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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 - 2007, 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: GPD DISTRIBUTION FAMILY:
# dgpd Density for the Generalized Pareto DF [USE FROM EVIS]
# pgpd Probability for the Generalized Pareto DF
# qgpd Quantiles for the Generalized Pareto DF
# rgpd Random variates for the Generalized Pareto DF
# gpdMoments Computes true statistics for GPD distribution
# gpdSlider Displays distribution and rvs for GPD distribution
################################################################################
test.gpd =
function()
{
# Check Distribution:
set.seed(1985)
distCheck(fun = "gpd", n = 500, xi = 1, mu = 0, beta = 1)
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.gpdMoments =
function()
{
# gpdMoments(xi = 1, mu = 0, beta = 1)
# Compute Moments:
xi = seq(-2, 2, length = 401)
mom = gpdMoments(xi)
# Plot Mean:
par(mfrow = c(2, 1), cex = 0.7)
par(ask = FALSE)
plot(xi, mom$mean, main = "Mean", pch = 19, cex = 0.5)
abline(v = 1, col = "red", lty = 3)
abline(h = 0, col = "red", lty = 3)
# Plot Variance:
plot(xi, log(mom$var), main = "log Variance", pch = 19, cex = 0.5)
abline(v = 1/2, col = "red", lty = 3)
abline(h = 0.0, col = "red", lty = 3)
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.gpdSlider =
function()
{
# Distribution Slider:
# print("Activate Slider manually!")
# gpdSlider(method = "dist")
# Random Variates Slider:
# print("Activate Slider manually!")
# gpdSlider(method = "rvs")
NA
# Return Value:
return()
}
################################################################################
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