Nothing
cal.Dvine <- function(obj,val) {
#if(!class(obj$Dvine)=="penDvine") stop("obj$Dvine is not from class penDvine")
Dvine.save <- obj$Dvine
l.D <- length(Dvine.save)
D.struc<-obj$D.struc
cond.arg<-obj$cond.arg
q <- obj$q
d <- obj$d
d2<-obj$d2
D <- obj$D
D3<-obj$D3
S<-obj$S
pca<-obj$pca
Dvine <- list()
ord1<-obj$order
val<-val[,ord1]
#org.data<-org.data[,ord1]
SSi <- list()
for ( i in 1:length(S))
{
vine.knot <- list(j1=S[i],j2=NULL,D=NULL, v=NULL,U=val[,S[i]] )
SSi <- append(SSi, list(vine.knot))
}
Dvine <- append(Dvine, list(SSi))
level <- 1
SS <- Dvine[[level]]
nSS <- length(SS)
while (nSS>1)
{
SSi <- list()
for (i in 2:nSS)
{
S1 <- c(SS[[i-1]]$j1, SS[[i-1]]$j2,SS[[i-1]]$D)
S2 <- c(SS[[i]]$j1, SS[[i]]$j2,SS[[i]]$D)
index1 <- rep(TRUE,length(S1))
index2 <- rep(TRUE,length(S2))
S3 <- c()
for (j in 1:length(S1))
{
indexi <- S1[j]==S2
if (sum(indexi)>0)
{
S3 <- c(S3, S1[j])
index1[j] <- FALSE
index2[indexi] <- FALSE
}
}
if(!is.null(S3)) S3 <- sort(S3)
S1 <- S1[index1]
S2 <- S2[index2]
vine.knot <- list(j1=S1,j2=S2,D=S3,U=NULL,cond=Dvine.save[[l.D-nSS+2]][[i-1]]$cond)
SSi <- append(SSi, list(vine.knot))
}
Dvine <- append(Dvine, list(SSi))
level <- level + 1
SS <- Dvine[[level]]
nSS <- length(SS)
}
level <- 2
Tree.l <- Dvine[[level]]
AIC <- 0
log.like.vec<-c()
#if(doMC){
Tree.l.temp <- foreach(i=1:length(Tree.l),.combine=list, .multicombine=TRUE) %do% {
p<-2
cond.val<-FALSE
index.j1 <- Tree.l[[i]]$j1
index.j2 <- Tree.l[[i]]$j2
if(!obj$Dvine[[2]][[i]]$rev) U.hat <- val[,c(index.j1,index.j2)] else U.hat<-val[,c(index.j2,index.j1)]
if(!is.null(obj$cond.arg)&Dvine.save[[level]][[i]]$cond) {
U.hat<-cbind(U.hat,obj$cond.arg)
cond.val<-TRUE
p<-3
}
if(!is.null(obj$cond.arg)&Dvine.save[[level]][[i]]$cond) U <- hierarchbs.cond.cop(data=U.hat,coef=Dvine.save[[level]][[i]]$v,intp=rep(FALSE,p),d=d,D=D3,p=p,cond=cond.val,q=q) #evaluierte Dichte
else U <- hierarchbs.cond.cop(data=U.hat,coef=Dvine.save[[level]][[i]]$v,intp=rep(FALSE,p),d=d,D=D,p=p,cond=cond.val,q=q)
ll <- sum(sapply(U[U>0],log))
list(j1=index.j1,j2=index.j2,D=NULL,v=Dvine.save[[level]][[i]]$v,U.hat=U.hat,U=U,cop=Dvine.save[[level]][[i]]$cop,log.like=ll,p=p,cond=cond.val,rev=obj$Dvine[[2]][[i]]$rev)
}
#}
if(length(S)>2) {
for(j in 1:length(Tree.l.temp)) {
log.like.vec<-c(log.like.vec,Tree.l.temp[[j]]$log.like)
}
Dvine[[level]] <- Tree.l.temp
}
else {
log.like.vec<-Tree.l.temp$log.like
Dvine[[level]] <- list(Tree.l.temp)
}
if(length(S)>2) {
while( length(Dvine[[level]])>2) # loop over the levels of the Dvine. We stop if the tree in the Dvine has just one knot
{
level <- level+1
print(level)
Tree.l <- Dvine[[level]] # current tree in vine
Tree.l1 <- Dvine[[level-1]] # previous tree in vine, one level up
#if(doMC){
Tree.l.temp <- foreach(i=1:length(Tree.l),.combine=list, .multicombine=TRUE) %dopar% {
U.hat <- c()
index <- list(c(Tree.l[[i]]$j1,Tree.l[[i]]$D),c(Tree.l[[i]]$j2,Tree.l[[i]]$D))
D.index<-Tree.l[[i]]$D
len.D<-length(D.index)
p<-2+len.D
if(p>(2+D.struc)) p<-2+D.struc
for(j in 1:2)
{
indexi <- index[[j]]
index.ancestor <- c()
for (m in 1:length(Tree.l1))
{
index.ancestor <- c(index.ancestor, all( sort(indexi)==sort(c(Tree.l1[[m]]$j1,Tree.l1[[m]]$j2,Tree.l1[[m]]$D))))
}
ancestor.knot <- Tree.l1[index.ancestor][[1]]
ord1<-c(1,2)
if(level==3&j==1) if(ancestor.knot$rev) ord1<-c(2,1)
if(j==1&ancestor.knot$cond) U.hat <-cbind(U.hat,hierarchbs.cond.cop(data=ancestor.knot$U.hat,coef=ancestor.knot$v,intp=c(TRUE,FALSE,
rep(FALSE,dim(ancestor.knot$U.hat)[2]-2)),d=d2,D=D3,p=dim(ancestor.knot$U.hat)[2],cond=ancestor.knot$cond,q=q))
if(j==1&!ancestor.knot$cond) U.hat <-cbind(U.hat,hierarchbs.cond.cop(data=ancestor.knot$U.hat,coef=ancestor.knot$v,intp=c(TRUE,FALSE)[ord1],d=d,D=D,p=2,cond=ancestor.knot$cond,q=q))
ord1<-c(1,2)
if(level==3&j==2) if(ancestor.knot$rev) ord1<-c(2,1)
if(j==2&ancestor.knot$cond) U.hat <-cbind(U.hat,hierarchbs.cond.cop(data=ancestor.knot$U.hat,coef=ancestor.knot$v,intp=c(FALSE,TRUE,
rep(FALSE,dim(ancestor.knot$U.hat)[2]-2)),d=d2,D=D3,p=dim(ancestor.knot$U.hat)[2],cond=ancestor.knot$cond,q=q))
if(j==2&!ancestor.knot$cond) U.hat <-cbind(U.hat,hierarchbs.cond.cop(data=ancestor.knot$U.hat,coef=ancestor.knot$v,intp=c(FALSE,TRUE)[ord1],d=d,D=D,p=2,cond=ancestor.knot$cond,q=q))
}
if(Tree.l[[i]]$cond&!Dvine.save[[level]][[i]]$indep) {
if(len.D<=D.struc) {
U.hat<-cbind(U.hat,val[,Tree.l[[i]]$D])
U <- hierarchbs.cond.cop(data=U.hat,coef=Dvine.save[[level]][[i]]$v,intp=rep(FALSE,dim(U.hat)[2]),d=d2,D=D3,p=dim(U.hat)[2],cond=TRUE,q=q)
}
if(len.D>D.struc) {
if(is.null(cond.arg)) dat<-val[,D.index]
if(!is.null(cond.arg)) dat<-cbind(val[,D.index],cond.arg)
o<-kk<-1
dat.norm<-foreach(kk=1:dim(dat)[2],.combine=cbind) %do% {
rank(pnorm(dat[,kk],0,1))/(dim(dat)[1]+1)
}
prcomp.D <- Dvine.save[[level]][[i]]$prcomp.D
dat2<-dat.norm%*%prcomp.D$rotation
data.distr<-foreach(o=1:D.struc,.combine=cbind) %do% {
round(rank(dat2[,o])/(dim(dat)[1]+1),10)
}
}
U.hat<-cbind(U.hat,data.distr)
U <- hierarchbs.cond.cop(data=U.hat,coef=Dvine.save[[level]][[i]]$v,intp=rep(FALSE,dim(U.hat)[2]),d=d2,D=D3,p=dim(U.hat)[2],cond=TRUE,q=q)
}
else {
p<-2
U <- hierarchbs.cond.cop(data=U.hat,coef=Dvine.save[[level]][[i]]$v,intp=rep(FALSE,p),d=d,D=D,p=p,cond=FALSE,q=q)
}
ll <- sum(sapply(U[U>0],log))
list(j1=Tree.l[[i]]$j1,j2=Tree.l[[i]]$j2,D=Tree.l[[i]]$D,U.hat=U.hat,U=U,v=Dvine.save[[level]][[i]]$v,cop=Dvine.save[[level]][[i]]$cop,log.like=ll,cond=Tree.l[[i]]$cond,p=p,indep=Dvine.save[[level]][[i]]$indep)
#}
}
for(j in 1:length(Tree.l.temp)) {
log.like.vec<-c(log.like.vec,Tree.l.temp[[j]]$log.like)
}
if(length(Dvine[[level]])==1) {
Tree.l.temp <- list(Tree.l.temp)
}
Dvine[[level]] <- Tree.l.temp
}
level <- level+1
Tree.l <- Dvine[[level]] # current tree in vine
Tree.l1 <- Dvine[[level-1]] # previous tree in vine, one level up
i <- 1
D.index<-Tree.l[[1]]$D
len.D<-length(D.index)
p<-2+len.D
if(p>(2+D.struc)) p<-2+D.struc
U.hat <- c()
index <- list(c(Tree.l[[i]]$j1,Tree.l[[i]]$D),c(Tree.l[[i]]$j2,Tree.l[[i]]$D))
for(j in 1:2)
{
indexi <- index[[j]]
index.ancestor <- c()
for (m in 1:length(Tree.l1))
{
index.ancestor <- c(index.ancestor, all( sort(indexi)==sort(c(Tree.l1[[m]]$j1,Tree.l1[[m]]$j2,Tree.l1[[m]]$D))))
}
ord<-c(1,2)
if(indexi[2]>indexi[1]) ord<-c(2,1)
ancestor.knot <- Tree.l1[index.ancestor][[1]] # Ancestor knot of j-th Element in Index set, i.e. knot with indices {j1,D}
if(j==1&ancestor.knot$cond) U.hat <-cbind(U.hat,hierarchbs.cond.cop(data=ancestor.knot$U.hat,coef=ancestor.knot$v,
intp=c(TRUE,FALSE,rep(FALSE,dim(ancestor.knot$U.hat)[2]-2)),d=d2,D=D3,p=dim(ancestor.knot$U.hat)[2],cond=ancestor.knot$cond,q=q))
if(j==1&!ancestor.knot$cond) U.hat <-cbind(U.hat,hierarchbs.cond.cop(data=ancestor.knot$U.hat,coef=ancestor.knot$v,intp=c(TRUE,FALSE),
d=d,D=D,p=2,cond=ancestor.knot$cond,q=q))
if(j==2&ancestor.knot$cond) U.hat <-cbind(U.hat,hierarchbs.cond.cop(data=ancestor.knot$U.hat,coef=ancestor.knot$v,
intp=c(FALSE,TRUE,rep(FALSE,dim(ancestor.knot$U.hat)[2]-2)),d=d2,D=D3,p=dim(ancestor.knot$U.hat)[2],cond=ancestor.knot$cond,q=q))
if(j==2&!ancestor.knot$cond) U.hat <-cbind(U.hat,hierarchbs.cond.cop(data=ancestor.knot$U.hat,coef=ancestor.knot$v,intp=c(FALSE,TRUE),
d=d,D=D,p=2,cond=ancestor.knot$cond,q=q))
}
if(Tree.l[[i]]$cond&!Dvine.save[[level]][[i]]$indep) {
if(len.D<=D.struc) {
U.hat<-cbind(U.hat,val[,Tree.l[[i]]$D])
U <- hierarchbs.cond.cop(data=U.hat,coef=Dvine.save[[level]][[i]]$v,intp=rep(FALSE,dim(U.hat)[2]),d=d2,D=D3,p=p,cond=TRUE,q=q)
}
if(len.D>D.struc) {
if(is.null(cond.arg)) dat<-val[,D.index]
if(!is.null(cond.arg)) dat<-cbind(data[,D.index],cond.arg)
o<-kk<-1
dat.norm<-foreach(kk=1:dim(dat)[2],.combine=cbind) %do% {
rank(pnorm(dat[,kk],0,1))/(dim(dat)[1]+1)
}
prcomp.D <- Dvine.save[[level]][[i]]$prcomp.D
dat2<-dat.norm%*%prcomp.D$rotation
data.distr<-foreach(o=1:D.struc,.combine=cbind) %do% {
round(rank(dat2[,o])/(dim(dat)[1]+1),10)
}
}
U.hat<-cbind(U.hat,data.distr)
U <- hierarchbs.cond.cop(data=U.hat,coef=Dvine.save[[level]][[i]]$v,intp=rep(FALSE,dim(U.hat)[2]),d=d2,D=D3,p=dim(U.hat)[2],cond=TRUE,q=q)
}
else {
p<-2
U <- hierarchbs.cond.cop(data=U.hat,coef=Dvine.save[[level]][[i]]$v,intp=rep(FALSE,p),d=d,D=D,p=p,cond=FALSE,q=q)
}
}
ll <- sum(sapply(U[U>0],log))
log.like.vec<-c(log.like.vec,ll)
Tree.l.temp <- list(j1=Tree.l[[i]]$j1,j2=Tree.l[[i]]$j2,D=Tree.l[[i]]$D,U=U,v=Dvine.save[[level]][[i]]$v,cop=Dvine.save[[level]][[i]]$cop,log.like=ll)
Dvine[[level]][[1]] <- Tree.l.temp
log.like <- sum(log.like.vec)
U.result <- rep(0,dim(val)[1])
for(i in 2:length(S)) {
for(j in 1:length(Dvine[[i]])) {
U.result <- U.result+log(Dvine[[i]][[j]]$U)
}
}
return(list(cal=exp(U.result),log.like=log.like,log.like.vec=log.like.vec))
}
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