[Vinecopula-commits] r137 - in pkg: R man

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

Author: tnagler
Date: 2015-09-17 19:30:45 +0200 (Thu, 17 Sep 2015)
New Revision: 137

Modified:
   pkg/R/BiCopCheck.R
   pkg/R/BiCopTau2Par.r
   pkg/man/BiCopTau2Par.Rd
Log:
* added BiCopCheckTaus function
* added check.taus option to BiCopTau2Par.Rd
* adjusted manual accordingly

Modified: pkg/R/BiCopCheck.R
===================================================================
--- pkg/R/BiCopCheck.R	2015-09-17 16:50:00 UTC (rev 136)
+++ pkg/R/BiCopCheck.R	2015-09-17 17:30:45 UTC (rev 137)
@@ -94,4 +94,28 @@
     
     ## return TRUE if all checks pass
     TRUE
+}
+
+BiCopCheckTaus <- function(family, tau) {
+    ## check for family/tau consistency
+    checkTaus<- function(x) {
+        if (family %in% c(3, 13) && tau <= 0)
+            stop("Clayton copula cannot be used for tau<=0.")
+        if (family %in% c(4, 14) && tau < 0)
+            stop("Gumbel copula cannot be used for tau<0.")
+        if (family == 5 && tau == 0)
+            stop("Frank copula cannot be used for tau=0")
+        if (family %in% c(6, 16) && tau < 0)
+            stop("Joe copula cannot be used for tau<0.")
+        if (family %in% c(23, 33) && tau >= 0)
+            stop("Rotated Clayton copula cannot be used for tau>=0.")
+        if (family %in% c(24, 34) && tau > 0)
+            stop("Rotated Gumbel copula cannot be used for tau>0.")
+        if (family %in% c(26, 36) && tau > 0)
+            stop("Rotated Joe copula cannot be used for tau>0.")
+    }
+    apply(cbind(family, tau), 1, checkTaus)
+    
+    ## return TRUE if all checks pass
+    TRUE
 }
\ No newline at end of file

Modified: pkg/R/BiCopTau2Par.r
===================================================================
--- pkg/R/BiCopTau2Par.r	2015-09-17 16:50:00 UTC (rev 136)
+++ pkg/R/BiCopTau2Par.r	2015-09-17 17:30:45 UTC (rev 137)
@@ -1,4 +1,4 @@
-BiCopTau2Par <- function(family, tau) {
+BiCopTau2Par <- function(family, tau, check.taus = TRUE) {
     ## sanity check
     if (any(abs(tau) > 0.99999))
         stop("some tau is too close to -1 or 1")
@@ -12,6 +12,11 @@
     if (!all(c(length(family), length(tau)) %in% c(1, n)))
         stop("Input lenghts don't match")
     
+    ## check for family/tau consistency
+    if (check.taus)
+        BiCopCheckTaus(family, tau)
+    
+    
     ## calculate the parameter
     if (length(tau) == 1) {
         # call for single parameters
@@ -34,30 +39,18 @@
     } else if (family %in% 1:2) {
         par <- sin(pi * tau/2)
     } else if (family %in% c(3, 13)) {
-        if (tau < 0)
-            stop("Clayton copula cannot be used for tau<0.")
         par <- 2 * tau/(1 - tau)
     } else if (family %in% c(4, 14)) {
-        if (tau < 0)
-            stop("Gumbel copula cannot be used for tau<0.")
         par <- 1/(1 - tau)
     } else if (family == 5) {
         par <- if (tau == 0) 0 else Frank.itau.JJ(tau)
     } else if (family %in% c(6, 16)) {
-        if (tau < 0)
-            stop("Joe copula cannot be used for tau<0.")
         par <- Joe.itau.JJ(tau)
     } else if (family %in% c(23, 33)) {
-        if (tau > 0)
-            stop("Rotated Clayton copula cannot be used for tau>0.")
         par <- 2 * tau/(1 + tau)
     } else if (family %in% c(24, 34)) {
-        if (tau > 0)
-            stop("Rotated Gumbel copula cannot be used for tau>0.")
         par <- -(1/(1 + tau))
     } else if (family %in% c(26, 36)) {
-        if (tau > 0)
-            stop("Rotated Joe copula cannot be used for tau>0.")
         par <- -Joe.itau.JJ(-tau)
     } else if (family %in% c(41, 51)) {
         par <- ipsA.tau2cpar(tau)

Modified: pkg/man/BiCopTau2Par.Rd
===================================================================
--- pkg/man/BiCopTau2Par.Rd	2015-09-17 16:50:00 UTC (rev 136)
+++ pkg/man/BiCopTau2Par.Rd	2015-09-17 17:30:45 UTC (rev 137)
@@ -8,7 +8,7 @@
 }
 
 \usage{
-BiCopTau2Par(family, tau)
+BiCopTau2Par(family, tau, check.taus = TRUE)
 }
 
 \arguments{
@@ -31,6 +31,7 @@
 		\code{36} = rotated Joe copula (270 degrees)\cr
     Note that (with exception of the t-copula) two parameter bivariate copula families cannot be used.}
     \item{tau}{numeric; single number or vector of size \code{m}; Kendall's tau value (vector with elements in [-1,1]).}
+    \item{check.taus}{logical; default is \code{TRUE}; if \code{FALSE}, checks for family/tau-consistency are ommited (should only be used with care).}
 }
 
 \value{