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Ajout de deux fonctions

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François Pelletier 2014-01-02 23:43:57 -05:00
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2
DESCRIPTION
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@ -8,4 +8,4 @@ Description: This is a package gathering different functions to work with the
Generalized Asymmetric Laplace distribution
Suggests:
MASS
License: GPL-3
License: LGPL-3

165
LICENSE
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@ -1,165 +0,0 @@
GNU LESSER GENERAL PUBLIC LICENSE
Version 3, 29 June 2007
Copyright (C) 2007 Free Software Foundation, Inc. <http://fsf.org/>
Everyone is permitted to copy and distribute verbatim copies
of this license document, but changing it is not allowed.
This version of the GNU Lesser General Public License incorporates
the terms and conditions of version 3 of the GNU General Public
License, supplemented by the additional permissions listed below.
0. Additional Definitions.
As used herein, "this License" refers to version 3 of the GNU Lesser
General Public License, and the "GNU GPL" refers to version 3 of the GNU
General Public License.
"The Library" refers to a covered work governed by this License,
other than an Application or a Combined Work as defined below.
An "Application" is any work that makes use of an interface provided
by the Library, but which is not otherwise based on the Library.
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of using an interface provided by the Library.
A "Combined Work" is a work produced by combining or linking an
Application with the Library. The particular version of the Library
with which the Combined Work was made is also called the "Linked
Version".
The "Minimal Corresponding Source" for a Combined Work means the
Corresponding Source for the Combined Work, excluding any source code
for portions of the Combined Work that, considered in isolation, are
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The "Corresponding Application Code" for a Combined Work means the
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Application, but excluding the System Libraries of the Combined Work.
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5
R/characteristicfunction.R → R/cfGAL.R
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@ -9,12 +9,11 @@
#' @param u Transform variate
#' @param param Parameter vector
#' @param type Choose between "mu" or "kappa" parametrization
#' @param log Boolean for log-parameters
#' @param log Logical for log-parameters
#' @return Characteristic function value at point u for given parameter vector
#'
#' @author Francois Pelletier
characteristicfn <- function(u,param,type="mu",log=FALSE)
cfGAL <- function(u,param,type="mu",log=FALSE)
{
if(log)
{

41
R/changetypeGAL.R Normal file
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@ -0,0 +1,41 @@
# Change type of parametrization of GAL distribution
#
# Author: Francois Pelletier
#
# LGPL 3.0
###############################################################################
#' Change type of parametrization of GAL distribution
#' @param param Parameter vector
#' @param type Choose between "mu" or "kappa" parametrization
#' @param target Choose between "mu" or "kappa" parametrization
#' @param log Logical for log-parameters
#' @return The converted parameter vector
#'
#' @author Francois Pelletier
changetypeGAL <- function(param,type="mu",target="kappa",log=FALSE)
{
if(log)
{
if(type=="mu" && target=="kappa")
{
c(param[1],param[2],log((sqrt(4*exp(param[2])^2+exp(param[3])^2)-exp(param[3]))/(2*exp(param[2]))),param[4])
}
else if(type=="kappa" && target=="mu")
{
c(param[1],param[2],log(exp(param[2])*(1/exp(param[3])-exp(param[3]))/sqrt(2)),param[4])
}
}
else
{
if(type=="mu" && target=="kappa")
{
c(param[1],param[2],(sqrt(4*param[2]^2+param[3]^2)-param[3])/(2*param[2]),param[4])
}
else if(type=="kappa" && target=="mu")
{
c(param[1],param[2],param[2]*(1/param[3]-param[3])/sqrt(2),param[4])
}
}
}

45
R/dGAL.r Normal file
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@ -0,0 +1,45 @@
#' Density function for the GAL distribution
#' @param x vector of quantiles
#' @param param Parameter vector
#' @param type Choose between "mu" or "kappa" parametrization
#' @param log Logical for log-parameters
#' @return density at quantile x
#'
#' @author Francois Pelletier
dGAL <- function(x,param,type="mu",log=FALSE)
{
if(log)
{
if(type=="mu")
{
dGAL(x,changetypeGAL(param=param,log=log),type="kappa",log=log)
}
else if(type=="kappa")
{
num1 <- sqrt(2)*exp(sqrt(2)/(2*exp(param[2]))*(1/exp(param[3])-exp(param[3]))*(x-exp(param[1])))
denom1 <- sqrt(pi)*exp(param[2])^(exp(param[4])+1/2)*gamma(exp(param[4]))
num2 <- sqrt(2)*abs(x-exp(param[1]))
denom2 <- exp(param[3])+1/exp(param[3])
expo1 <- exp(param[4])-1/2
besselarg <- sqrt(2)/(2*exp(param[2]))*(1/exp(param[3])+exp(param[3]))*abs(x-exp(param[1]))
num1/denom1 * (num2/denom2)^expo1 * besselK(besselarg,expo1)
}
}
else
{
if(type=="mu")
{
dGAL(x,changetypeGAL(param=param,log=log),type="kappa",log=log)
}
else if(type=="kappa")
{
num1 <- sqrt(2)*exp(sqrt(2)/(2*param[2])*(1/param[3]-param[3])*(x-param[1]))
denom1 <- sqrt(pi)*param[2]^(param[4]+1/2)*gamma(param[4])
num2 <- sqrt(2)*abs(x-param[1])
denom2 <- param[3]+1/param[3]
expo1 <- param[4]-1/2
besselarg <- sqrt(2)/(2*param[2])*(1/param[3]+param[3])*abs(x-param[1])
num1/denom1 * (num2/denom2)^expo1 * besselK(besselarg,expo1)
}
}
}

8
man/characteristicfn.Rd → man/cfGAL.Rd
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@ -1,8 +1,8 @@
\name{characteristicfn}
\alias{characteristicfn}
\name{cfGAL}
\alias{cfGAL}
\title{Characteristic function of GAL distribution}
\usage{
characteristicfn(u, param, type = "mu", log = FALSE)
cfGAL(u, param, type = "mu", log = FALSE)
}
\arguments{
\item{u}{Transform variate}
@ -12,7 +12,7 @@ characteristicfn(u, param, type = "mu", log = FALSE)
\item{type}{Choose between "mu" or "kappa"
parametrization}
\item{log}{Boolean for log-parameters}
\item{log}{Logical for log-parameters}
}
\value{
Characteristic function value at point u for given

27
man/changetypeGAL.Rd Normal file
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@ -0,0 +1,27 @@
\name{changetypeGAL}
\alias{changetypeGAL}
\title{Change type of parametrization of GAL distribution}
\usage{
changetypeGAL(param, type = "mu", target = "kappa", log = FALSE)
}
\arguments{
\item{param}{Parameter vector}
\item{type}{Choose between "mu" or "kappa"
parametrization}
\item{target}{Choose between "mu" or "kappa"
parametrization}
\item{log}{Logical for log-parameters}
}
\value{
The converted parameter vector
}
\description{
Change type of parametrization of GAL distribution
}
\author{
Francois Pelletier
}

26
man/dGAL.Rd Normal file
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@ -0,0 +1,26 @@
\name{dGAL}
\alias{dGAL}
\title{Density function for the GAL distribution}
\usage{
dGAL(x, param, type = "mu", log = FALSE)
}
\arguments{
\item{x}{vector of quantiles}
\item{param}{Parameter vector}
\item{type}{Choose between "mu" or "kappa"
parametrization}
\item{log}{Logical for log-parameters}
}
\value{
density at quantile x
}
\description{
Density function for the GAL distribution
}
\author{
Francois Pelletier
}