Nothing
## copied form distrEx from distrEx 2.8.0 and branch 1.2.0 on
## .qtlIntegrate is moved from RobExtremes (slightly modified) to distrEx
# as of versions distrEx 2.8.0 and RobExtremes 1.2.0
setMethod("E", signature(object = "Pareto",
fun = "missing",
cond = "missing"),
function(object, low = NULL, upp = NULL, ..., diagnostic = FALSE){
if(!is.null(low)) if(low <= Min(object)) low <- NULL
a <- shape(object); b <- Min(object)
if(is.null(low) && is.null(upp)){
if(a<=1) return(Inf)
else return(b*a/(a-1))
}
else
return(E(object=object,fun=function(x)x, low=low, upp=upp, ...,
diagnostic = diagnostic))
})
### source http://mathworld.wolfram.com/ParetoDistribution.html
setMethod("E", signature(object = "Gumbel",
fun = "missing",
cond = "missing"),
function(object, low = NULL, upp = NULL, ..., diagnostic = FALSE){
a <- loc(object); b <- scale(object)
if(is.null(low) && is.null(upp))
return(a- EULERMASCHERONICONSTANT * b)
else
return(E(object=object,fun=function(x)x, low=low, upp=upp, ...,
diagnostic = diagnostic))
})
## http://mathworld.wolfram.com/GumbelDistribution.html
setMethod("E", signature(object = "GPareto",
fun = "missing",
cond = "missing"),
function(object, low = NULL, upp = NULL, ..., diagnostic = FALSE){
if(!is.null(low)) if(low <= Min(object)) low <- NULL
k <- shape(object); s <- scale(object); mu <- loc(object)
if(is.null(low) && is.null(upp)){
if(k>=1) return(Inf)
else return(mu+s/(1-k))
}
else
return(E(object=object,fun=function(x)x, low=low, upp=upp, ...,
diagnostic = diagnostic))
})
### source http://en.wikipedia.org/wiki/Pareto_distribution
setMethod("E", signature(object = "DistributionsIntegratingByQuantiles",
fun = "function",
cond = "missing"),
function(object, fun, low = NULL, upp = NULL,
rel.tol= getdistrExOption("ErelativeTolerance"),
lowerTruncQuantile = getdistrExOption("ElowerTruncQuantile"),
upperTruncQuantile = getdistrExOption("EupperTruncQuantile"),
IQR.fac = max(1e4,getdistrExOption("IQR.fac")), ...,
diagnostic = FALSE){
dots <- list(...)
dotsI <- .filterEargs(dots)
dotsFun <- .filterFunargs(dots,fun)
funwD <- function(x) do.call(fun, c(list(x=x),dotsFun))
do.call(.qtlIntegrate, c(list(object = object, fun = funwD, low = low, upp = upp,
rel.tol= rel.tol, lowerTruncQuantile = lowerTruncQuantile,
upperTruncQuantile = upperTruncQuantile,
IQR.fac = IQR.fac, ...,
.withLeftTail = FALSE, .withRightTail = TRUE,
diagnostic = diagnostic),dotsI))
})
setMethod("E", signature(object = "GPareto",
fun = "function",
cond = "missing"),
function(object, fun, low = NULL, upp = NULL,
rel.tol= getdistrExOption("ErelativeTolerance"),
lowerTruncQuantile = getdistrExOption("ElowerTruncQuantile"),
upperTruncQuantile = getdistrExOption("EupperTruncQuantile"),
IQR.fac = max(1e4,getdistrExOption("IQR.fac")), ...,
diagnostic = FALSE){
dots <- list(...)
dots.withoutUseApply <- .filterEargs(dots)
useApply <- TRUE
if(!is.null(dots$useApply)) useApply <- dots$useApply
dots.withoutUseApply$useApply <- NULL
integrand <- function(x, dfun, ...){ di <- dim(x)
y <- exp(x)
if(useApply){
funy <- sapply(y,fun, ...)
dim(y) <- di
dim(funy) <- di
}else funy <- fun(y,...)
return(funy * y * dfun(y)) }
if(is.null(low)) low <- -Inf
if(is.null(upp)) upp <- Inf
Ib <- .getIntbounds(object, low, upp, lowerTruncQuantile,
upperTruncQuantile, IQR.fac)
low <- if(Ib["low"]<=0) -Inf else log(Ib["low"])
upp <- log(Ib["upp"])
return(do.call(distrExIntegrate, c(list(f = integrand,
lower = low,
upper = upp,
rel.tol = rel.tol,
distr = object, dfun = d(object)), dots.withoutUseApply,
diagnostic = diagnostic)))
})
setMethod("E", signature(object = "GEV",
fun = "missing",
cond = "missing"),
function(object, low = NULL, upp = NULL, ..., diagnostic = FALSE){
if(!is.null(low)) if(low <= Min(object)) low <- NULL
xi <- shape(object); sigma <- scale(object); mu <- loc(object)
if(is.null(low) && is.null(upp)){
if (xi==0) return(mu+sigma*EULERMASCHERONICONSTANT)
else if(xi>=1) return(Inf)
else return(mu+sigma*(gamma(1-xi)-1)/xi)
}
else
return(E(object, low=low, upp=upp, fun = function(x)x, ...,
diagnostic = diagnostic))
})
setMethod("E", signature(object = "GEV", fun = "function", cond = "missing"),
getMethod("E",
signature(object = "DistributionsIntegratingByQuantiles",
fun = "function", cond = "missing")))
## these routines are moved back to package distrEx from distrEx 2.8.0 / RobExtremes 1.2.0 on
#setMethod("E", signature(object = "Weibull", fun = "function", cond = "missing"),
# getMethod("E",
# signature(object = "DistributionsIntegratingByQuantiles",
# fun = "function", cond = "missing")))
#setMethod("E", signature(object = "Gammad", fun = "function", cond = "missing"),
# getMethod("E",
# signature(object = "DistributionsIntegratingByQuantiles",
# fun = "function", cond = "missing")))
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.