Description Usage Arguments Details Value Note Author(s) References See Also Examples
internal use only
1 | pbgpd_phineglog(x, y, mar1 = c(0, 1, 0.1), mar2 = c(0, 1, 0.1), dep = 2, asy = 0, p = 2, compare = 2, ...)
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x |
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y |
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mar1 |
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mar2 |
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dep |
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asy |
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p |
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compare |
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... |
internal use only
internal use only
internal use only
P. Rakonczai
internal use only
internal use only
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (x, y, mar1 = c(0, 1, 0.1), mar2 = c(0, 1, 0.1), dep = 2,
asy = 0, p = 2, compare = 2, ...)
{
A1 = expression(1 - (x^(-alpha) + (1 - x)^(-alpha))^(-1/alpha))
fi1 = expression(t + ((64 * a * (c^5 - c^4 - 2 * c^3 - 2 *
c^2 + 5 * c - 2) * c^5)/((c + 1)^2 * (c - 1)^2 * (-1 +
2 * c) * (1 + 2 * c^2 - 3 * c))) * t^6 + (-32 * a * (5 *
c^6 - 2 * c^5 - 13 * c^4 - 12 * c^3 + 15 * c^2 + 6 *
c - 6) * c^4/((c + 1)^2 * (c - 1)^2 * (-1 + 2 * c) *
(1 + 2 * c^2 - 3 * c))) * t^5 + (32 * c^3 * a * (4 *
c^7 + 3 * c^6 - 14 * c^5 - 15 * c^4 + 23 * c^2 - 8 *
c - 2)/((c + 1)^2 * (c - 1)^2 * (-1 + 2 * c) * (1 + 2 *
c^2 - 3 * c))) * t^4 + (-(32 * (c^7 + 4 * c^6 - 5 * c^5 -
10 * c^4 - 5 * c^3 + 12 * c^2 + 2 * c - 4)) * a * c^3/((1 +
2 * c^2 - 3 * c) * (c + 1)^2 * (4 * c - 1 + 2 * c^3 -
5 * c^2))) * t^3 + ((32 * c^3 * a * (c^6 - 3 * c^4 -
c^2 + 4 * c - 2))/((1 + 2 * c^2 - 3 * c) * (c + 1)^2 *
(4 * c - 1 + 2 * c^3 - 5 * c^2))) * t^2)
d1A1 = D(A1, "x")
d2A1 = D(d1A1, "x")
A = function(x, alpha) eval({
x <- x
alpha <- alpha
A1
})
d1A = function(x, alpha) eval({
x <- x
alpha <- alpha
d1A1
})
d2A = function(x, alpha) eval({
x <- x
alpha <- alpha
d2A1
})
d1fi1 = D(fi1, "t")
d2fi1 = D(d1fi1, "t")
fi = function(t, a, c) eval({
t <- t
c <- c
a <- a
fi1
})
d1fi = function(t, a, c) eval({
t <- t
c <- c
a <- a
d1fi1
})
d2fi = function(t, a, c) eval({
t <- t
c <- c
a <- a
d2fi1
})
Afi = function(t, alpha, a, c) A(fi(t, a, c), alpha)
d1Afi = function(t, alpha, a, c) d1A(fi(t, a, c), alpha) *
d1fi(t, a, c)
d2Afi = function(t, alpha, a, c) d2A(fi(t, a, c), alpha) *
(d1fi(t, a, c))^2 + d1A(fi(t, a, c), alpha) * d2fi(t,
a, c)
mu = function(x, y, alpha, a, c) (1/x + 1/y) * Afi(x/(x +
y), alpha, a, c)
param = as.numeric(c(mar1, mar2, dep, asy, p))
mux = param[1]
muy = param[4]
sigx = param[2]
sigy = param[5]
gamx = param[3]
gamy = param[6]
alpha = param[7]
asy = param[8]
p = param[9]
Hxy = NULL
error = FALSE
xx = seq(0, 1, 0.005)
if (min(d2Afi(xx, alpha, asy, p), na.rm = TRUE) < -2.220447e-16)
error = TRUE
if (sigx < 0 | sigy < 0 | alpha < 0 | alpha > 6 | p < 1.3 |
p > 5)
error = TRUE
if (!error) {
tx = (1 + gamx * (x - mux)/sigx)^(1/gamx)
ty = (1 + gamy * (y - muy)/sigy)^(1/gamy)
tx0 = (1 + gamx * (-mux)/sigx)^(1/gamx)
ty0 = (1 + gamy * (-muy)/sigy)^(1/gamy)
c0 = -mu(tx0, ty0, alpha, asy, p)
Hxy = 1/c0 * (mu(tx, ty, alpha, asy, p) - mu(pmin(tx,
rep(tx0, length(tx))), pmin(ty, rep(ty0, length(tx))),
alpha, asy, p))
}
else stop("invalid parameter(s)")
Hxy
}
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