R/preparedata.R In CopulaInference: Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions

Documented in preparedata

#'@title Computes unique values, cdf and pdf
#'
#'@description This function computes the unique values, cdf and pdf for a series of data.
#'
#'@param x        Vector
#
#'
#'
#'@return \item{values}{Unique (sorted) values}
#'@return \item{m}{Number of unique values}
#'@return \item{Fn}{Empirical cdf of the unique values}
#'@return \item{fn}{Empirical pdf of the unique values}
#'
#'@references B.R. Nasri (2022). Tests of serial dependence for arbitrary distributions
#'@references C. Genest, J.G. Neslehova, B.N. Remillard and O. Murphy (2019). Testing for independence in arbitrary distributions.
#'

#'#'@examples
#'x = c(0,0,0,2,3,1,3,1,2,0)
#'out = prepare_data(x)
#'
#'@export

preparedata =function(x){

values = sort(unique(x))
n = length(x)
m = length(values)

out0 = .C("prepare_data",
as.double(x),
as.integer(n),
as.double(values),
as.integer(m),
Fn = double(m),
fn = double(m)

)
out0$values=values out0$m = m
return(out0)
}


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CopulaInference documentation built on April 21, 2023, 9:07 a.m.