R/gui-nigSlider.R In fBasics: Rmetrics - Markets and Basic Statistics

Documented in nigSlider

```# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# version 2 of the License, or (at your option) any later version.
#
# This library 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 Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA  02111-1307  USA

################################################################################
# FUNCTION:             DESCRIPTION:
#  nigSlider             Displays normal inverse Gausssian distribution function
################################################################################

nigSlider <-
function()
{
# A function implemented by Diethelm Wuertz

# Normal Inverse Gaussian Distribution:
#   dnig(x, alpha = 1, beta = 0, delta = 1, mu = 0)

# FUNCTION:

# Internal Function:
refresh.code = function(...)
{
# Sliders:

# Plot Data:
xmin = round(qnig(0.01, alpha, beta, delta, mu), digits = 2)
xmax = round(qnig(0.99, alpha, beta, delta, mu), digits = 2)
s = seq(xmin, xmax, length = N)
y1 = dnig(s, alpha, beta, delta, mu)
y2 = pnig(s, alpha, beta, delta, mu)
main1 = paste("NIG Density\n",
"alpha = ", as.character(alpha), " | ",
"beta = ", as.character(beta), " | ",
"delta = ", as.character(delta), " | ",
"mu = ", as.character(mu))
main2 = paste("NIG Probability\n",
"xmin 0.01% = ", as.character(xmin), " | ",
"xmax 0.99% = ", as.character(xmax), " | ")

# Frame:
par(mfrow = c(2, 1), cex = 0.7)

# Density:
plot(s, y1, type = "l", xlim = c(xmin, xmax), col = "steelblue")
abline (h = 0, lty = 3)
title(main = main1)

# Probability:
plot(s, y2, type = "l", xlim = c(xmin, xmax), ylim = c(0, 1),
col = "steelblue" )
abline(h = 0.0, lty = 3)
abline(h = 1.0, lty = 3)
abline(h = 0.5, lty = 3)
abline(v = mu, lty = 3, col = "red")
title(main = main2)

# Frame:
par(mfrow = c(1, 1), cex = 0.7)
}

names =       c( "N", "alpha", "beta", "delta", "mu"),
minima =      c(  50,   0.00,   -2.00,    0.00, -5.0),
maxima =      c(1000,   2.00,   +2.00,   10.00, +5.0),
resolutions = c(  50,   0.20,    0.20,    1.00,  1.0),
starts =      c(  50,   1.00,    0.00,    1.00,  0.0))
}

################################################################################
```

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fBasics documentation built on Nov. 17, 2017, 2:14 p.m.