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# 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: DESCRIPTION:
# 'fTHETA' Class representation for extremal index
# show.fTHETA S4: Print Method for extremal index
# thetaSim Simulates a time series with known theta
# FUNCTION: DESCRIPTION:
# blockTheta Computes theta from Block Method
# clusterTheta Computes theta from Reciprocal Cluster Method
# runTheta Computes theta from Run Method
# ferrosegersTheta Computes Theta according to Ferro and Segers
# FUNCTION: DESCRIPTION:
# exindexesPlot Computes and Plot Theta(1,2,3)
# exindexPlot Computes Theta(1,2) and Plot Theta(1)
################################################################################
test.fTHETA =
function()
{
# Slot Names:
slotNames("fTHETA")
# [1] "call" "data" "theta" "title" "description"
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.thetaSim =
function()
{
# Simulation:
# thetaSim(model = c("max", "pair"), n = 100, theta = 0.5)
# Max Frechet Series:
x = thetaSim("max")
class(x)
print(x)
# Paired Exponential Series:
x = thetaSim("pair")
class(x)
print(x)
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.thetaFit =
function()
{
# Parameter Estimation:
x.ts = thetaSim("max", n=22000)
class(x.ts)
# Parameter Estimation:
# blockTheta(x, block = 22, quantiles = seq(0.95, 0.995, length = 10),
# title = NULL, description = NULL)
# clusterTheta(x, block = 22, quantiles = seq(0.95, 0.995, length = 10),
# title = NULL, description = NULL)
# runTheta(x, block = 22, quantiles = seq(0.95, 0.995, length = 10),
# title = NULL, description = NULL)
# ferrosegersTheta(x, quantiles = seq(0.95, 0.995, length = 10),
# title = NULL, description = NULL)
# time series ts as input:
blockTheta(x.ts)
clusterTheta(x.ts)
runTheta(x.ts)
ferrosegersTheta(x.ts)
# Numeric Vector as input:
x.vec = as.vector(x.ts)
blockTheta(x.vec)
clusterTheta(x.vec)
runTheta(x.vec)
ferrosegersTheta(x.vec)
# timeSeries object as input:
x.tS = as.timeSeries(x.ts)
blockTheta(x.tS)
clusterTheta(x.tS)
runTheta(x.tS)
ferrosegersTheta(x.tS)
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.exindexesPlot =
function()
{
# Graphics Frame:
par(mfrow = c(2, 2), cex = 0.7)
par(ask = FALSE)
# Parameter Estimation:
x = thetaSim("max", n = 22000)
exindexesPlot(x)
# Parameter Estimation:
y = thetaSim("pair", n = 22000)
exindexesPlot(y)
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.exindexPlot =
function()
{
# Graphics Frame:
par(mfrow = c(2, 2), cex = 0.7)
par(ask = FALSE)
# Parameter Estimation:
x = thetaSim("max", n=22000)
exindexPlot(x, block = 22)
# Parameter Estimation:
y = thetaSim("pair", n=22000)
exindexPlot(y, block = 22)
# Return Value:
return()
}
################################################################################
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