inst/unitTests/runit.ArchimedeanModelling.R

In fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae

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#
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# Copyrights (C)
# for this R-port: 
#   1999 - 2007, Diethelm Wuertz, GPL
#   Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
#   info@rmetrics.org
#   www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
#   see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
#   see Rmetrics's copyright file 


################################################################################
# FUNCTION:                  ARCHIMEDEAN COPULAE PARAMETER FITTING:
#  archmCopulaSim             Simulates bivariate elliptical copula
#  archmCopulaFit             Fits the paramter of an elliptical copula
################################################################################


test.archmCopulaSim = 
function()
{
    # Arguments:
    # archmCopulaSim(n, alpha = NULL, type = archmList())
    
    # Simulate Random Variates:
    for (type in archmList()) {
        ans = archmCopulaSim(5, type = type)
        cat("\n")
        print(type)
        print(ans)
    }
    
    # Return Value:
    return()    
} 


# ------------------------------------------------------------------------------  
    

test.archmCopulaFit = 
function()
{
    # Arguments:
    # archmCopulaFit(u, v = NULL, type = archmList(), ...)
    
    # Random Variates:
    R = archmCopulaSim(n = 100, alpha = 2, type = "4")

    # Fit:
    fit = archmCopulaFit(u = R, type = "4")
    fit
    
    # Fit:
    fit = archmCopulaFit(u = R[, 1], v = R[, 2], type = "4")
    fit
    
    # Return Value:
    return()    
} 
        
  
################################################################################