Last updated on 2024-08-09 12:49:20 CEST.
| Flavor | Version | Tinstall | Tcheck | Ttotal | Status | Flags |
|---|---|---|---|---|---|---|
| r-devel-linux-x86_64-debian-clang | 1.1-3 | 1.35 | 1.96 | 3.31 | ERROR | |
| r-devel-linux-x86_64-debian-gcc | 1.1-3 | 0.85 | 1.82 | 2.67 | ERROR | |
| r-devel-linux-x86_64-fedora-clang | 1.1-3 | 1207.18 | NOTE | |||
| r-devel-linux-x86_64-fedora-gcc | 1.1-3 | 1190.81 | OK | |||
| r-devel-windows-x86_64 | 1.1-3 | 53.00 | 424.00 | 477.00 | NOTE | --no-vignettes |
| r-patched-linux-x86_64 | 1.1-3 | 53.96 | 662.45 | 716.41 | OK | |
| r-release-linux-x86_64 | 1.1-3 | 45.11 | 660.58 | 705.69 | OK | |
| r-release-macos-arm64 | 1.1-3 | 311.00 | NOTE | |||
| r-release-macos-x86_64 | 1.1-3 | 568.00 | NOTE | |||
| r-release-windows-x86_64 | 1.1-3 | 54.00 | 412.00 | 466.00 | NOTE | --no-vignettes |
| r-oldrel-macos-arm64 | 1.1-3 | 346.00 | NOTE | |||
| r-oldrel-macos-x86_64 | 1.1-3 | 732.00 | NOTE | |||
| r-oldrel-windows-x86_64 | 1.1-3 | 63.00 | 418.00 | 481.00 | ERROR | --no-vignettes |
Version: 1.1-3
Check: package dependencies
Result: ERROR
Package required but not available: ‘pcaPP’
Package suggested but not available for checking: ‘lcopula’
See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’
manual.
Flavors: r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Version: 1.1-3
Check: installed package size
Result: NOTE
installed size is 7.8Mb
sub-directories of 1Mb or more:
R 2.1Mb
doc 3.5Mb
Flavors: r-devel-linux-x86_64-fedora-clang, r-release-macos-arm64, r-release-macos-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64
Version: 1.1-3
Flags: --no-vignettes
Check: installed package size
Result: NOTE
installed size is 7.6Mb
sub-directories of 1Mb or more:
R 2.1Mb
doc 3.5Mb
Flavors: r-devel-windows-x86_64, r-release-windows-x86_64, r-oldrel-windows-x86_64
Version: 1.1-3
Flags: --no-vignettes
Check: Rd cross-references
Result: NOTE
Found the following Rd file(s) with Rd \link{} targets missing package
anchors:
cloud2-methods.Rd: cloud
contourplot2-methods.Rd: contourplot
splom2-methods.Rd: splom
wireframe2-methods.Rd: wireframe, panel.3dwire
Please provide package anchors for all Rd \link{} targets not in the
package itself and the base packages.
Flavor: r-devel-windows-x86_64
Version: 1.1-3
Flags: --no-vignettes
Check: tests
Result: ERROR
Running 'Stirling-etc.R' [6s]
Running 'copula-play.R' [21s]
Running 'dC-dc-ex.R' [3s]
Running 'estim-ex.R' [6s]
Running 'explicitCop-ex.R' [13s]
Running 'fitting-ex.R' [13s]
Running 'fixedPar-ex.R' [6s]
Running 'ggraph-tst.R' [8s]
Running 'khoudraji-ex.R' [11s]
Running 'misc.R'
Running the tests in 'tests/khoudraji-ex.R' failed.
Complete output:
> ## Copyright (C) 2016 Marius Hofert, Ivan Kojadinovic, Martin Maechler, and Jun Yan
> ##
> ## This program is free software; you can redistribute it and/or modify it under
> ## the terms of the GNU General Public License as published by the Free Software
> ## Foundation; either version 3 of the License, or (at your option) any later
> ## version.
> ##
> ## This program 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 General Public License for more
> ## details.
> ##
> ## You should have received a copy of the GNU General Public License along with
> ## this program; if not, see <http://www.gnu.org/licenses/>.
>
> ## Khoudraji Copula
>
> library(copula)
> isExplicit <- copula:::isExplicit
> (doExtras <- copula:::doExtras())
[1] FALSE
>
> ## if(!dev.interactive(orNone=TRUE)) pdf("khoudraji-ex.pdf")
>
> ################################################################################
> ## An explicit Khoudraji copula constructed from claytonCopula and indepCoula
> ## with one fixed shape parameter
> kcf <- khoudrajiCopula(copula2 = claytonCopula(6),
+ shapes = fixParam(c(0.4, 0.95), c(FALSE, TRUE)))
> kcf
Khoudraji copula, dim. d = 2, constructed from
Independence copula
Clayton copula
Dimension: 2
Parameters (partly fixed, see ':='):
c2.alpha = 6.00
shape1 = 0.40
shape2 := 0.95
> stopifnot(
+ all.equal(getTheta(kcf, freeOnly = FALSE, named = TRUE) -> th.,
+ c(c2.alpha = 6, shape1 = 0.4, shape2 = 0.95)),
+ identical(getTheta(kcf, named = TRUE), th.[1:2]))
>
> ## kcf@exprdist$cdf
> stopifnot(isExplicit(kcf))
>
> set.seed(123)
> u <- rCopula(20, kcf)
>
> ## cdf/pdf from explicit expression versus from algorithmic implementation
> max(abs(pCopula(u, kcf) - copula:::pKhoudrajiCopula(u, kcf)))
[1] 0
> max(abs(dCopula(u, kcf) - copula:::dKhoudrajiBivCopula(u, kcf)))
[1] 3.375078e-14
>
> ################################################################################
> ## A nested Khoudraji copula from kcf and a gumbelCopula, still explicit
> k_kcf_g <- khoudrajiCopula(kcf, gumbelCopula(2),
+ shapes = fixParam(c(.2, .9), c(TRUE, TRUE)))
> k_kcf_g
Khoudraji copula, dim. d = 2, constructed from
Khoudraji copula constructed from
Independence copula
Clayton copula
Gumbel copula
Dimension: 2
Parameters (partly fixed, see ':='):
c1.c2.alpha = 6.00
c1.shape1 = 0.40
c1.shape2 := 0.95
c2.alpha = 2.00
shape1 := 0.20
shape2 := 0.90
> stopifnot(isExplicit(k_kcf_g))
> getTheta(k_kcf_g, freeOnly = FALSE, named = TRUE)
c1.c2.alpha c1.shape1 c1.shape2 c2.alpha shape1 shape2
6.00 0.40 0.95 2.00 0.20 0.90
> getTheta(k_kcf_g, named = TRUE)
c1.c2.alpha c1.shape1 c2.alpha
6.0 0.4 2.0
>
> ## k_kcf_g@exprdist$cdf
> set.seed(456)
> U <- rCopula(100000, k_kcf_g)
>
> ## check cdf/pdf with C.n and kde2d
> require(MASS)
Loading required package: MASS
> u <- as.matrix(expand.grid((1:9)/10, (1:9)/10))
> ## cdf versus C.n
> max(abs(pCopula(u, k_kcf_g) - C.n(u, U))) ## < 0.0001)
[1] 0.0009825071
> ## pdf versus kde2d
> kde <- kde2d(U[,1], U[,2], n = 9, lims = c(0.1, 0.9, 0.1, 0.9))
> max(abs(dCopula(u, k_kcf_g) / c(kde$z) - 1)) ## relative difference < 0.13
[1] 0.1231915
>
> ################################################################################
> ## one more nesting: kcf and k_kcf_g
> monster <- khoudrajiCopula(kcf, k_kcf_g,
+ shapes = fixParam(c(.9, .1), c(TRUE, FALSE)))
> monster; validObject(monster)
Khoudraji copula, dim. d = 2, constructed from
Khoudraji copula constructed from
Independence copula
Clayton copula
Khoudraji copula constructed from
Khoudraji copula constructed from
Independence copula
Clayton copula
Gumbel copula
Dimension: 2
Parameters (partly fixed, see ':='):
c1.c2.alpha = 6.00
c1.shape1 = 0.40
c1.shape2 := 0.95
c2.c1.c2.alpha = 6.00
c2.c1.shape1 = 0.40
c2.c1.shape2 := 0.95
c2.c2.alpha = 2.00
c2.shape1 := 0.20
c2.shape2 := 0.90
shape1 := 0.90
shape2 = 0.10
[1] TRUE
> stopifnot(isExplicit(monster))
>
> (th.mA <- getTheta(monster, freeOnly = FALSE, named = TRUE))
c1.c2.alpha c1.shape1 c1.shape2 c2.c1.c2.alpha c2.c1.shape1
6.00 0.40 0.95 6.00 0.40
c2.c1.shape2 c2.c2.alpha c2.shape1 c2.shape2 shape1
0.95 2.00 0.20 0.90 0.90
shape2
0.10
> (th.m <- getTheta(monster, named = TRUE))
c1.c2.alpha c1.shape1 c2.c1.c2.alpha c2.c1.shape1 c2.c2.alpha
6.0 0.4 6.0 0.4 2.0
shape2
0.1
> stopifnot(identical(th.m, th.mA[isFree(monster)]))
>
> set.seed(488)
> U <- rCopula(100000, monster)
> ## cdf versus C.n
> max(abs(pCopula(u, monster) - C.n(u, U))) ## < 0.002)
[1] 0.001314904
> ## pdf versus kde2d
> kde <- kde2d(U[,1], U[,2], n = 9, lims = c(0.1, 0.9, 0.1, 0.9))
> max(abs(dCopula(u, monster) / c(kde$z) - 1)) ## relative difference < 0.09
[1] 0.08216382
>
> ################################################################################
> ## khoudrajiExplicitCopula with dim 3
> kcd3 <- khoudrajiCopula(copula1 = indepCopula(dim=3),
+ copula2 = claytonCopula(6, dim=3),
+ shapes = c(0.4, 0.95, 0.95))
> kcd3
Khoudraji copula, dim. d = 3, constructed from
Independence copula
Clayton copula
Dimension: 3
Parameters:
c2.alpha = 6.00
shape1 = 0.40
shape2 = 0.95
shape3 = 0.95
> stopifnot(isExplicit(kcd3),
+ inherits(kcd3, "khoudrajiExplicitCopula"))
>
> set.seed(1712)
> U <- rCopula(100000, kcd3)
> u <- matrix(runif(15), 5, 3)
> ## cdf versus C.n
> max(abs(pCopula(u, kcd3) - C.n(u, U))) # < 0.00007
[1] 0.0006881849
> ## don't know how to check pdf
> (f.v <- dCopula(u, kcd3))
[1] 1.1116773 1.6661734 0.1719080 0.4981574 9.8964415
> stopifnot(
+ all.equal(f.v,
+ c(1.1116773, 1.6661734, 0.1719080, 0.4981574, 9.8964415),
+ tol = 1e-7)
+ )
>
> kcg <- khoudrajiCopula(claytonCopula(2, dim=3), gumbelCopula(3, dim=3), c(0.2, 0.2, .8))
> kcg
Khoudraji copula, dim. d = 3, constructed from
Clayton copula
Gumbel copula
Dimension: 3
Parameters:
c1.alpha = 2.0
c2.alpha = 3.0
shape1 = 0.2
shape2 = 0.2
shape3 = 0.8
> u <- rCopula(10, kcg)
> dCopula(u, kcg)
[1] 2.780102 2.723464 1.041935 2.027283 1.675718 2.307609 1.203909
[8] 10.459996 0.386535 3.480239
>
>
> kkcgg <- khoudrajiCopula(kcg, gumbelCopula(2, dim = 3), c(.3, .3, .9))
> kkcgg
Khoudraji copula, dim. d = 3, constructed from
Khoudraji copula constructed from
Clayton copula
Gumbel copula
Gumbel copula
Dimension: 3
Parameters:
c1.c1.alpha = 2.0
c1.c2.alpha = 3.0
c1.shape1 = 0.2
c1.shape2 = 0.2
c1.shape3 = 0.8
c2.alpha = 2.0
shape1 = 0.3
shape2 = 0.3
shape3 = 0.9
> u <- rCopula(10, kkcgg)
> dCopula(u, kkcgg)
[1] 0.3665809 1.5981348 1.0638901 1.9684222 1.5384452 1.5214729 1.3522174
[8] 0.9529139 1.2088327 0.4565743
>
>
> kcgcd3 <- khoudrajiCopula(kcd3, kkcgg, c(.4, .4, .5))
> kcgcd3
Khoudraji copula, dim. d = 3, constructed from
Khoudraji copula constructed from
Independence copula
Clayton copula
Khoudraji copula constructed from
Khoudraji copula constructed from
Clayton copula
Gumbel copula
Gumbel copula
Dimension: 3
Parameters:
c1.c2.alpha = 6.00
c1.shape1 = 0.40
c1.shape2 = 0.95
c1.shape3 = 0.95
c2.c1.c1.alpha = 2.00
c2.c1.c2.alpha = 3.00
c2.c1.shape1 = 0.20
c2.c1.shape2 = 0.20
c2.c1.shape3 = 0.80
c2.c2.alpha = 2.00
c2.shape1 = 0.30
c2.shape2 = 0.30
c2.shape3 = 0.90
shape1 = 0.40
shape2 = 0.40
shape3 = 0.50
> u <- rCopula(10, kcgcd3)
> dCopula(u, kcgcd3)
[1] 0.5406296 4.7736360 0.5877674 0.7449026 2.2931403 0.3452497 1.5496446
[8] 0.3569642 2.9840308 1.2362195
>
> ##--- or use comparederiv() from ../inst/Rsource/utils.R via source(..)
> ## dCdu
> all.equal(copula:::dCdu(kcgcd3, u), copula:::dCduNumer(kcgcd3, u, may.warn=FALSE))
[1] "Mean relative difference: 0.0008815003"
> ## dCdtheta
> all.equal(copula:::dCdtheta(kcgcd3, u), copula:::dCdthetaNumer(kcgcd3, u, may.warn=FALSE))
[1] "Mean relative difference: 0.002194312"
> ## dlogcdu
> all.equal(copula:::dlogcdu(kcgcd3, u), copula:::dlogcduNumer(kcgcd3, u, may.warn=FALSE))
[1] TRUE
> ## dlogcdtheta
> all.equal(copula:::dlogcdtheta(kcgcd3, u), copula:::dlogcdthetaNumer(kcgcd3, u, may.warn=FALSE))
Flavor: r-oldrel-windows-x86_64