inst/unitTests/runit.ExtremeValueDependency.R

In fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae

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# 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                   KENDALL'S TAU AND SPEARMAN'S RHO:
#  evTau                      Returns Kendall's tau for extreme value copulae
#  evRho                      Returns Spearman's rho for extreme value copulae
# FUNCTION:                  EXTREME VALUE COPULAE TAIL DEPENDENCE:
#  evTailCoeff                Computes tail dependence for extreme value copulae
#  evTailCoeffSlider          Plots extreme value tail dependence function
#################################################################################


test.evTau = 
function()
{
    # Arguments:
    #   evTau(param = NULL, type = evList(), alternative = FALSE)
    
    # Tau:
    for (type in evList()) {
        ans = evTau(type = type)
        cat("\n")
        print(ans)
    }
    
    # Return Value:
    return()    
}


# ------------------------------------------------------------------------------


test.evRho = 
function()
{
    # Arguments:
    #   evRho(param = NULL, type = evList(), alternative = FALSE) 
    
    # Rho:
    for (type in evList()) {
        ans = evRho(type = type)
        cat("\n")
        print(type)
        print(ans)
    }
    
    # Return Value:
    return()    
}

   
################################################################################
    

test.evTailCoeff = 
function()
{
    # Arguments:
    #   evTailCoeff(param = NULL, type = evList())
    
    # Tail Coefficient:
    for (type in evList()) {
        ans = evTailCoeff(type = type)
        cat("\n")
        print(type)
        print(ans)
    }
    
    # Return Value:
    return()    
}


# ------------------------------------------------------------------------------
    

test.evTailCoeffSlider = 
function()
{
    # Arguments:
    #   evTailCoeffSlider(B = 10) 
    
    # Try Slider:
    # evTailCoeffSlider()                                                   
    NA
    
    # Return Value:
    return()    
}

  
################################################################################