Nothing
# 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 - 2008, Diethelm Wuertz, Rmetrics Foundation, 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: GED DISTRIBUTION:
# dged Density for the Generalized Error Distribution
# pged Probability function for the GED
# qged Quantile function for the GED
# rged Random Number Generator for the GED
# FUNCTION: SKEW GED DISTRIBUTION:
# dsged Density for the skewed GED
# psged Probability function for the skewed GED
# qsged Quantile function for the skewed GED
# rsged Random Number Generator for the skewed GED
# FUNCTION: GED DISTRIBUTION SLIDER:
# sgedSlider Displays Generalized Error Distribution and RVS
# FUNCTION: PARAMETER ESTIMATION:
# gedFit Fit the parameters for a GED distribution
# sgedFit Fit the parameters for a skew GED distribution
# FUNCTION: MOMENTS:
################################################################################
test.sgedDis <-
function()
{
# Generalized Error Distribution:
RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion")
set.seed(4711, kind = "Marsaglia-Multicarry")
# Test:
test = fBasics::distCheck("ged", mean = 0, sd = 1, nu = 2, robust = FALSE)
print(test)
# Skew Generalized Error Distribution:
RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion")
set.seed(1953, kind = "Marsaglia-Multicarry")
test = fBasics::distCheck("sged", mean = 0, sd = 1, nu = 2, xi = 0.8, robust = FALSE)
print(test)
## 2022-07-27 GB check fixes related to issue #6061, see NEWS and the source code
stopifnot( all( diff(qsged(c(0.49, 0.5, 0.51))) > 0) )
stopifnot( all( diff(psged(qsged(c(0.49, 0.5, 0.51)))) > 0) )
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.sgedFit <-
function()
{
# Parameter Estimation:
# gedFit - Fit the parameters for a GED distribution
# Generalized Error Distribution:
RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion")
set.seed(4711, kind = "Marsaglia-Multicarry")
# Series:
x = rged(1000, mean = 0, nu = 2)
# Fit:
fit = gedFit(x)
print(fit)
# Fit the parameters for a skew GED distribution
# sgedFit - Fit the parameters for a skew GED distribution
# Skew Generalized Error Distribution:
RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion")
set.seed(4711, kind = "Marsaglia-Multicarry")
x = rsged(1000, mean = 0, sd = 1, nu = 2, xi = 1.5)
fit = sgedFit(x)
print(fit)
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.sgedSlider <-
function()
{
# Try Distribution:
# sgedSlider(type = "dist")
NA
# Try Random Variates:
RNGkind(kind = "Marsaglia-Multicarry", normal.kind = "Inversion")
set.seed(4711, kind = "Marsaglia-Multicarry")
# sgedSlider(type = "rand")
NA
# Return Value:
return()
}
################################################################################
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.