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# vines: Multivariate Dependence Modeling with Vines
# Copyright (C) 2011-2015 Yasser Gonzalez Fernandez
# Copyright (C) 2011-2015 Marta Soto Ortiz
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
#
# This program 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
# General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
setGeneric("pvine",
function (vine, u) standardGeneric("pvine"),
signature = "vine")
pCVineDVine <- function (vine, u) {
if (is.vector(u)) u <- matrix(u, nrow = 1)
pdf <- function (x) dvine(vine, x)
lower <- rep(0, vine@dimension)
cdf <- function (x) {
integral <- adaptIntegrate(pdf, lower, x, tol = 0.01)$integral
min(max(0, integral), 1)
}
apply(u, 1, cdf)
}
setMethod("pvine", "CVine", pCVineDVine)
setMethod("pvine", "DVine", pCVineDVine)
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