[Vinecopula-commits] r96 - pkg/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mo Apr 20 10:36:01 CEST 2015
Author: tnagler
Date: 2015-04-20 10:36:00 +0200 (Mon, 20 Apr 2015)
New Revision: 96
Modified:
pkg/R/RVinePartialcorr.R
Log:
- RVinePcor2cor: another bug fix for d = 2
Modified: pkg/R/RVinePartialcorr.R
===================================================================
--- pkg/R/RVinePartialcorr.R 2015-04-17 17:02:11 UTC (rev 95)
+++ pkg/R/RVinePartialcorr.R 2015-04-20 08:36:00 UTC (rev 96)
@@ -98,6 +98,7 @@
RVinePcor2cor <- function(RVM) {
d <- nrow(RVM$Matrix)
## sanity checks
+ stopifnot(d > 1)
stopifnot(is(RVM, "RVineMatrix"))
stopifnot(all(RVM$family %in% c(0, 1, 2)))
if (is.null(RVM$names))
@@ -120,10 +121,8 @@
pc <- RVM$par[d:1, d:1]
## if d=2 there is nothing to compute
- if (d <= 2) {
- iorder <- diag(RVM$Matrix)
- corMat <- matrix(c(1, pc[iorder[1], iorder[2]],
- pc[iorder[1], iorder[2]], 1),
+ if (d == 2) {
+ corMat <- matrix(c(1, rep(RVM$par[2, 1], 2), 1),
nrow = 2, ncol = 2)
return(corMat)
}
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