search for: archimedean

Hi everybody, I try to simulate random numbers from a trivariate nested Archimedean copula. My aim is to correlate two processes with, e.g. theta2, as the so called child pair and then to correlate these two processes with a third one with theta1 (parent). This "figure" tries to capture what I am explaining theta1...

Dear All, I'm now looking for R-code on how to find the Goodness of Fits for Archimedean Copulas. If anyone have a guide for this problems please lets me know. Your prompt action is much appreciated. Regards, Ummul [[alternative HTML version deleted]]

Hi all, I am trying to build a copula model using the Gumbel Copula and I have two marginal distributions.I know the marginal parameters by using the fitdistr() and optim().The problem is I dont know my copula parameter. I am getting a bit confused of how shall I go about it.I read the previous threads where the query was to estimate all the parameters.How shall I define my log-likelihood

...taken at X,Y and Z planes. See an example here, where I want to plot the measurements for the red, green and blue planes (so the image below withouth the 3d green structure inside)https://www.researchgate.net/publication/258391165/figure/fig7/AS:322947316240401 at 1454008048835/Radiation-pattern-of-Archimedean-spiral-antenna-a-3D-and-b-elevation-cuts-at-phi.png? I am quite confident that there is a tool in R to help me do this 3D plot, and even better rotatable. Thanks for the reply to allAlex On Wednesday, June 21, 2017 1:07 PM, Duncan Murdoch <murdoch.duncan at gmail.com> wrote: On 21/...

...taken at X,Y and Z planes. See an example here, where I want to plot the measurements for the red, green and blue planes (so the image below withouth the 3d green structure inside)https://www.researchgate.net/publication/258391165/figure/fig7/AS:322947316240401 at 1454008048835/Radiation-pattern-of-Archimedean-spiral-antenna-a-3D-and-b-elevation-cuts-at-phi.png? I am quite confident that there is a tool in R to help me do this 3D plot, and even better rotatable. Thanks for the reply to allAlex ? ? On Wednesday, June 21, 2017 1:07 PM, Duncan Murdoch <murdoch.duncan at gmail.com> wrote: On 21/...

I got some R code that I don't understand. Question as comment in code //where is t comming from, what is phi inverse rAC <- function(name, n, d, theta){ #generic function for Archimedean copula simulation illegalpar <- switch(name, clayton = (theta < 0), gumbel = (theta < 1), frank = (theta < 0), BB9 = ((theta[1] < 1) | (theta[2] < 0)), GIG = ((theta[2] < 0) | (theta[3] < 0) | ((theta[1]>0) & (theta[3]==0)) | ((theta[1]<0) & (theta[2]==0)))) if...

Hi, I would like to implement the empirical copula in R, does anyone know if it is included in a package? I know it is not in the "Copula" package. This one only includes a gof-test based on the empirical copula process. Thanks for your help! Gregor -- View this message in context: http://www.nabble.com/Empirical-copula-in-R-tf4018319.html#a11412335 Sent from the R help mailing list

Dear All, I'm now working on Archimedean copulas and try to test the goodness of fit. Which packages I should use? I have Clayton copula with parameter (5.35) and Frank (19.5). I found this build function wrote by Yan and Ivan via R Packages, but I'm not sure the matrix for x? Please advice. e.g gofCopula(claytonCopula(1),x) Th...

Hi all, Has anyone used the qua.regressCOP2 function from the copBasic package??? The default copula function used in this function is plackett copula and I wanted to use archimedean copula. Attached below is my code: mycop<-frankCopula V=seq(0.001,0.99,by=0.000217) R<-qua.regressCOP2(0.25,V,cop=mycop,para=c(3.504)) And this is the error I get: Warning messages: 1: In qua.regressCOP2(0.25, V, cop = mycop, para = c(3.504)) : could not uniroot in derCOPinv2, skipping sa...

Is there an R-language interface to the R API C-language functions Rf_logspace_add() and Rf_logspace_sub()? I don't see one but I may not looking under the right name. Various packages have functions which do that same sort of thing (log(exp(x)+exp(y)) and log(exp(x)-exp(y)) without unnecessary floating point errors). They have names like matrixStats::logSumExp(lx, na.rm=FALSE, ...)

...small) exponentials is a special case, that can well be treated specially - as it is not so infrequent - via "obvious" simplifications can be implemented even more accurately We (authors of the R package 'copula') have had a need for these as well, in likelihood computation for Archimedean copulas, and have efficient R level implementations, both for your case and the -- even more delicate -- case of e.g., alternating signs of exponential terms. "Unfortunately", we had never exported the functions from the package, so you'd need copula:::lsum() # log...

On 21/06/2017 5:23 AM, Alaios via R-help wrote: > Thanks a lot for the reply.After looking at different parts of the code today I was able to start with simple 2D polar plots as the attached pdf file. In case the attachment is not visible I used the plot.polar function to create something like that.https://vijaybarve.files.wordpress.com/2013/04/polarplot-05.png > Now the idea now will be

Thanks a lot for the reply.After ?looking at different parts of the code today I was able to start with simple 2D polar plots as the attached pdf file. ?In case the attachment is not visible I used the plot.polar function to create something like that.https://vijaybarve.files.wordpress.com/2013/04/polarplot-05.png Now the idea now will be to put three of those (for X,Y,Z) in a 3d rotatable plane.

>>>>> William Dunlap via R-devel >>>>> on Sun, 23 Jun 2019 10:34:47 -0700 writes: >>>>> William Dunlap via R-devel >>>>> on Sun, 23 Jun 2019 10:34:47 -0700 writes: > include/Rmath.h declares a set of 'logspace' functions for use at the C > level. I don't think there are core R functions that call

...ng and Procrustes rotation of unfolding results. * mvngGrAd (0.1.0) Unknown http://crantastic.org/packages/mvngGrAd Package for moving grid adjustment in plant breeding field trials. * nacopula (0.4-2) Martin Maechler http://crantastic.org/packages/nacopula An R package for nested Archimedean copulas, providing a procedure for computing function values, characteristics such as Kendall's tau and tail dependence coefficients, as well as sampling algorithms for generating random variates. * NCBI2R (1.3) Scott Melville http://crantastic.org/packages/NCBI2R NCBI2R is a R pa...