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#############################################################################
# Copyright (c) 2014 Mathieu Ribatet
#
# 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, write to the
# Free Software Foundation, Inc.,
# 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA
#
#############################################################################
simmc <- function(n, alpha, model = "log", asCoef, asCoef1,
asCoef2, margins = "uniform"){
if (missing(alpha))
stop("``alpha must be present.")
if ((model %in% c("alog", "anlog")) && (missing(asCoef1) ||
missing(asCoef2)))
stop("``asCoef1'' and ``asCoef2'' must be present.")
if ((model == "amix") && missing(asCoef))
stop("``asCoef'' must be present.")
if ((model %in% c("log", "alog")) && ((alpha <= 0) ||
(alpha > 1)))
stop("``alpha'' must be in ]0, 1] with this model.")
if ((model %in% c("nlog", "anlog")) && (alpha <= 0))
stop("``alpha'' must be positive with this model.")
if ((model == "mix") && ((alpha < 0) || (alpha > 1)))
stop("``alpha'' must be in [0,1] with this model.")
if ((model == "amix") &&
((alpha < 0) || (alpha + 2 * asCoef >1) ||
(alpha + 3 * asCoef < 0)))
stop("``alpha'' and ``asCoef'' are not valid. See the doc.")
if ((model == "amix")){
alpha <- alpha + 3 * asCoef
asCoef <- - asCoef
}
alpha <- as.double(alpha)
if (!missing(asCoef))
asCoef <- as.double(asCoef)
if (!missing(asCoef1) && !missing(asCoef2))
asy <- as.double(c(asCoef1, asCoef2))
evmc <- runif(n)
nn <- as.integer(1)
for (i in 2:n){
evmc[c(i,i-1)] <-
switch(model, log = .C(POT_do_rbvlog, nn, alpha, sim = evmc[c(i,i-1)])$sim,
alog = .C(POT_do_rbvalog, nn, alpha, asy, sim = evmc[c(i,i-1)])$sim,
nlog = .C(POT_do_rbvnlog, nn, alpha, sim = evmc[c(i,i-1)])$sim,
anlog = .C(POT_do_rbvanlog, nn, alpha, asy, sim = evmc[c(i,i-1)])$sim,
mix = .C(POT_do_rbvmix, nn, alpha, sim = evmc[c(i,i-1)])$sim,
amix = .C(POT_do_rbvamix, nn, alpha, asCoef, sim = evmc[c(i,i-1)])$sim)
}
switch(margins, frechet = -1/log(evmc), uniform = evmc,
rweibull = log(evmc), gumbel = -log(-log(evmc)))
}
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