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CutvLgN <- function (x,Xmin){
fdattype<-"unknow" #First, select method (discrete or continuous) for fitting and test if x is a vector
if( is.vector(x,"numeric") ){ fdattype<-"real" }
if( all(x==floor(x)) && is.vector(x) ){ fdattype<-"integer" }
if( all(x==floor(x)) && min(x) > 1000 && length(x) > 100 ){ fdattype <- "real" }
if( fdattype=="unknow" ){ stop("(CutvLgN) Error: x must contain only reals or only integers.") }
if( fdattype=="real" ){
#source('pareto.R') #Called upon in powerexp.R
#source('exp.R') # Also called upon in powerexp.R
#source('powerexp.R')
#source('powerexp-exponential-integral.R')
#source('lnorm.R')
powerexp.d<-powerexp.fit(x,Xmin,method="constrOptim",initial_rate=-1) #Use powerexp.R
lnorm.d<-lnorm.fit(x,Xmin,method="tail") #Use lnorm.R
cut.lnorm.llr <- function(x,powerexp.d,lnorm.d) {
xmin <- Xmin
alpha <- powerexp.d$exponent
lambda <- powerexp.d$rate
m <- lnorm.d$meanlog
s <- lnorm.d$sdlog
x <- x[x>=xmin]
suppressWarnings(dpowerexp(x,threshold=xmin,exponent=alpha,rate=lambda,log=TRUE)) - suppressWarnings(dlnorm(x,meanlog=m,sdlog=s,log=TRUE))
}
cut.lnorm.llr<-cut.lnorm.llr(x,powerexp.d,lnorm.d)
vuong <- function(x) {
n <- length(x)
R <- sum(x)
m <- mean(x)
s <- sd(x)
v <- sqrt(n)*m/s
p1 <- pnorm(v)
if (p1 < 0.5) {p2 <- 2*p1} else {p2 <- 2*(1-p1)}
#list(loglike.ratio=R,mean.LLR = m, sd.LLR = s, Vuong=v, p.one.sided=p1, p.two.sided=p2)
list(loglike.ratio=R,Vuong=v,p.two.sided=p2)
}
CutvLgN_results<-vuong(cut.lnorm.llr)
} #end continuous case
if( fdattype=="integer" ){
#source('zeta.R') #Called upon in discpowerexp.R
#source('discexp.R') # Also called upon in discpowerexp.R
#source('discpowerexp.R')
#source('disclnorm.R')
discpowerexp.d<-discpowerexp.fit(x,Xmin) #Use discpowerexp.R
disclnorm.d<-fit.lnorm.disc(x,Xmin) #Use disclnorm.R
disccut.lnorm.llr <- function(x,discpowerexp.d,disclnorm.d) {
xmin <- Xmin
alpha <- discpowerexp.d$exponent
lambda <- discpowerexp.d$rate
meanlog <- disclnorm.d$meanlog
sdlog <- disclnorm.d$sdlog
x <- x[x>=xmin]
suppressWarnings(ddiscpowerexp(x,exponent=alpha,rate=lambda,threshold=xmin,log=TRUE)) - dlnorm.tail.disc(x,meanlog,sdlog,xmin,log=TRUE)
}
disccut.lnorm.llr<-disccut.lnorm.llr(x,discpowerexp.d,disclnorm.d)
vuong <- function(x) {
n <- length(x)
R <- sum(x)
m <- mean(x)
s <- sd(x)
v <- sqrt(n)*m/s
p1 <- pnorm(v)
if (p1 < 0.5) {p2 <- 2*p1} else {p2 <- 2*(1-p1)}
#list(loglike.ratio=R,mean.LLR = m, sd.LLR = s, Vuong=v, p.one.sided=p1, p.two.sided=p2)
list(loglike.ratio=R,Vuong=v,p.two.sided=p2)
}
CutvLgN_results<-vuong(disccut.lnorm.llr)
} #end discrete case
return(CutvLgN_results)
} #end CutvLgN function
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