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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# 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
# Copyrights (C)
# for this R-port:
# 1999 - 2007, Diethelm Wuertz, GPL
# Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# info@rmetrics.org
# www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
# see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
# see Rmetrics's copyright file
################################################################################
# FUNCTION: ARCHIMEDEAN COPULAE PARAMETER:
# evList Returns list of implemented extreme value copulae
# archmParam Sets Default parameters for an extreme value copula
# archmRange Returns the range of valid alpha values
# archmCheck Checks if alpha is in the valid range
# FUNCTION: ARCHIMEDEAN COPULAE PHI GENERATOR:
# Phi Computes Archimedean Phi, inverse and derivatives
# PhiSlider Displays interactively generator function
# FUNCTION: ARCHIMEDEAN DENSITY K GENERATOR:
# Kfunc Computes Archimedean Density Kc and its Inverse
# KfuncSlider Displays interactively the density and concordance
################################################################################
test.archmList =
function()
{
# Arguments:
# archmList()
# List:
archmList()
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.archmParam =
function()
{
# Arguments:
# archmParam(type = archmList())
# Parameters:
for (type in archmList()) {
cat("\n")
print(unlist(archmParam(type)))
}
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.archmRange =
function()
{
# Arguments:
# archmRange(type = archmList(), B = Inf)
# Range:
for (type in archmList()) {
cat("\n")
print(archmRange(type))
}
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.archmCheck =
function()
{
# Arguments ?
# archmCheck(alpha, type = archmList())
# Check:
for (type in archmList()) {
cat("\n")
print(archmCheck(archmParam(type)$param))
}
# Return Value:
return()
}
################################################################################
test.Phi =
function()
{
# Arguments:
# Phi(x, alpha = NULL, type = archmList(), inv = FALSE, deriv = paste(0:2))
# Call Generator Function Phi:
for (type in paste(1:22)) {
print(Phi(x = 0.5, type = type, inv = TRUE, deriv = "0"))
cat("\n")
}
for (type in paste(1:22)) {
print(Phi(x = 0.5, type = type, inv = TRUE, deriv = "1"))
cat("\n")
}
for (type in paste(1:22)) {
print(Phi(x = 0.5, type = type, inv = TRUE, deriv = "2"))
cat("\n")
}
for (type in paste(1:22)) {
print(Phi(x = 0.5, type = type, inv = FALSE, deriv = "0"))
cat("\n")
}
for (type in paste(1:22)) {
print(Phi(x = 0.5, type = type, inv = FALSE, deriv = "1"))
cat("\n")
}
for (type in paste(1:22)) {
print(Phi(x = 0.5, type = type, inv = FALSE, deriv = "2"))
cat("\n")
}
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.PhiSlider =
function()
{
# Arguments:
# PhiSlider()
# Try Slider:
# PhiSlider()
NA
# Return Value:
return()
}
################################################################################
test.Kfunc =
function()
{
# Arguments:
# Kfunc(x, alpha = NULL, type = archmList(), inv = FALSE, lower = 1e-08)
# Call Generator Function Phi:
for (type in paste(1:22)) {
print(Kfunc(x = 0.5, inv = FALSE))
cat("\n")
}
for (type in paste(1:22)) {
print(Kfunc(x = 0.5, inv = TRUE))
cat("\n")
}
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.KfuncSlider =
function()
{
# Arguments:
# KfuncSlider()
# Try Slider:
# KfuncSlider()
NA
# Return Value:
return()
}
################################################################################
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