Nothing
pcf.func<-function(func, N,
sig=rep(1,length(N)), support=NULL, theta=NULL,
g=1, M=NULL, p=NULL, mul=3, t=NULL,
marginal="normal", r=0,
mu=NULL, xi=NULL, Omega=NULL, alpha=NULL, df=NULL,
a=0.5, b=0.5, distr=FALSE, std=1, lowest=0) # contrast="loglik")
{
# t<-rep(1,length(N))
d<-length(N)
if (d>1){
if (marginal=="unif") support<-c(0,sig[1],0,sig[2])
recnum<-prod(N)
value<-matrix(0,recnum,1)
index<-matrix(0,recnum,d)
# new ############################################
if (func=="mixt"){
if (is.null(support)){
support<-matrix(0,2*d,1)
for (i in 1:d){
support[2*i-1]<-min(M[,i]-mul*sig[,i])
support[2*i]<-max(M[,i]+mul*sig[,i])
}
}
lowsuppo<-matrix(0,d,1)
for (i in 1:d) lowsuppo[i]<-support[2*i-1]
step<-matrix(0,d,1)
for (i in 1:d) step[i]<-(support[2*i]-support[2*i-1])/N[i]
mixnum<-length(p)
numpositive<-0
for (i in 1:recnum){
inde<-digit(i-1,N)+1
point<-lowsuppo+step*inde-step/2
if (!is.null(theta)){
rotmat<-matrix(c(cos(theta),-sin(theta),sin(theta),cos(theta)),2,2)
point<-rotmat%*%point
}
valli<-0
for (mi in 1:mixnum){
evapoint<-(point-M[mi,])/sig[mi,]
valli<-valli+p[mi]*evanor(evapoint)/prod(sig[mi,])
}
if (valli>lowest){
numpositive<-numpositive+1
value[numpositive]<-valli
index[numpositive,]<-inde
}
}
value<-value[1:numpositive]
index<-index[1:numpositive,]
down<-index-1
high<-index
}
else if (func=="student"){
lowsuppo<-matrix(0,d,1)
for (i in 1:d) lowsuppo[i]<-support[2*i-1]
step<-matrix(0,d,1)
for (i in 1:d) step[i]<-(support[2*i]-support[2*i-1])/N[i]
numpositive<-0
for (i in 1:recnum){
inde<-digit(i-1,N)+1
x<-lowsuppo+step*inde-step/2
#valli<-eva.student(x,t,marginal,sig,r,df)
margx<-matrix(0,d,1)
u<-matrix(0,d,1)
if (marginal=="unif"){
for (j in 1:d){
u[j]<-x[j]/sig[j] #+1/2
margx[j]<-1/sig[j]
}
}
if ((marginal=="normal")||(marginal=="gauss")){
for (j in 1:d){
u[j]<-pnorm(x[j]/sig[j])
margx[j]<-evanor(x[j]/sig[j])/sig[j]
}
}
if (marginal=="student"){
for (j in 1:d){
u[j]<-pt(x[j]/sig[j],df=t[j])
margx[j]<-dt(x[j]/sig[j],df=t[j])/sig[j]
}
}
x1<-qt(u[1],df=df)
x2<-qt(u[2],df=df)
d<-2
vakio<-gamma((df+d)/2)*gamma(df/2)/gamma((df+1)/2)^2
nelio<-(x1^2+x2^2-2*r*x1*x2)/(1-r^2)
prod<-(1+x1^2/df)^((1+df)/2)*(1+x2^2/df)^((1+df)/2)
copuval<-vakio*(1-r^2)^(-1/2)*prod*(1+nelio/df)^(-(df+d)/2)
valli<-copuval*margx[1]*margx[2]
###############################################
if (valli>0){
numpositive<-numpositive+1
value[numpositive]<-valli
index[numpositive,]<-inde
}
}
value<-value[1:numpositive]
index<-index[1:numpositive,]
down<-index-1
high<-index
}
else if (func=="gauss"){
lowsuppo<-matrix(0,d,1)
for (i in 1:d) lowsuppo[i]<-support[2*i-1]
step<-matrix(0,d,1)
for (i in 1:d) step[i]<-(support[2*i]-support[2*i-1])/N[i]
numpositive<-0
for (i in 1:recnum){
inde<-digit(i-1,N)+1
x<-lowsuppo+step*inde-step/2
#valli<-eva.copula(x,type="gauss",marginal=marginal,sig=sig,r=r,t=t)
margx<-matrix(0,d,1)
u<-matrix(0,d,1)
if (marginal=="unif"){
for (j in 1:d){
u[j]<-x[j]/sig[j] #+1/2
margx[j]<-1/sig[j]
}
}
if ((marginal=="normal")||(marginal=="gauss")){
for (j in 1:d){
u[j]<-pnorm(x[j]/sig[j])
margx[j]<-evanor(x[j]/sig[j])/sig[j]
}
}
if (marginal=="student"){
for (j in 1:d){
u[j]<-pt(x[j]/sig[j],df=t[j])
margx[j]<-dt(x[j]/sig[j],df=t[j])/sig[j]
}
}
x1<-qnorm(u[1],sd=1)
x2<-qnorm(u[2],sd=1)
nelio<-(x1^2+x2^2-2*r*x1*x2)/(1-r^2)
copuval<-(1-r^2)^(-1/2)*exp(-nelio/2)/exp(-(x1^2+x2^2)/2)
valli<-copuval*margx[1]*margx[2]
########################################
if (valli>0){
numpositive<-numpositive+1
value[numpositive]<-valli
index[numpositive,]<-inde
}
}
value<-value[1:numpositive]
index<-index[1:numpositive,]
down<-index-1
high<-index
}
else{
# old #########################################################
if (is.null(support)){
if (func=="epan"){
if (is.null(sig)) sig<-c(1,1)
support<-matrix(0,2*d,1)
for (i in 1:d){
support[2*i-1]<--sig[i]
support[2*i]<-sig[i]
}
}
}
if ((marginal=="unif")) support<-c(0,sig[1],0,sig[2])
# && (is.null(support)))
#support<-c(-sig[1]/2,sig[1]/2,-sig[2]/2,sig[2]/2)
lowsuppo<-matrix(0,d,1)
for (i in 1:d) lowsuppo[i]<-support[2*i-1]
step<-matrix(0,d,1)
for (i in 1:d) step[i]<-(support[2*i]-support[2*i-1])/N[i]
numpositive<-0
for (i in 1:recnum){
inde<-digit(i-1,N)+1
#if ((inde[1]==0) && (inde[2]==N[2])) inde<-c(0,0)
point<-lowsuppo+step*inde-step/2
if (!is.null(theta)){
rotmat<-matrix(c(cos(theta),-sin(theta),sin(theta),cos(theta)),2,2)
point<-rotmat%*%point
}
if (func=="prod") valli<-eva.prod(point,marginal,g)
if (func=="skewgauss") valli<-eva.skewgauss(point,mu,sig,alpha)
#if (func=="dmsn") valli<-dmsn(point,xi,Omega,alpha)
if (func=="gumbel") valli<-eva.copula(point,
type="gumbel",marginal=marginal,sig=sig,r=r,t=t,g=g)
if (func=="frank") valli<-eva.copula(point,
type="frank",marginal=marginal,sig=sig,t=t,g=g)
if (func=="plackett") valli<-eva.plackett(point,t,marginal,sig)
if (func=="clayton2") valli<-eva.clayton(point,t,marginal,sig,df)
if (func=="clayton") valli<-eva.copula(point,
type="clayton",marginal=marginal,sig=sig,r=r,t=t,g=g)
if (func=="cop6") valli<-eva.cop6(point,t,marginal,sig)
if (func=="epan") valli<-epan(point)
if (func=="normal")
valli<-eva.gauss(point,t=t,marginal=marginal,sig=sig,r=r)
if (func=="hat") valli<-eva.hat(point,a=a,b=b)
if (valli>0){
numpositive<-numpositive+1
value[numpositive]<-valli
index[numpositive,]<-inde
}
}
value<-value[1:numpositive]
index<-index[1:numpositive,]
down<-index-1
high<-index
}
pcf<-list(
value=value,index=index,
down=down,high=high, #step=delta,
support=support,N=N)
#pcf<-eval.func.dD(func,N,
#sig=sig,support=support,theta=theta,g=g,
#M=M,p=p,mul=mul,
#t=t,marginal=marginal,r=r,
#mu=mu,xi=xi,Omega=Omega,alpha=alpha,df=df,a=a,b=b)
}
else{ # (d==1){ ######################################################
pcf<-eval.func.1D(func,N,
support=support,g=g,std=std,distr=distr,
M=M,sig=sig,p=p,
a=a,b=b,d=2)
}
return(pcf)
}
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