# 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

# Copyrights (C)
# for this R-port: 
#   1999 - 2004, Diethelm Wuertz, GPL
#   Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
#   info@rmetrics.org
#   www.rmetrics.org
# 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


################################################################################
# FUNCTION:					R-LARGEST ORDER MODELLING FROM ISMEV:
#  rlargFit				     Fits r-largest Order Statistic Model
#   print.rlargFit			  Print Method for object of class "rlargFit"
#   plot.rlargFit			  Plot Method for object of class "rlargFit"
#   summary.rlargFit		  Summary Method for object of class "rlargFit"
################################################################################


rlargFit =
function(x, r = dim(x)[2], y = NULL, mul = NULL, sigl = NULL, shl = NULL, 
mulink = identity, siglink = identity, shlink = identity, method = 
"Nelder-Mead", maxit = 10000, ...)
{   # A function implemented by Diethelm Wuertz

	# Description:
	#	Maximum-likelihood fitting for the order statistic model,
    #	including generalized linear modelling of each parameter.
    
	# FUNCTION:
   
    # Function Call:
    call = match.call()
    
    # Fit Parameters
    fitted = rlarg.fit(xdat = x, r = r, ydat = y, mul = mul, sigl = sigl, 
		shl = shl, mulink = mulink, siglink = siglink, shlink = shlink, 
		show = FALSE, method = method, maxit = maxit, ...)
    
	# Further Values:
	mle = rev(fitted$mle)
	se = rev(fitted$se)
	names(mle) = names(se) = c("xi", "sigma", "mu")
	covar = fitted$cov
	covar[1,1] = fitted$cov[3,3]
	covar[3,3] = fitted$cov[1,1]
	covar[1,2] = covar[2,1] = fitted$cov[2,3]
	covar[2,3] = covar[3,2] = fitted$cov[1,2]
	
	# Make Unique:
	fit = list()
	fit$fit = fitted	
	fit$call = call
	fit$type = c("mle", "rlarg")
	fit$par.ests = mle
	fit$par.ses = se
	fit$residuals = as.matrix(fitted$data)
	fit$fitted.values = as.matrix(x) - fit$residuals
	fit$cov = covar
	fit$llh = fitted$nllh 
	fit$converged = fitted$conv	
	
	# Return Value:
	class(fit) = "rlargFit"
    fit
}


# ******************************************************************************


print.rlargFit =
function(x, ...)
{	# A function implemented by Diethelm Wuertz

	# Description:
	#	Print Method for object of class "rlargFit"
	
	# Notes:
	#	The ismev package has no print method. It uses the command
	#   > summary.rlargFit(fit = fit, details = FALSE, doplot = FALSE, ...) 

	# FUNCTION:
	
	# Function Call:
	cat("\nCall:\n")
	cat(paste(deparse(x$call), sep = "\n", collapse = "\n"), "\n", sep = "") 
			
	# Estimation Type:
	cat("\nEstimation Type:", x$type, "\n")	
	
	# Estimated summaryParameters:
	cat("\nEstimated Parameters:\n")
	print(x$par.ests)
	cat("\n")
	
	# Return Value:
	invisible(x)
}


# ------------------------------------------------------------------------------


plot.rlargFit = 
function(x, which = "all", ...)
{	# A function implemented by Diethelm Wuertz

	# Description:
	#	Plot method for objects of class "rlargFit".
	
	# FUNCTION:
	
	# Plot Functions:
	if (x$fit$trans) {
		# Non-Stationary:
		plot.1 <<-  function(x, ...) {
		    for (i in 1:z$r) {
				# Probability and Quantile Plots:
				rlarg.pp(c(0, 1, 0), x$data[, 1:x$r], i)
				rlarg.qq(c(0, 1, 0), x$data[, 1:x$r], i) } } }
	else {	
        # Stationary - GEV Plots:
        plot.1 <<- function(x, ...) {
	        gev.pp(x$mle, x$data[, 1]) }
        plot.2 <<- function(x, ...) {
	        gev.qq(x$mle, x$data[, 1]) }
        plot.3 <<- function(x, ...) {
	        gev.rl(x$mle, x$cov, x$data[, 1]) }
        plot.4 <<- function(x, ...) {
	        gev.his(x$mle, x$data[, 1]) }  
		fit <<- fit; plot.5 <<- function(x, ...) {
			par(ask = TRUE)
			for (i in 1:fit$fit$r) {
				# Probability and Quantile Plots:
				rlarg.pp(x$mle, x$data, i)
				rlarg.qq(x$mle, x$data, i) } 
			par(ask = FALSE) } } 
						
	# Plot:
	if (x$fit$trans) {
		interactivePlot(
			x = x$fit,
			choices = c(
				"Probability Plot",
				"Quantile Plot"),
			plotFUN = c(
				"plot.1", 
				"plot.2"),
			which = which) }
	else {
		interactivePlot(
			x = x$fit,
			choices = c(
				"GEV Probability Plot",
				"GEV Quantile Plot",
				"GEV Return Level Plot",
				"GEV Histogram Plot",
				"R-Largest PP and QQ Plots"),
			plotFUN = c(
				"plot.1", 
				"plot.2",
				"plot.3", 
				"plot.4",
				"plot.5"),
			which = which) }
		
	# Return Value:
	invisible(x)
}


# ------------------------------------------------------------------------------


summary.rlargFit =
function(object, doplot = TRUE, which = "all", ...)
{	# A function implemented by Diethelm Wuertz

	# Description:
	#	Summary Method for object of class "rlargFit".
	
	# FUNCTION:
	
	# Print:
	print(object, ...)
	
	# Summary:
	cat("\nStandard Deviations:\n"); print(object$par.ses)
	cat("\nLog-Likelihood Value: ", object$llh)
	cat("\nType of Convergence:  ", object$converged, "\n") 
	cat("\n")
	
	# Plot:
	if (doplot) plot(object, which = which, ...)
	cat("\n")

	# Return Value:
	invisible(object)
}


# ******************************************************************************