Nothing
#TN_mean
onlymeanTMD = function(lower=rep(-Inf,length(mu)),upper=rep(Inf,length(mu)),mu,Sigma,lambda = NULL, tau = NULL,
Gamma = NULL,nu = NULL,dist){
mu = c(mu)
tau = c(tau)
if(dist == "ST"){
return(onlymeanTMD(lower = lower,upper = upper,mu = mu,Sigma = Sigma,lambda = lambda,Gamma = 1,tau = 0,nu = nu,dist = "SUT"))
}
if(dist == "EST"){
return(onlymeanTMD(lower = lower,upper = upper,mu = mu,Sigma = Sigma,lambda = lambda,Gamma = 1,tau = tau,nu = nu,dist = "SUT"))
}
#SUN and SUT distributions
if(dist == "SUN" | dist == "SUT"){
p = length(mu)
q = length(tau)
if(!all(c(is.finite(mu)),c(is.finite(Sigma)))){stop("mu and Sigma must contain only finite values.")}
if(any(is.na(c(mu,Sigma,lambda,tau,Gamma))))stop("Check parameters mu, Sigma, lambda, tau and Gamma. NA's have been found.")
if(is.null(lambda) | is.null(tau) | is.null(Gamma)) stop("Lambda, tau and Gamma parameters must be provided.")
lambda = as.matrix(lambda)
Gamma = as.matrix(Gamma)
if(nrow(Sigma) != p | ncol(Sigma) != p | nrow(lambda) != p | ncol(lambda) != q | nrow(Gamma) != q | ncol(Gamma) != q){
stop("Nonconforming parameters dimensions. See manual.")
}
if(!(all(eigen(Gamma)$values >= 0) & all(diag(Gamma) == 1))){stop("Gamma must be a valid correlation matrix.")}
xi = c(tau,mu)
Delta = sqrtm(Sigma)%*%lambda
Omega1 = cbind(Gamma + t(lambda)%*%lambda,t(Delta))
Omega2 = cbind(Delta,Sigma)
Omega = rbind(Omega1,Omega2)
if(dist == "SUN"){
out = onlymeanTSLCT0(lower_p = lower,upper_p = upper,xi = xi,Omega = Omega,nu = nu,dist = "normal",lower_q = rep(0,q),upper_q = rep(Inf,q))
}
if(dist == "SUT"){
out = onlymeanTSLCT0(lower_p = lower,upper_p = upper,xi = xi,Omega = Omega,nu = nu,dist = "t",lower_q = rep(0,q),upper_q = rep(Inf,q))
}
return(out$mean)
}
lambda = c(lambda)
if(!all(c(is.finite(mu)),c(is.finite(Sigma)))){stop("mu and Sigma must contain only finite values.")}
#Validating dims data set
if(ncol(as.matrix(mu)) > 1 | !is.numeric(mu)) stop("mu must be numeric and have just one column")
#validate mean an Sigma dimensions
if(ncol(as.matrix(Sigma)) != length(c(mu)))stop("Unconformable dimensions between mu and Sigma")
if(length(Sigma) == 1){
if(c(Sigma)<=0)stop("Sigma (sigma^2 for p = 1) must be positive.")
}else{
if(!is.pd(Sigma))stop("Sigma must be a square symmetrical real posite definite matrix.")
}
if(all(is.null(lower))){
lower = rep(-Inf,length(mu))
}else{
if(length(c(lower)) != length(c(mu)) | !is.numeric(lower))stop("Lower bound must be numeric and have same dimension than mu.")
}
if(all(is.null(upper))){
upper = rep(Inf,length(mu))
}else{
if(length(c(upper)) != length(c(mu)) | !is.numeric(upper))stop("Upper bound must be numeric and have same dimension than mu.")
}
if(all(lower < upper) == FALSE)stop("Lower bound must be lower than or equal to upper bound.")
#validating distributions and nu parameter
if(dist=="normal"){
out = onlymeanN(lower = lower,upper = upper,mu = mu,Sigma = Sigma)
}else{
if(dist == "t"){
if(is.null(nu)){
stop("Degrees of freedom 'nu' must be provided for the T case.")
}else{
if(nu<=0){
stop("Degrees of freedom 'nu' must be a positive number.")
}else{
if(nu >= 300){
warning("For degrees of freedom >= 300, Normal case is considered.",immediate. = TRUE)
out = onlymeanN(lower = lower,upper = upper,mu = mu,Sigma = Sigma)
}else{
out = onlymeanTall(lower = lower,upper = upper,mu = mu,Sigma = Sigma,nu = nu)
}
}
}
}else{
if(dist == "ESN" | dist == "SN"){
#Validating Lambda
if(is.null(lambda)){
#not provided by user
stop("Skewness parameter 'lambda' must be provided for the ESN/SN case.")
}else{
#validate input
if(length(c(lambda)) != length(c(mu)) | !is.numeric(lambda))stop("Lambda must be numeric and have same dimension than mu.")
if(all(lambda==0)){
warning("Lambda = 0, Normal case is considered.",immediate. = TRUE)
out = onlymeanN(lower = lower,upper = upper,mu = mu,Sigma = Sigma)
}
}
if(dist=="SN"){
out = onlymeanESN(lower = lower,upper = upper,mu = mu,Sigma = Sigma,lambda = lambda,tau = 0)
}else{
if(is.null(tau)){
#not provided by user
stop("Extension parameter 'tau' must be provided for the ESN case.")
}else{
#validate input
if(!is.numeric(tau) | length(tau)>1)stop("Tau must be numeric real number.")
out = onlymeanESN(lower = lower,upper = upper,mu = mu,Sigma = Sigma,lambda = lambda,tau = tau)
}
}
}else{
stop("The dist values are 'normal', 't', 'SN' and 'ESN'.")
}
}
}
return(out$mean)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.