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### R code from vignette source 'Fig11GriffisStedinger.Rnw'
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### code chunk number 1: Fig11GriffisStedinger.Rnw:44-74
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tau4_LP3 <- function (tau3_LP3) {
# the approximations yield values of tau4 accurate to
# within 0.008 over the range tau3min <= tau3 <= 0.9
gammax <- c(-1.4, -1, -0.5, 0, 0.5, 1, 1.4)
table3abcd <- matrix(c(0.0602, -0.1673, 0.8010, 0.2897,
0.0908, -0.1267, 0.7636, 0.2562,
0.1166, -0.0439, 0.6247, 0.2939,
0.1220, 0.0238, 0.6677, 0.1677,
0.1152, 0.0639, 0.7486, 0.0645,
0.1037, 0.0438, 0.9327, -0.0951,
0.0776, 0.0762, 0.9771, -0.1394),
ncol=4, nrow=7, byrow=TRUE,
dimnames=list(paste("gammax=", gammax, sep=""), c("a","b","c","d")))
tau3s <- matrix(c(rep(1, length(tau3_LP3)), tau3_LP3, tau3_LP3^2, tau3_LP3^3),
nrow=4, ncol=length(tau3_LP3), byrow=TRUE,
dimnames=list(c("1","tau3","tau3^2","tau3^3"),
paste("tau3=", tau3_LP3, sep="")))
tau3min <- c(-0.2308, -0.1643, -0.0740, 0, 0.0774, 0.1701, 0.2366) %*%
t(rep(1, length(tau3_LP3)))
tau3max <- rep(0.9, 7) %*% t(rep(1, length(tau3_LP3)))
tau3s2 <- rep(1,7) %*% t(tau3_LP3)
keeptau4 <- (tau3s2 >= tau3min*0.9999) & (tau3s2 <= tau3max*1.0001)
tau4s <- table3abcd %*% tau3s
tau4s[!keeptau4] <- NA
return(tau4s)
}
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### code chunk number 2: Fig11GriffisStedinger.Rnw:78-89
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gammax <- c(-1.4, -1, -0.5, 0, 0.5, 1, 1.4)
tau3 <- seq(-0.2, 1, by=0.1)
tau4 <- tau4_LP3(tau3)
plot(c(-0.4, 1), c(0, 1), type="n", xlab="L-skewness, tau3", ylab="L-Kurtosis, tau4")
grid()
for (i in 1:7) {
lines(tau3, tau4[i,], type="b", lty=i, pch=i)
}
legend("topleft", legend=c(gammax, "OLB"), title=expression(gamma[x]),
pch=c(1:7,NA), lty=c(1:7,1), lwd=c(rep(1,7),2))
curve((5*x^2 - 1)/4, add=TRUE, lwd=2)
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### code chunk number 3: Fig11GriffisStedinger.Rnw:97-98
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library(nsRFA)
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### code chunk number 4: Fig11GriffisStedinger.Rnw:101-139
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t3b=-0.2; t3t=0.9; t4b=-0.1; t4t=0.8
plot(c(t3b+0.05, t3t-0.05), c(t4b, t4t), type="n",
xlab=expression(tau[3]), ylab=expression(tau[4]), main="")
grid()
tipi <- c(1,2,1,4,5,6)
spessori <- c(1,1.3,1.1,1.3,1.1,1.1)
colori <- c(1,1,"darkgrey",1,1,1)
tau3 <- seq(0, 0.9, by=0.1)
tau4 <- tau4_LP3(tau3)
tau4r <- apply(tau4, 2, range, na.rm=TRUE)
polygon(x=c(tau3, rev(tau3)), y=c(tau4r[1,], rev(tau4r[2,])),
density=20, col="darkgrey", border="darkgrey", angle=-45)
GPA <- function(x) 0.20196*x + 0.95924*x^2 - 0.20096*x^3 + 0.04061*x^4
curve(GPA, t3b, t3t, add=TRUE, lty=tipi[5], lwd=spessori[5])
GEV <- function(x) {
0.10701 + 0.1109*x + 0.84838*x^2 - 0.06669*x^3 +
0.00567*x^4 - 0.04208*x^5 + 0.03763*x^6
}
curve(GEV, t3b, t3t, add=TRUE, lty=tipi[4], lwd=spessori[4])
GLO <- function(x) 0.16667 + 0.83333*x^2
curve(GLO, t3b, t3t, add=TRUE, lty=tipi[6], lwd=spessori[6])
LN3 <- function(x) 0.12282 + 0.77518*x^2 + 0.12279*x^4 - 0.13638*x^6 + 0.11368*x^8
curve(LN3, t3b, t3t, add=TRUE, lty=tipi[1], lwd=spessori[1])
PE3 <- function(x) 0.1224 + 0.30115*x^2 + 0.95812*x^4 - 0.57488*x^6 + 0.19383*x^8
curve(PE3, t3b, t3t, add=TRUE, lty=tipi[2], lwd=spessori[2])
points(0, 0, pch=3, cex=1.2)
points(0, 0.1226, pch=2, cex=1.2)
points(1/3, 1/6, pch=5, cex=1.2)
points(0.1699, 0.1504, pch=6, cex=1.2)
points(0, 1/6, pch=4, cex=1.2)
curve((5*x^2 - 1)/4, t3b, t3t, add=TRUE, lwd=2)
legend("bottomright", c("EXP", "EV1", "LOG", "NOR", "UNIF"),
pch=c(5, 6, 4, 2, 3), bty="n")
legend("topleft", legend=c("LN3","P3","LP3","GEV","GP","GL","OLB"),
lty=c(tipi,1), lwd=c(spessori,2), col=c(colori,1), bty="n")
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