[Vinecopula-commits] r106 - in pkg: R inst man tests tests/Examples
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Do Jul 30 15:09:52 CEST 2015
Author: etobi
Date: 2015-07-30 15:09:51 +0200 (Thu, 30 Jul 2015)
New Revision: 106
Modified:
pkg/R/RVineCopSelect.r
pkg/R/TauMatrix.r
pkg/inst/ChangeLog
pkg/man/RVineCopSelect.Rd
pkg/man/VineCopula-package.Rd
pkg/tests/Examples/VineCopula-Ex.Rout.save
pkg/tests/additonalExampleRuns.R
pkg/tests/additonalExampleRuns.Rout.save
Log:
* TauMatrix: restriction for input data to be in [0,1] removed
* RVineCopSelect: no printing of family-Matrix
Modified: pkg/R/RVineCopSelect.r
===================================================================
--- pkg/R/RVineCopSelect.r 2015-07-30 09:06:24 UTC (rev 105)
+++ pkg/R/RVineCopSelect.r 2015-07-30 13:09:51 UTC (rev 106)
@@ -123,7 +123,6 @@
}
## return results
- print(Types)
RVM <- RVineMatrix(Mold,
family = Types,
par = Params,
Modified: pkg/R/TauMatrix.r
===================================================================
--- pkg/R/TauMatrix.r 2015-07-30 09:06:24 UTC (rev 105)
+++ pkg/R/TauMatrix.r 2015-07-30 13:09:51 UTC (rev 106)
@@ -15,8 +15,8 @@
TauMatrix <- function(data, weights = NA) {
data <- as.matrix(data)
if (any(is.na(weights))) {
- if (any(data > 1) || any(data < 0))
- stop("Data has be in the interval [0,1].")
+ # if (any(data > 1) || any(data < 0))
+ # stop("Data has be in the interval [0,1].")
d <- dim(data)[2]
N <- dim(data)[1]
Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog 2015-07-30 09:06:24 UTC (rev 105)
+++ pkg/inst/ChangeLog 2015-07-30 13:09:51 UTC (rev 106)
@@ -7,6 +7,8 @@
Version 1.7 (July 30, 2015)
- Bug fix:
* The S4-class objets of the Tawn copulas pointed to Archimedean CDFs, now corrected to true CDFs based on c-code
+ * TauMatrix: restriction for input data to be in [0,1] removed
+ * RVineCopSelect: no printing of family-Matrix
Version 1.6 (July 16, 2015)
Modified: pkg/man/RVineCopSelect.Rd
===================================================================
--- pkg/man/RVineCopSelect.Rd 2015-07-30 09:06:24 UTC (rev 105)
+++ pkg/man/RVineCopSelect.Rd 2015-07-30 13:09:51 UTC (rev 106)
@@ -135,6 +135,7 @@
# determine the pair-copula families and parameters
RVM1 <- RVineCopSelect(simdata, familyset = c(1, 3, 4, 5 ,6), Matrix)
-
+RVM1$family
+round(RVM1$par, 2)
}
Modified: pkg/man/VineCopula-package.Rd
===================================================================
--- pkg/man/VineCopula-package.Rd 2015-07-30 09:06:24 UTC (rev 105)
+++ pkg/man/VineCopula-package.Rd 2015-07-30 13:09:51 UTC (rev 106)
@@ -79,8 +79,8 @@
\tabular{ll}{
Package: \tab VineCopula\cr
Type: \tab Package\cr
-Version: \tab 1.6\cr
-Date: \tab 2015-07-16\cr
+Version: \tab 1.7\cr
+Date: \tab 2015-07-30\cr
License: \tab GPL (>=2)\cr
Depends: \tab R (\eqn{\geq 2.11.0}{>= 2.11.0})\cr
Imports: \tab graphics, grDevices, stats, utils, MASS, mvtnorm, igraph (>= 1.0.0), methods, copula, ADGofTest, lattice\cr
Modified: pkg/tests/Examples/VineCopula-Ex.Rout.save
===================================================================
--- pkg/tests/Examples/VineCopula-Ex.Rout.save 2015-07-30 09:06:24 UTC (rev 105)
+++ pkg/tests/Examples/VineCopula-Ex.Rout.save 2015-07-30 13:09:51 UTC (rev 106)
@@ -1,5 +1,5 @@
-R Under development (unstable) (2015-06-01 r68455) -- "Unsuffered Consequences"
+R Under development (unstable) (2015-07-14 r68652) -- "Unsuffered Consequences"
Copyright (C) 2015 The R Foundation for Statistical Computing
Platform: x86_64-w64-mingw32/x64 (64-bit)
@@ -20,6 +20,7 @@
> pkgname <- "VineCopula"
> source(file.path(R.home("share"), "R", "examples-header.R"))
> options(warn = 1)
+> options(pager = "console")
> library('VineCopula')
>
> base::assign(".oldSearch", base::search(), pos = 'CheckExEnv')
@@ -1059,7 +1060,7 @@
[1,] 0.001776255
>
-> # perform Kendall's goodness-of-fit test for the Frank copula
+> # perform White's goodness-of-fit test for the Frank copula
> BiCopGofTest(u1, u2, family = 5)
$p.value
[,1]
@@ -2659,6 +2660,17 @@
Loading required package: mvtnorm
Loading required package: igraph
+Attaching package: 'igraph'
+
+The following objects are masked from 'package:stats':
+
+ decompose, spectrum
+
+The following object is masked from 'package:base':
+
+ union
+
+
Attaching package: 'CDVine'
The following objects are masked from 'package:VineCopula':
@@ -2716,6 +2728,17 @@
Loading required package: mvtnorm
Loading required package: igraph
+Attaching package: 'igraph'
+
+The following objects are masked from 'package:stats':
+
+ decompose, spectrum
+
+The following object is masked from 'package:base':
+
+ union
+
+
Attaching package: 'CDVine'
The following objects are masked from 'package:VineCopula':
@@ -3525,10 +3548,10 @@
> plot(pit[,1], pit[,2]) # i.i.d. data
>
> cor(pit, method = "kendall")
- [,1] [,2] [,3]
-[1,] 1.0000000000 0.0005717246 0.012654071
-[2,] 0.0005717246 1.0000000000 0.004443927
-[3,] 0.0126540708 0.0044439270 1.000000000
+ [,1] [,2] [,3]
+[1,] 1.000000000 0.010346274 0.002073435
+[2,] 0.010346274 1.000000000 -0.002745174
+[3,] 0.002073435 -0.002745174 1.000000000
>
>
>
@@ -3882,9 +3905,9 @@
> # using only the first 4 variables and the first 750 observations
> # we allow for the copula families: Gauss, t, Clayton, Gumbel, Frank and Joe
> RVM <- RVineStructureSelect(daxreturns[1:750,1:4], c(1:6), progress = TRUE)
-ALV.DE + BAYN.DE --> ALV.DE,BAYN.DE | BAS.DE
-BAS.DE + BMW.DE --> BAS.DE,BMW.DE | ALV.DE
-BAYN.DE + BMW.DE --> BAYN.DE,BMW.DE | ALV.DE,BAS.DE
+ALV.DE + BAYN.DE --> ALV.DE,BAYN.DE ; BAS.DE
+BAS.DE + BMW.DE --> BAS.DE,BMW.DE ; ALV.DE
+BAYN.DE + BMW.DE --> BAYN.DE,BMW.DE ; ALV.DE,BAS.DE
>
> ## Not run:
> ##D # specify a C-vine copula model with only Clayton, Gumbel and Frank copulas (time-consuming)
@@ -4476,7 +4499,7 @@
U
else 1 - U
}
-<bytecode: 0x000000000b43f0b0>
+<bytecode: 0x000000000d210168>
<environment: namespace:copula>
>
> ## simulate data from a multivariate normal distribution
@@ -4885,7 +4908,7 @@
> ###
> options(digits = 7L)
> base::cat("Time elapsed: ", proc.time() - base::get("ptime", pos = 'CheckExEnv'),"\n")
-Time elapsed: 29.64 0.22 30.2 NA NA
+Time elapsed: 30.02 0.31 30.61 NA NA
> grDevices::dev.off()
null device
1
Modified: pkg/tests/additonalExampleRuns.R
===================================================================
--- pkg/tests/additonalExampleRuns.R 2015-07-30 09:06:24 UTC (rev 105)
+++ pkg/tests/additonalExampleRuns.R 2015-07-30 13:09:51 UTC (rev 106)
@@ -1,5 +1,5 @@
## switch for testing the following (time consuming) examples
-docheck <- TRUE
+docheck <- FALSE
if(docheck){
Modified: pkg/tests/additonalExampleRuns.Rout.save
===================================================================
--- pkg/tests/additonalExampleRuns.Rout.save 2015-07-30 09:06:24 UTC (rev 105)
+++ pkg/tests/additonalExampleRuns.Rout.save 2015-07-30 13:09:51 UTC (rev 106)
@@ -1,5 +1,5 @@
-R Under development (unstable) (2015-06-01 r68455) -- "Unsuffered Consequences"
+R Under development (unstable) (2015-07-14 r68652) -- "Unsuffered Consequences"
Copyright (C) 2015 The R Foundation for Statistical Computing
Platform: x86_64-w64-mingw32/x64 (64-bit)
@@ -16,7 +16,7 @@
Type 'q()' to quit R.
> ## switch for testing the following (time consuming) examples
-> docheck <- TRUE
+> docheck <- FALSE
>
> if(docheck){
+
@@ -180,526 +180,7 @@
+ # End(Not run)
+
+ }
-iter 10 value -1200.442272
-iter 20 value -1200.472686
-iter 30 value -1200.633714
-iter 40 value -1200.636616
-iter 50 value -1200.646056
-iter 60 value -1200.657357
-iter 70 value -1200.668755
-iter 80 value -1200.696709
-iter 90 value -1200.720665
-final value -1200.721005
-converged
-
-Attaching package: 'copula'
-
-The following object is masked from 'package:VineCopula':
-
- fitCopula
-
- [,1] [,2] [,3] [,4]
- [1,] 0.287577520 0.7883051354 0.408976922 0.883017404
- [2,] 0.940467284 0.0455564994 0.528105488 0.892419044
- [3,] 0.551435014 0.4566147353 0.956833345 0.453334156
- [4,] 0.677570635 0.5726334020 0.102924683 0.899824970
- [5,] 0.246087734 0.0420595335 0.327920719 0.954503649
- [6,] 0.889539316 0.6928034062 0.640506814 0.994269777
- [7,] 0.655705799 0.7085304682 0.544066025 0.594142020
- [8,] 0.289159737 0.1471136473 0.963024233 0.902299045
- [9,] 0.690705278 0.7954674177 0.024613685 0.477795971
- [10,] 0.758459538 0.2164079358 0.318181008 0.231625785
- [11,] 0.142800022 0.4145463358 0.413724326 0.368845451
- [12,] 0.152444748 0.1388060634 0.233034099 0.465962450
- [13,] 0.265972640 0.8578277153 0.045831167 0.442200074
- [14,] 0.798924846 0.1218992600 0.560947984 0.206531390
- [15,] 0.127531650 0.7533078643 0.895045359 0.374462776
- [16,] 0.665115195 0.0948406609 0.383969638 0.274383645
- [17,] 0.814640039 0.4485163414 0.810064353 0.812389510
- [18,] 0.794342321 0.4398316876 0.754475159 0.629221132
- [19,] 0.710182401 0.0006247733 0.475316574 0.220118885
- [20,] 0.379816538 0.6127710033 0.351797909 0.111135424
- [21,] 0.243619473 0.6680555874 0.417646780 0.788195834
- [22,] 0.102864644 0.4348927415 0.984956980 0.893051114
- [23,] 0.886469061 0.1750526503 0.130695692 0.653101925
- [24,] 0.343516472 0.6567581280 0.320373242 0.187691119
- [25,] 0.782294301 0.0935949867 0.466779042 0.511505460
- [26,] 0.599988959 0.3328235403 0.488613034 0.954473827
- [27,] 0.482902397 0.8903502221 0.914438187 0.608734982
- [28,] 0.410689777 0.1470946909 0.935299803 0.301228900
- [29,] 0.060720572 0.9477269400 0.720596273 0.142294296
- [30,] 0.549284656 0.9540912386 0.585483353 0.404510282
- [31,] 0.647893479 0.3198206171 0.307720011 0.219767631
- [32,] 0.369488866 0.9842192035 0.154202301 0.091044000
- [33,] 0.141906908 0.6900071015 0.619256483 0.891394117
- [34,] 0.672999093 0.7370777379 0.521135726 0.659838450
- [35,] 0.821805460 0.7862815517 0.979821917 0.439431536
- [36,] 0.311702202 0.4094749526 0.010467112 0.183849524
- [37,] 0.842729319 0.2311617821 0.239099956 0.076691165
- [38,] 0.245723678 0.7321352055 0.847453165 0.497527267
- [39,] 0.387909030 0.2464489941 0.111096461 0.389994435
- [40,] 0.571935314 0.2168927628 0.444768002 0.217990669
- [41,] 0.502299563 0.3539045718 0.649985159 0.374713957
- [42,] 0.355445381 0.5336879455 0.740334360 0.221102938
- [43,] 0.412746119 0.2656866868 0.629973053 0.183828491
- [44,] 0.863644111 0.7465680041 0.668284650 0.618017873
- [45,] 0.372238060 0.5298356859 0.874682343 0.581750100
- [46,] 0.839767765 0.3124481649 0.708290322 0.265017806
- [47,] 0.594343194 0.4812898005 0.265032731 0.564590435
- [48,] 0.913188223 0.9018743895 0.274166622 0.321482756
- [49,] 0.985640884 0.6199933102 0.937314089 0.466532702
- [50,] 0.406832593 0.6592303242 0.152346617 0.572867058
- [51,] 0.238726027 0.9623589364 0.601365726 0.515029727
- [52,] 0.402573342 0.8802465412 0.364091865 0.288239281
- [53,] 0.170645235 0.1721717464 0.482042606 0.252964929
- [54,] 0.216254790 0.6743763881 0.047663627 0.700853087
- [55,] 0.351888638 0.4089439979 0.820951324 0.918857348
- [56,] 0.282528330 0.9611047937 0.728394428 0.686375082
- [57,] 0.052843943 0.3952201346 0.477845380 0.560253264
- [58,] 0.698261595 0.9156835384 0.618351227 0.428421509
- [59,] 0.542080367 0.0584784886 0.260856857 0.397151953
- [60,] 0.197744737 0.8319275628 0.152887223 0.803418542
- [61,] 0.546826157 0.6623176420 0.171698494 0.633055360
- [62,] 0.311869747 0.7245543464 0.398939825 0.969356411
- [63,] 0.967398371 0.7267025390 0.257216746 0.221787935
- [64,] 0.593045652 0.2675214321 0.531070399 0.785291671
- [65,] 0.168060811 0.4043991810 0.471576278 0.868106807
- [66,] 0.925707956 0.8819775593 0.674186843 0.950166979
- [67,] 0.516444894 0.5765190213 0.336331206 0.347324631
- [68,] 0.020024301 0.5028130456 0.871043414 0.006300784
- [69,] 0.072057124 0.1642112250 0.770334074 0.735184306
- [70,] 0.971875636 0.4664723768 0.074384513 0.648818124
- [71,] 0.758593170 0.1371060810 0.396584595 0.224985329
- [72,] 0.057958561 0.3958926883 0.064928300 0.225886433
- [73,] 0.054629109 0.6702820396 0.297741783 0.100721582
- [74,] 0.071904097 0.8804405688 0.754247402 0.816605888
- [75,] 0.982140374 0.1035996450 0.099041829 0.798831611
- [76,] 0.784575267 0.0094299051 0.779065883 0.729390652
- [77,] 0.630131853 0.4809108300 0.156636851 0.008215520
- [78,] 0.452458394 0.4922933287 0.389587112 0.464665942
- [79,] 0.713279001 0.0553019263 0.354783098 0.802812273
- [80,] 0.835708837 0.2377494050 0.353986103 0.856885420
- [81,] 0.853763374 0.2958954554 0.147048325 0.703992061
- [82,] 0.103806688 0.0337277730 0.999404528 0.034874804
- [83,] 0.338391284 0.9150637616 0.617235270 0.286285349
- [84,] 0.737797403 0.8340543092 0.314270780 0.492566548
- [85,] 0.697373766 0.6414623540 0.643922915 0.977853405
- [86,] 0.414735334 0.1194047800 0.526029660 0.225073351
- [87,] 0.486411764 0.3702147985 0.983350181 0.388319115
- [88,] 0.229244840 0.6232975463 0.136540197 0.967469494
- [89,] 0.515071808 0.1630703292 0.621902295 0.985954165
- [90,] 0.668771517 0.4189158969 0.323344993 0.835255320
- [91,] 0.143817044 0.1928159469 0.896738683 0.308119554
- [92,] 0.363300544 0.7839464787 0.193378680 0.017765812
- [93,] 0.406607866 0.4831676693 0.421844950 0.342808802
- [94,] 0.866483315 0.4551080510 0.533764874 0.963843332
- [95,] 0.774591542 0.2088763486 0.308786833 0.971342450
- [96,] 0.584900093 0.7608236254 0.372709394 0.769193911
- [97,] 0.537677183 0.9139954497 0.185296442 0.282218417
- [98,] 0.094962413 0.2104870791 0.977098996 0.296302175
- [99,] 0.725983027 0.7856878343 0.105417746 0.239594629
-[100,] 0.270544872 0.1010584941 0.117913841 0.991236556
-[101,] 0.986054297 0.1370674714 0.905309582 0.576301838
-[102,] 0.395448859 0.4498024841 0.706501901 0.082502746
-[103,] 0.339312580 0.6807875512 0.316949248 0.831568598
-[104,] 0.215172083 0.4979489362 0.276049673 0.192023319
-[105,] 0.950621264 0.3217255378 0.478456384 0.027992572
-[106,] 0.547459468 0.6442402205 0.596263545 0.321937376
-[107,] 0.891114312 0.6262569474 0.302904915 0.388204664
-[108,] 0.160475092 0.8625518975 0.953101214 0.563644683
-[109,] 0.329547413 0.9966172187 0.234819676 0.612671965
-[110,] 0.108178529 0.4870325699 0.099445823 0.161165763
-[111,] 0.282992871 0.5838723360 0.731707659 0.165520911
-[112,] 0.866467763 0.7085741372 0.760399536 0.147084109
-[113,] 0.358056963 0.6733324814 0.523822602 0.349801793
-[114,] 0.240530702 0.0581917963 0.236619742 0.890077913
-[115,] 0.811827416 0.7475163222 0.154911726 0.124742089
-[116,] 0.974725808 0.4361299961 0.464016627 0.165298081
-[117,] 0.584936557 0.2707780194 0.230096920 0.691207831
-[118,] 0.282852400 0.8103980662 0.093916607 0.822030071
-[119,] 0.427428281 0.7558872597 0.662385507 0.444527397
-[120,] 0.627146184 0.0004653491 0.217243514 0.704872246
-[121,] 0.215166488 0.8139337213 0.307763874 0.687742686
-[122,] 0.932681079 0.1157796648 0.127705688 0.678223857
-[123,] 0.428948596 0.8344009779 0.971438067 0.070488978
-[124,] 0.459785193 0.7015851184 0.086940168 0.992944016
-[125,] 0.253098994 0.0495384356 0.686324947 0.786927353
-[126,] 0.353606076 0.3664414450 0.287100131 0.079972912
-[127,] 0.365454270 0.1780138146 0.536053721 0.503948712
-[128,] 0.945035103 0.3413212840 0.464713774 0.082531182
-[129,] 0.860106846 0.3956606400 0.735899350 0.171743406
-[130,] 0.454761631 0.7702047594 0.062649998 0.815081495
-[131,] 0.301142524 0.3646710280 0.312112792 0.037369965
-[132,] 0.518804923 0.6790134157 0.903233560 0.025526698
-[133,] 0.989078271 0.3028876246 0.939138401 0.687607582
-[134,] 0.447036995 0.8164781388 0.039499198 0.739031686
-[135,] 0.348719494 0.8292508235 0.535541392 0.274545364
-[136,] 0.800948212 0.0916446948 0.832107774 0.276855072
-[137,] 0.753110100 0.9641525701 0.081466560 0.854364746
-[138,] 0.802238217 0.3851736046 0.327597399 0.204938703
-[139,] 0.569382663 0.8880551904 0.529714091 0.586958657
-[140,] 0.665735143 0.5298924586 0.509842899 0.016160481
-[141,] 0.047709985 0.9293506825 0.769285539 0.201080616
-[142,] 0.650261500 0.6537666824 0.395253761 0.812304829
-[143,] 0.547023418 0.8851326515 0.553313988 0.906048112
-[144,] 0.587461367 0.4234636510 0.949585323 0.709037903
-[145,] 0.413305408 0.0183640837 0.566734083 0.490063453
-[146,] 0.878674021 0.8128526879 0.854099978 0.367895948
-[147,] 0.873949913 0.1513381714 0.281811670 0.666705158
-[148,] 0.977383577 0.5827397367 0.526590080 0.060782225
-[149,] 0.969038864 0.1202371286 0.088363301 0.880764115
-[150,] 0.508370630 0.3374949973 0.894334625 0.031971628
-[151,] 0.237229697 0.6864903511 0.225818423 0.318494588
-[152,] 0.173983817 0.8014295837 0.146282058 0.822717392
-[153,] 0.330997829 0.3741693879 0.629745424 0.096633743
-[154,] 0.021993715 0.9930447803 0.583938846 0.781823065
-[155,] 0.891896123 0.7548654536 0.979203730 0.044147068
-[156,] 0.903400885 0.8655008140 0.775407591 0.376816417
-[157,] 0.042108049 0.3644110817 0.273751270 0.850467481
-[158,] 0.362401712 0.3044777906 0.759135339 0.844834624
-[159,] 0.457921561 0.7296316645 0.104078636 0.219983178
-[160,] 0.953951248 0.7520375412 0.818955383 0.417777102
-[161,] 0.593838493 0.7988235578 0.888408650 0.385191593
-[162,] 0.090322084 0.6257436371 0.745636217 0.085378457
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-[435,] 0.299015456 0.8093462752 0.952142385 0.852053971
-[436,] 0.127309736 0.9688823498 0.557101009 0.005364447
-[437,] 0.135763920 0.0058471016 0.816874062 0.782163588
-[438,] 0.931066286 0.3686898823 0.974454874 0.823743682
-[439,] 0.787448863 0.6228258347 0.967354929 0.499918491
-[440,] 0.893695600 0.4010432470 0.447541610 0.935779082
-[441,] 0.683332197 0.0181631302 0.165526718 0.495834499
-[442,] 0.426535228 0.9920531206 0.888950124 0.345755371
-[443,] 0.705844125 0.9087246871 0.676292887 0.639100271
-[444,] 0.149604527 0.6011253900 0.272751236 0.457853371
-[445,] 0.222253093 0.2549215169 0.653687727 0.471993161
-[446,] 0.160963036 0.2720803346 0.712956093 0.613353652
-[447,] 0.132121966 0.0700072532 0.966265013 0.368270278
-[448,] 0.677454085 0.8459517304 0.241650385 0.035150991
-[449,] 0.595240237 0.8361911280 0.362249210 0.332188533
-[450,] 0.644736331 0.9586151368 0.596203628 0.510280018
-[451,] 0.155264136 0.8458510055 0.214380426 0.669873245
-[452,] 0.617756451 0.0499997770 0.949398776 0.582552032
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/vinecopula -r 106
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