partage/FourierStuff
1
0
Fork 0
Code Issues Pull requests Projects Releases Packages Wiki Activity

configuration pour build et débogage mineur

Browse source
This commit is contained in:
François Pelletier 2014-02-21 19:00:37 -05:00
parent ce6ace454d
commit 3b7ae2a6bc
7 changed files with 15 additions and 346 deletions
Download patch file Download diff file Expand all files Collapse all files

7
R/cftocdf.R
View file

@ -8,9 +8,10 @@
#'
#' @param grid Distribution function evaluation points
#' @param char.fun Vectorized characteristic function
#' @param param Characteristic function parameters
#' @param ... Characteristic function parameters
#' @param wmin Lower bound for transform variate
#' @param wmax Upper bound for transform variate
#' @param MSwindows Is OS Windows ? (use of fork() in *nix)
#' @return Distribution function values evaluated on [min,max] range
#' @author François Pelletier
cftocdf <- function(grid,char.fun,...,wmin=0,wmax=50,MSwindows=FALSE)
@ -22,7 +23,7 @@ cftocdf <- function(grid,char.fun,...,wmin=0,wmax=50,MSwindows=FALSE)
# Integrate for each grid point using parallel computation if available
if(!MSwindows)
{
unlist(mclapply(grid,
unlist(multicore::mclapply(grid,
function(x) 1/2-1/pi*
integrate(integrand,wmin,wmax,x,char.fun,...)$value))
}
@ -32,7 +33,7 @@ cftocdf <- function(grid,char.fun,...,wmin=0,wmax=50,MSwindows=FALSE)
Fx <- numeric(n)
for(i in 1:n)
{
Fx[i] <- 1/2-1/pi*integrate(integrand,wmin,wmax,x,char.fun,...)$value
Fx[i] <- 1/2-1/pi*integrate(integrand,wmin,wmax,grid[i],char.fun,...)$value
}
}
}

3
R/emk.R
View file

@ -11,8 +11,7 @@
#' @author François Pelletier
emk <- function(DATA,order=1:4)
{
library(actuar)
m <- emm(DATA,1:4)
m <- actuar::emm(DATA,1:4)
c(m[1],
m[2]-m[1]^2,
m[3]-3*m[1]*m[2]+2*m[1]^2,

2
R/md.test.R
View file

@ -18,7 +18,7 @@ md.test <- function(param,data,t,FUN,empFUN,alpha=0.05)
{
n <- length(data)
# Weight matrix
Q <- ginv(outer(t,t,function(j,k) FUN(j+k,param)-FUN(j,param)*FUN(k,param)))
Q <- MASS::ginv(outer(t,t,function(j,k) FUN(j+k,param)-FUN(j,param)*FUN(k,param)))
# Vector of differences
v <- sqrt(n) * (empFUN(t,data)-FUN(t,param))
md.stat <- t(v) %*% Q %*% v