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#############################################################################
# Copyright (c) 2014 Mathieu Ribatet
# Copyright (c) 2022 Christophe Dutang => replace fitted to object
#
# 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
#
#############################################################################
simmcpot <- function(object, plot = TRUE, ...){
if (all(class(object) != "mcpot"))
stop("``object'' must be of class ``mcpot''")
thresh <- object$threshold
scale <- object$param["scale"]
shape <- object$param["shape"]
alpha <- object$param["alpha"]
pat <- object$pat
model <- object$model
n <- length(object$data)
if (model %in% c("log", "nlog"))
param <- list(alpha = alpha)
if (model %in% c("alog", "anlog"))
param <- list(alpha = alpha, asCoef1 = object$param["asCoef1"],
asCoef2 = object$param["asCoef2"])
if (model == "mix")
param <- list(alpha = alpha, asCoef = 0)
if (model == "amix")
param <- list(alpha = alpha, asCoef = object$param["asCoef"])
param <- c(param, list(n = n, model = model))
prob <- do.call(simmc, param)
mcpot <- rep(NA, n)
idx <- which(prob > (1 - pat))
prob[idx] <- (prob[idx] - (1 - pat)) / pat
mcpot[idx] <- qgpd(prob[idx], thresh, scale, shape)
if (plot)
plot(mcpot, ...)
return(mcpot)
}
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