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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library 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 Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
# 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()
}
################################################################################
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