R/r.resp.R

In GJRM: Generalised Joint Regression Modelling

r.resp <- function(margin, rsim, eta1, eta2, eta3){


if(margin == "ZTP") rZTP <- function(n, mu) qpois(runif(n, dpois(0, mu), 1), mu)

if(margin %in% c("DGP","DGPII","DGP0")){

       rDGP <- function(n, eta1, eta2, margin){  

                minp <- distrHsATDiscr(0, eta1, esp.tr(eta2, margin)$vrb, NULL, margin, NULL, robust = TRUE, min.dn = 1e-323, min.pr = 1e-16, max.pr = 0.999999 )$pdf2 
                
                p    <- runif(rsim)

                indv <- p <= minp
                
                if(margin == "DGP")   q <- ifelse(indv == TRUE, 0, ceiling(     esp.tr(eta2, margin)$vrb/eta1*( (1 - p)^(-eta1  ) - 1   )) - 1 )
                if(margin == "DGPII") q <- ifelse(indv == TRUE, 0, ceiling( esp.tr(eta2, margin)$vrb/(exp(eta1))*( (1 - p)^(-exp(eta1)) - 1   )) - 1 )                 
                if(margin == "DGP0")  q <- ifelse(indv == TRUE, 0, ceiling(-exp(eta1)*log(1-p)) - 1 )     
                
                

                q
                
                                      }
}


if(margin == "N")     y <- rNO(   rsim,    mu =     eta1,     sigma = esp.tr(eta2, margin)$vrb) 
if(margin == "GU")    y <- rGU(   rsim,    mu =     eta1,     sigma = esp.tr(eta2, margin)$vrb) 
if(margin == "rGU")   y <- rRG(   rsim,    mu =     eta1,     sigma = esp.tr(eta2, margin)$vrb) 
if(margin == "LO")    y <- rLO(   rsim,    mu =     eta1,     sigma = esp.tr(eta2, margin)$vrb) 
if(margin == "LN")    y <- rLOGNO(rsim,    mu =     eta1,     sigma = esp.tr(eta2, margin)$vrb) 
if(margin == "WEI")   y <- rWEI(  rsim,    mu = exp(eta1),    sigma = esp.tr(eta2, margin)$vrb) 
if(margin == "iG")    y <- rIG(   rsim,    mu = exp(eta1),    sigma = esp.tr(eta2, margin)$vrb) 
if(margin == "GA")    y <- rGA(   rsim,    mu = exp(eta1),    sigma = esp.tr(eta2, margin)$vrb) 
if(margin == "GAi")   y <- rGA(   rsim,    mu =     eta1,     sigma = esp.tr(eta2, margin)$vrb)


if(margin == "TW"){

    if(rsim == 1) y <- rTweedie(mu = exp(eta1), phi = esp.tr(eta2, margin)$vrb, p = enu.tr(eta3, margin)$vrb)  # p is the power parameter
    if(rsim > 1){

      y <- NA
      
      if(length(eta1) == 1) eta1 <- rep(eta1, rsim)
      if(length(eta2) == 1) eta2 <- rep(eta2, rsim)
      if(length(eta3) == 1) eta3 <- rep(eta3, rsim)
      
      for(i in 1:rsim){
        y[i] <- rTweedie( mu = exp(eta1[i]), phi = esp.tr(eta2[i], margin)$vrb, p = enu.tr(eta3[i], margin)$vrb )
                      }
                   }

}



if(margin %in% c("GP","GPII","GPo")){

             if(rsim == 1){ 
             
               if(margin == "GP")    y <- rgpd(  rsim, loc = 0, shape = eta1,            scale = esp.tr(eta2, margin)$vrb)
               if(margin == "GPII")  y <- rgpd(  rsim, loc = 0, shape = exp(eta1) - 0.5, scale = esp.tr(eta2, margin)$vrb)
               if(margin == "GPo")   y <- rgpd(  rsim, loc = 0, shape = exp(eta1) - 0.5, scale = esp.tr(eta2, margin)$vrb/(1+(exp(eta1) - 0.5)))
               
             
             
             }
             
             if(rsim > 1){
                y <- NA
                
                if(length(eta1) == 1) eta1 <- rep(eta1, rsim)
                if(length(eta2) == 1) eta2 <- rep(eta2, rsim)
                                
                # if(length(eta2) == 1) sigma <- rep(exp(eta2), rsim) 
                
                for(i in 1:rsim){
                  if(margin == "GP")     y[i] <- rgpd(  1, loc = 0, shape = eta1[i],            scale = esp.tr(eta2[i], margin)$vrb)
                  if(margin == "GPII")   y[i] <- rgpd(  1, loc = 0, shape = exp(eta1[i]) - 0.5, scale = esp.tr(eta2[i], margin)$vrb)
                  if(margin == "GPo")    y[i] <- rgpd(  1, loc = 0, shape = exp(eta1[i]) - 0.5, scale = esp.tr(eta2[i], margin)$vrb/( 1 + (exp(eta1[i]) - 0.5) )  )
                }
             
             
             }
}


if(margin == "DAGUM") y <- rGB2(  rsim,    mu = exp(eta1),    sigma = esp.tr(eta2, margin)$vrb, nu = exp(eta3), tau = 1) 
if(margin == "SM")    y <- rGB2(  rsim,    mu = exp(eta1),    sigma = esp.tr(eta2, margin)$vrb, nu = 1 , tau = exp(eta3)) 
if(margin == "BE")    y <- rBE(   rsim,    mu = plogis(eta1), sigma = esp.tr(eta2, margin)$vrb) 
if(margin == "FISK")  y <- rGB2(  rsim,    mu = exp(eta1),    sigma = esp.tr(eta2, margin)$vrb, nu = 1 , tau = 1)
if(margin == "NBI")   y <- rNBI(  rsim,    mu = exp(eta1),    sigma = esp.tr(eta2, margin)$vrb) 
if(margin == "NBII")  y <- rNBII( rsim,    mu = exp(eta1),    sigma = esp.tr(eta2, margin)$vrb) 
if(margin == "PIG")   y <- rPIG(  rsim,    mu = exp(eta1),    sigma = esp.tr(eta2, margin)$vrb) 
if(margin == "PO")    y <- rPO(   rsim,    mu = exp(eta1)) 
if(margin == "ZTP")   y <- rZTP(  rsim,    mu = exp(eta1)) 

if(margin %in% c("DGP", "DGPII", "DGP0")){

        if(margin %in% c("DGP0")) eta2 <- NULL  
        
        y <- rDGP(rsim, eta1, eta2, margin) 

}


if(margin %in% c("probit", "logit", "cloglog"))  y <- rbinom(rsim, 1, prob = probm(eta1, margin, min.dn = 1e-40, min.pr = 1e-16, max.pr = 0.999999)$pr )
                                                
y

}