R/Defunct.R

Defines functions stationary.sePP fit.seMPP fit.sePP plot.sePP volfunction seMPP.negloglik sePP.negloglik fit.POT plot.PP plot.MPP unmark extremalPP lbeta fit.GPDb fit.tcopula.rank kurtosisSPlus psifunc besselM3 fit.Archcopula2d hessb symmetrize CovToCor ConvertDFToTimeSeries aggregateSignalSeries aggregateWeeklySeries aggregateMonthlySeries aggregateQuarterlySeries signalSeries plotMultiTS mk.returns

Documented in aggregateMonthlySeries aggregateQuarterlySeries aggregateSignalSeries aggregateWeeklySeries besselM3 ConvertDFToTimeSeries CovToCor extremalPP fit.Archcopula2d fit.GPDb fit.POT fit.seMPP fit.sePP fit.tcopula.rank hessb kurtosisSPlus lbeta mk.returns plot.MPP plotMultiTS plot.PP plot.sePP psifunc seMPP.negloglik sePP.negloglik signalSeries stationary.sePP symmetrize unmark volfunction

## Copyright (C) 2013 Marius Hofert, Bernhard Pfaff
##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation; either version 3 of the License, or (at your option) any later
## version.
##
## This program is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
## FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
## details.
##
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.


mk.returns <- function(tsdata, type = "log"){
  .Defunct(new = "returns()", package = "timeSeries",
           msg = "The function mk.returns() previously contained in the package QRMlib has been removed. Use returns() contained in the package timeSeries instead.")
}
plotMultiTS <- function(tS, colvec = 1:ncol(tS), type = "l", ltypvec = 1, lwdvec = 1, yrange, format, at, reference.grid, ...){
  .Defunct(new = "plot()", package = "timeSeries",
           msg = "The function plotMultiTS() previously contained in the package QRMlib has been removed. Use plot-method contained in the package timeSeries instead.")
}
signalSeries <- function(data, positions., units, units.position, from = 1, by = 1){
  .Defunct(new = "series()", package = "timeSeries",
           msg = "The function signalSeries() previously contained in the package QRMlib has been removed. Use series() contained in the package timeSeries instead.")
}
aggregateQuarterlySeries <- function(timeseries, FUNC = colSums){
  .Defunct(new = "aggregate()", package = "timeSeries",
           msg = "The function aggregateQuarterlySeries() previously contained in the package QRMlib has been removed. Use aggregate() contained in the package timeSeries instead.")
}
aggregateMonthlySeries <- function(timeseries, FUNC = colSums){
  .Defunct(new = "aggregate()", package = "timeSeries",
           msg = "The function aggregateMonthlySeries() previously contained in the package QRMlib has been removed. Use aggregate() contained in the package timeSeries instead.")
}
aggregateWeeklySeries <- function(timeseries, FUNC = colSums){
  .Defunct(new = "aggregate()", package = "timeSeries",
           msg = "The function aggregateWeeklySeries() previously contained in the package QRMlib has been removed. Use aggregate() contained in the package timeSeries instead.")
}
aggregateSignalSeries <- function(x, pos, AGGFUNC, together = FALSE, drop.empty = TRUE, include.ends = FALSE, adj,offset, colnames, by){
  .Defunct(new = "aggregate()", package = "timeSeries",
           msg = "The function aggregateSignalSeries() previously contained in the package QRMlib has been removed. Use aggregate() contained in the package timeSeries instead.")
}
ConvertDFToTimeSeries <- function(dataframe){
  .Defunct(new = "timeSeries()", package = "timeSeries",
           msg = "The function ConvertDFToTimeSeries() previously contained in the package QRMlib has been removed. Use aggregate() contained in the package timeSeries instead.")
}
CovToCor <- function(mat){
  .Defunct(new = "cov2cor()", package = "stats",
           msg = "The function CovToCor() previously contained in the package QRMlib has been removed. Use cov2cor() contained in the package stats instead.")
}
symmetrize <- function(matrix){
  .Defunct(new = "forceSymmetric()", package = "Matrix",
           msg = "The function symmetrize() previously contained in the package QRMlib has been removed. Use forecSymmetric() contained in the package Matrix instead.")
}
hessb <- function(f, x, ep = 0.0001, ...){
  .Defunct(new = "hessb()", package = "numDeriv",
           msg = "The function hessb() previously contained in the package QRMlib has been removed. Use hessian() contained in the package numDeriv instead.")
}
fit.Archcopula2d <- function(Udata, name){
  .Defunct(new = "fit.AC()", package = "QRM",
           msg = "The function fit.Archcopula2d() previously contained in the package QRMlib has been removed. Use fit.AC() instead.")
}
besselM3 <- function(lambda = 9/2, x = 2, log = FALSE){
  .Defunct(new = "besselK()", package = "base",
           msg = "The function besselM3() previously contained in the package QRMlib has been removed. Use besselK() instead.")
}
psifunc <- function(x = 2, logvalue = FALSE){
  .Defunct(new = "psi()", package = "gsl",
           msg = "The function psifunc() previously contained in the package QRMlib has been removed. Use psi() instead.")
}
kurtosisSPlus <- function(x, na.rm, method = "fisher"){
  .Defunct(new = "kurtosis()", package = "timeDate",
           msg = "The function kurtosisSPlus() previously contained in the package QRMlib has been removed. Use kurtosis() instead.")
}
fit.tcopula.rank <- function(Udata, method = "Kendall"){
  .Defunct(new = "fit.tcopula()", package = "QRM",
           msg = "The function fit.tcopula.rank() previously contained in the package QRMlib has been removed. Use fit.tcopula() with appropriate method selection instead.")
}
fit.GPDb <- function(data, threshold = NA, nextremes = NA, method = "ml", information = "observed"){
  .Defunct(new = "fit.GPD()", package = "QRM",
           msg = "The function fit.GPDb() previously contained in the package QRMlib has been removed. Use fit.GPD() with appropriate method selection instead.")
}
lbeta <- function(a, b){
  .Defunct(new = "lbeta()", package = "base",
           msg = "The function lbeta() previously contained in the package QRMlib has been removed. Use lbeta() of the base package instead.")
}
## Defunct Point Process Functions
extremalPP <- function(data, threshold = NA, nextremes = NA, ...){
  .Defunct(new = "", 
           msg = "The function has been removed.")
}
unmark <- function(PP){
  .Defunct(new = "", 
           msg = "The function has been removed.")
}
plot.MPP <- function(x, ...){
  .Defunct(new = "", 
           msg = "The function has been removed.")
}
plot.PP <- function(x,...){
  .Defunct(new = "", 
           msg = "The function has been removed.")
}
fit.POT <- function(PP, markdens = "GPD", ...){
  .Defunct(new = "", 
           msg = "The function has been removed.")
}
sePP.negloglik <- function(theta, PP, case){
  .Defunct(new = "", 
           msg = "The function has been removed.")
}
seMPP.negloglik <- function(theta, PP, case, markdens){
  .Defunct(new = "", 
           msg = "The function has been removed.")
}
volfunction <- function(anytimes, times, marks, theta, model){
  .Defunct(new = "", 
           msg = "The function has been removed.")
}
plot.sePP <- function(x, ...){
  .Defunct(new = "", 
           msg = "The function has been removed.")
}
fit.sePP <- function(PP, model = c("Hawkes", "ETAS"), mark.influence = TRUE, std.errs = FALSE, ...){
  .Defunct(new = "", 
           msg = "The function has been removed.")
}
fit.seMPP <- function(PP, markdens = "GPD", model = c("Hawkes", "ETAS"), mark.influence = TRUE, predictable = FALSE, std.errs = FALSE, ...){
  .Defunct(new = "", 
           msg = "The function has been removed.")
}
stationary.sePP <- function(sePP){
  .Defunct(new = "", 
           msg = "The function has been removed.")
}

Try the QRM package in your browser

Any scripts or data that you put into this service are public.

QRM documentation built on April 14, 2020, 6:49 p.m.