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# This R package 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 R package 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 R package; 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
# and
# Copyright (C) 2010--2012 Martin Maechler, ETH Zurich
#
# 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
################################################################################
# FUNCTIONS: STABLE DISTRIBUTION:
# stableMode Computes stable mode
# dstable Returns density for stable DF
# pstable Returns probabilities for stable DF
# qstable Returns quantiles for stable DF
# rstable Returns random variates for stable DF
################################################################################
## FIXME / TODO: need unit tests for stableMode() !!
if(do.stable.rUnitTest <- require("fBasics") &&
## need the newer distCheck():
packageDescription("fBasics")$Version >= package_version("2110.79"))
{
## fBasics: for .distCheck()
distCheck <- fBasics:::.distCheck
environment(distCheck) <- asNamespace("stabledist")
## and re-attach "stabledist" as its contents is now masked by fBasics::dstable:
if((P <- "package:stabledist") %in% search())
detach(P, character.only=TRUE)
stopifnot(require("stabledist"),
## check that indeed we get stabledist's functions, not fBasics:
identical(dstable, stabledist::dstable))
}
source(system.file("test-tools-1.R", package = "Matrix"))
#-> identical3(), showProc.time(),...
(doExtras <- stabledist:::doExtras())
n.check <- if(doExtras) 1000 else 64
test.stableS0 <- function(n = n.check)
{
if (do.stable.rUnitTest) {
## "TODO" in distCheck() -- use 'tol = .005' in newer versions
# stable - Parameterization S0:
test <- distCheck("stable", n=n, alpha = 1.8, beta = 0.3)
print(test)
## the 3rd test -- matching (mean, var) typically fails for stable -- as Var(.) == Inf !
checkTrue(all(test[1:2]))
# stable - Parameterization S0:
test <- distCheck("stable", n=n, alpha = 1.2, beta = -0.3)
print(test)
checkTrue(all(test[1:2]))
if(doExtras) {
# stable - Parameterization S0:
test <- distCheck("stable", n=n, alpha = 0.6, beta = 0)
print(test)
checkTrue(all(test[1:2]))
}
}
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.stableS1 <- function(n = n.check)
{
if (do.stable.rUnitTest) {
if(doExtras) {
# stable - Parameterization S1:
test <- distCheck("stable", n=n, alpha = 1.8, beta = 0.3, pm = 1)
print(test)
checkTrue(all(test[1:2]))
}
# stable - Parameterization S1:
test <- distCheck("stable", n=n, alpha = 1.2, beta = -0.3, pm = 1)
print(test)
checkTrue(all(test[1:2]))
if(doExtras) {
# stable - Parameterization S1:
test <- distCheck("stable", n=n, alpha = 0.6, beta = 0, pm = 1)
print(test)
checkTrue(all(test[1:2]))
}
}
# Return Value:
return()
}
##if(doExtras) test.stableS1 <- Tst.stableS1
# ------------------------------------------------------------------------------
Tst.stableS2 <- function(n = n.check)
{
if (do.stable.rUnitTest) {
if(doExtras) {
# stable - Parameterization S2:
test <- distCheck("stable", n=n, alpha = 1.8, beta = 0.3, pm = 2)
print(test)
checkTrue(all(test[1:2]))
# stable - Parameterization S2:
test <- distCheck("stable", n=n, alpha = 1.2, beta = -0.3, pm = 2)
print(test)
checkTrue(all(test[1:2]))
}
# stable - Parameterization S2:
test <- distCheck("stable", n=n, alpha = 0.6, beta = 0, pm = 2)
print(test)
checkTrue(all(test[1:2]))
}
# Return Value:
return()
}
if(doExtras) test.stableS2 <- Tst.stableS2
################################################################################
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