1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101
|
# 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:
# dmvsnorm Multivariate Skew Normal Density Function
# pmvsnorm Multivariate Skew Normal Probability Function
# rmvsnorm Multivariate Skew Normal Random Deviates
# FUNCTION: DESCRIPTION:
# dmvst Multivariate Skew Sudent-t Density Function
# pmvst Multivariate Skew Sudent-t Probability Function
# rmvst Multivariate Skew Sudent-t Random Deviates
# FUNCTION: DESCRIPTION:
# fMV S4 Object of class 'fMV'
# mvFit Fits a MV Normal or Student-t Distribution
# print.fMV S3: Print method for objects of class 'fMV'
# plot.fMV S3: Plot method for objects of class 'fMV'
# summary.fMV S3: Summary method for objects of class 'fMV'
# INTERNAL: DESCRIPTION:
# .mvsnormFit Fits a Multivariate Normal Distribution
# .mvstFit Fits a Multivariate Student-t Distribution
# .mvsnormPlot Plots for Multivariate Normal Distribution
# .mvstPlot Plots for Multivariate Student-t Distribution
################################################################################
### Uncomplete - Under Development ###
test.helpFile =
function()
{
# Help File:
helpFile = function() {
example(MultivariateDistribution); return() }
checkIdentical(
target = class(try(helpFile())),
current = "NULL")
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.mvsnorm =
function()
{
# Bivariate Density:
x = y = (-40:40)/10
G = grid2d(x)
X = cbind(G$x, G$y)
z = dmvsnorm(X, 2, mu = rep(0, 2), Omega = diag(2), alpha = rep(0, 2))
Z = list(x = x, y = x, z = matrix(z, ncol = length(x)))
.perspPlot(Z)
# Return Value:
return()
}
# ------------------------------------------------------------------------------
if (FALSE) {
require(RUnit)
testResult = runTestFile("C:/Rmetrics/SVN/trunk/fMultivar/test/runit7B.R")
printTextProtocol(testResult)
}
################################################################################
|