))
corMat <- corMat[nameOrder, nameOrder]
-
## warn about matrix ordering if non-default names were provided
if (!is.null(oldNames)) {
if (any(!(oldNames %in% paste("V", 1:d, sep = "")))) {
- warning("Some RVM$names are not default (such as ''V5'') and their order cannot be checked.
+ warning("Some RVM$names are not default (such as ''V5'') and their initial ordering cannot be checked.
Make sure to interpret the correlation matrix as indicated by the row and column names.")
rownames(corMat) <- colnames(corMat) <- oldNames
} else {
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