Nothing
chi.extst <- function(corr=0, shape=rep(0,2), df=1, tail="upper"){
chistup <- function(scale=1, shape=rep(0,2), df=1){
.C("chistup", as.double(scale), as.double(df), as.double(shape), out=double(1), NAOK=TRUE)$out
}
chistlo <- function(scale=1, shape=rep(0,2), df=1){
.C("chistlo", as.double(scale), as.double(df), as.double(shape), out=double(1), NAOK=TRUE)$out
}
if(tail=="upper"){
return(chistup(corr, shape, df))
}else{
return(chistlo(corr, shape, df))
}
}
chi.bsn <- function(u, corr=0, shape=rep(0,2), tail="upper"){
chibsnup <- function(u, scale=diag(2), shape=rep(0,2)){
res <- double(1)
x <- c(qsn(u, omega=scale[1,1], alpha=shape[1]),
qsn(u, omega=scale[2,2], alpha=shape[2]))
pbsn <- pmesn(x=x, scale=scale, shape=shape)
res <- (2*log(1-u))/log(1-2*u+pbsn)-1
return(res)
}
chibsnlo <- function(u, scale=diag(2), shape=rep(0,2)){
res <- double(1)
x <- c(qsn(u, omega=scale[1,1], alpha=shape[1]),
qsn(u, omega=scale[2,2], alpha=shape[2]))
pbsn <- pmesn(x=x, scale=scale, shape=shape)
res <- (2*log(u))/log(pbsn)-1
return(res)
}
scale <- matrix(c(1,corr,corr,1),ncol=2)
if(tail=="upper"){
return(chibsnup(u, scale, shape))
}else{
return(chibsnlo(u, scale, shape))
}
}
#
pk.extst <- function(x, param=c(rep(0,choose(length(x),2)),rep(0,length(x)),1)){
bivpkst <- function(x,scale, shape, df){
if(any(is.na(x)))
return(NA)
.C("bivpkst", as.double(x), as.double(scale), as.double(df), as.double(shape), out=double(1), NAOK=TRUE)$out
}
trivpkst <- function(x, scale, shape, df){
if(any(is.na(x)))
return(NA)
.C("trivpkst", as.double(x), as.double(scale), as.double(df), as.double(shape), out=double(1), NAOK=TRUE)$out
}
if(length(x)==2 && length(param)==4){
return(bivpkst(x,scale=param[1], shape=param[2:3], df=param[4]))
}
if(length(x)==3 && length(param)==7){
Sigma <- diag(3)
Sigma[lower.tri(Sigma)] = param[1:3]
Sigma[upper.tri(Sigma)] = param[1:3]
return(trivpkst(x,scale=Sigma, shape=param[4:5], df=param[7]))
}
}
#
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