Compare `6c722f5 ... +3 ... 9572ec8`

135	135		bc <- copula2BiCop(copula)
136	136		unlist(VineCopula::BiCopPar2TailDep(bc$family, bc$par, bc$par2))
137	137		}
	138	+
	139	+	# metods in copula
	140	+
	141	+	# iTau
	142	+	BCiTau <- function(copula, tau) VineCopula::BiCopTau2Par(copula@family, tau)

@@ -33,6 +33,8 @@

#'
#' showClass("tawnT1Copula")
NULL

#' @exportClass tawnT1Copula surTawnT1Copula r90TawnT1Copula r270TawnT1Copula
generateClass("tawnT1Copula")
generateClass("surTawnT1Copula")
generateClass("r90TawnT1Copula")

@@ -118,3 +120,26 @@

118	120		fullname = "270 deg rotated Tawn type 1 copula family. Number 134 in VineCopula."
119	121		)
120	122		}
	123	+
	124	+	# Pickand's A
	125	+	# c-code: Tawn1(double* t, int* n, double* par, double* par2, double* par3, double* out)
	126	+	setMethod("A", signature("tawnT1Copula"), function(copula, w) {
	127	+	.C("Tawn2", as.double(w), as.integer(length(w)),
	128	+	as.double(copula@parameters[1]), as.double(copula@parameters[2]),
	129	+	as.double(1), as.double(rep(0, length(w))),
	130	+	PACKAGE = "VineCopula"
	131	+	)[[6]]
	132	+	})
	133	+
	134	+	# c-code: Tawn1(double* t, int* n, double* par, double* par2, double* par3, double* out)
	135	+	setMethod("A", signature("surTawnT1Copula"), function(copula, w) {
	136	+	u <- -expm1(-1 + w)
	137	+	v <- -expm1(-w)
	138	+
	139	+	surA <- .C("Tawn2", as.double(log(v) / log(u * v)), as.integer(length(w)),
	140	+	as.double(copula@parameters[1]), as.double(copula@parameters[2]),
	141	+	as.double(1), as.double(rep(0, length(w))),
	142	+	PACKAGE = "VineCopula"
	143	+	)[[6]]
	144	+	-log(1 - u + 1 - v - 1 + (u * v)^surA)
	145	+	})

@@ -33,6 +33,8 @@

#'
#' showClass("tawnT2Copula")
NULL

#' @exportClass tawnT2Copula surTawnT2Copula r90TawnT2Copula r270TawnT2Copula
generateClass("tawnT2Copula")
generateClass("surTawnT2Copula")
generateClass("r90TawnT2Copula")

@@ -41,6 +41,8 @@

#'
#' showClass("surJoeBiCopula")
NULL

#' @exportClass joeBiCopula surJoeBiCopula r90JoeBiCopula r270JoeBiCopula
generateClass("joeBiCopula")
generateClass("surJoeBiCopula")
generateClass("r90JoeBiCopula")

@@ -128,3 +130,8 @@

128	130		fullname = "270 deg rotated Joe copula family. Number 36 in VineCopula."
129	131		)
130	132		}
	133	+
	134	+	setMethod("iTau", signature = c("joeBiCopula", "ANY"), BCiTau)
	135	+	setMethod("iTau", signature = c("r90JoeBiCopula", "ANY"), BCiTau)
	136	+	setMethod("iTau", signature = c("surJoeBiCopula", "ANY"), BCiTau)
	137	+	setMethod("iTau", signature = c("r270JoeBiCopula", "ANY"), BCiTau)

@@ -33,6 +33,8 @@

#' persp(r90ClaytonCopula(-.5), dCopula, zlim = c(0, 10))
#' persp(r270ClaytonCopula(-.5), dCopula, zlim = c(0, 10))
NULL

#' @exportClass surClaytonCopula r90ClaytonCopula r270ClaytonCopula
generateClass("surClaytonCopula")
generateClass("r90ClaytonCopula")
generateClass("r270ClaytonCopula")

@@ -95,3 +97,8 @@

95	97		fullname = "270 deg rotated Clayton copula family. Number 33 in VineCopula."
96	98		)
97	99		}
	100	+
	101	+	# iTau
	102	+	setMethod("iTau", signature = c("r90ClaytonCopula", "ANY"), BCiTau)
	103	+	setMethod("iTau", signature = c("surClaytonCopula", "ANY"), BCiTau)
	104	+	setMethod("iTau", signature = c("r270ClaytonCopula", "ANY"), BCiTau)

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94.51% 100.00% +0.18%

Merge pull request #1 from BenGraeler/master

tnagler

9572ec8

CI Passed

Hiding 3 contexual commits

+14

94.33% ø ø

fix DESCRIPTION issues

tnagler

6c722f5

CI Passed

Files		•	•	•	Coverage
R	+14	+14	ø	ø	^0.18% 94.51%
Project Totals (11 files)	437	413	0	24	94.51%

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33	33		#'
34	34		#' showClass("tawnT1Copula")
35	35		NULL
	36	+
	37	+	#' @exportClass tawnT1Copula surTawnT1Copula r90TawnT1Copula r270TawnT1Copula
36	38		generateClass("tawnT1Copula")
37	39		generateClass("surTawnT1Copula")
38	40		generateClass("r90TawnT1Copula")

33	33		#'
34	34		#' showClass("tawnT2Copula")
35	35		NULL
	36	+
	37	+	#' @exportClass tawnT2Copula surTawnT2Copula r90TawnT2Copula r270TawnT2Copula
36	38		generateClass("tawnT2Copula")
37	39		generateClass("surTawnT2Copula")
38	40		generateClass("r90TawnT2Copula")

41	41		#'
42	42		#' showClass("surJoeBiCopula")
43	43		NULL
	44	+
	45	+	#' @exportClass joeBiCopula surJoeBiCopula r90JoeBiCopula r270JoeBiCopula
44	46		generateClass("joeBiCopula")
45	47		generateClass("surJoeBiCopula")
46	48		generateClass("r90JoeBiCopula")

33	33		#' persp(r90ClaytonCopula(-.5), dCopula, zlim = c(0, 10))
34	34		#' persp(r270ClaytonCopula(-.5), dCopula, zlim = c(0, 10))
35	35		NULL
	36	+
	37	+	#' @exportClass surClaytonCopula r90ClaytonCopula r270ClaytonCopula
36	38		generateClass("surClaytonCopula")
37	39		generateClass("r90ClaytonCopula")
38	40		generateClass("r270ClaytonCopula")

Compare 6c722f5 ... +3 ... 9572ec8

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Compare `6c722f5 ... +3 ... 9572ec8`

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