Displaying 1 result from an estimated 1 matches for "rfrankmix".
2009 Aug 17
2
Newbie that don't understand R code
...= (theta == 0),
gumbel = (theta == 1),
frank = (theta == 0),
BB9 = (theta[1] == 1),
GIG=FALSE)
U <- runif(n * d)
U <- matrix(U, nrow = n, ncol = d)
if(independence)
return(U)
Y <- switch(name,
clayton = rgamma(n, 1/theta),
gumbel = rstable(n, 1/theta) * (cos(pi/(2 * theta)))^theta,
frank = rFrankMix(n, theta),
BB9 = rBB9Mix(n, theta),
GIG = rGIG(n,theta[1],theta[2],theta[3]))
Y <- matrix(Y, nrow = n, ncol = d)
phi.inverse <- switch(name,
clayton = function(t, theta)
//where is t comming from, what is phi inverse
{
(1 + t)^(-1/theta)
}
,
gumbel = function(t, theta)
{
exp( - t^(1/theta))
}...