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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
################################################################################
# FUNCTION: BIVARIATE CAUCHY DISTRIBUTION:
# pcauchy2d Computes bivariate Cauchy probability function
# dcauchy2d Computes bivariate Cauchy density function
# rcauchy2d Generates bivariate Cauchy random deviates
################################################################################
pcauchy2d <-
function(x, y = x, rho = 0)
{
# A function Implemented by Diethelm Wuertz
# Description:
# Computes bivariate Cauchy probability function
# Arguments:
# x, y - two numeric values or vectors of the same length at
# which the probability will be computed.
# Example:
# pt2d(rnorm(5), rnorm(5), 0.5, 5)
# Value:
# returns a numeric vector of probabilities of the same length
# as the input vectors
# FUNCTION:
# Settings:
# Probaility:
ans <- pt2d(x = x, y = y, rho = rho, nu = 1)
attr(ans, "control") = c(rho = rho)
# Return Value:
ans
}
# ------------------------------------------------------------------------------
dcauchy2d <-
function(x, y = x, rho = 0)
{
# A function implemented by Diethelm Wuertz
# Arguments:
# n - number of random deviates to be generated
# rho - the linear correlation, a numeric value between
# minus one and one.
# Description:
# Computes bivariate Cauchy density function
# Note:
# Partly copied from contributed R package 'sn'
# FUNCTION:
# Density:
density <- dt2d(x = x, y = y, rho = rho, nu = 1)
attr(density, "control") <- c(rho = rho)
# Return value:
density
}
# ------------------------------------------------------------------------------
rcauchy2d =
function(n, rho = 0)
{
# A function implemented by Diethelm Wuertz
# Description:
# Generates bivariate Cauchy random deviates
# Arguments:
# n - number of random deviates to be generated
# rho - the linear correlation, a numeric value between
# minus one and one.
# Note:
# Partly copied from contributed R package 'mvtnorm'
# Author Friedrich Leisch
# FUNCTION:
# Random Deviates:
ans <- rt2d(n = n, rho = rho, nu = 1)
attr(ans, "control") <- c(rho = rho)
# Return Value:
ans
}
################################################################################
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