R/heavytail.R

Defines functions heavytail.sim.hook heavytail.init.hook `heavytail.lvm` `heavytail`

##' @export
`heavytail` <- function(x,...) UseMethod("heavytail")
##' @export
"heavytail<-" <- function(x,...,value) UseMethod("heavytail<-")

##' @export
"heavytail<-.lvm" <- function(x,...,value) {
    if (inherits(value,"formula")) {
        return(heavytail(x,all.vars(value),...))
    }
    heavytail(x, value, ...)
}

##' @export
`heavytail.lvm` <-
    function(x,var=NULL,df=1,...) {
        if (is.null(var)) {
            htidx <- x$attributes$heavytail
            if (length(htidx)>0 && any(htidx!=0)) {
                res <- htidx[htidx>0]
                attributes(res)$couple <- unlist(x$attributes$heavytail.couple)[htidx>0]
                return(res)
            }
            return(NULL)
        }
        couples <- attributes(heavytail(x))$couple
        newval <- 1
        if (length(couples)>0) newval <- max(couples)+1
        x$attributes$heavytail.couple[var] <- newval
        x$attributes$heavytail[var] <- df
        return(x)
    }

heavytail.init.hook <- function(x,...) {
    x$attributes$heavytail <- list()
    x$attributes$heavytail.couple <- list()
    return(x)
}

heavytail.sim.hook <- function(x,data,...) {
    n <- nrow(data)
    hvar <- heavytail(x)
    if (length(hvar)==0) return(data)
    couples <- unique(attributes(hvar)$couple)
    h.type <- list()
    for (j in couples)
        h.type <- c(h.type, list( hvar[(which(attributes(hvar)$couple==j))]))
    for (i in seq_along(couples)) {
        df <- hvar[[i]][1]
        Z <- rchisq(n,df=df)/df
        for (v in names(h.type[[i]])) {
            data[,v] <- data[,v]/sqrt(Z)
        }
    }
    return(data)
}
kkholst/lava documentation built on Sept. 6, 2021, 11:36 p.m.