## Copyright (C) 2010 Marius Hofert and Martin Maechler ## ## 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 . library(nacopula) ## See limit alpha --> 1 for fixed gamma : set.seed(101) X <- rstable1(1e4, alpha=.9999, beta=1, gamma= .25, delta=1) summary(X) ## Min. 1st Qu. Median Mean 3rd Qu. Max. ## 1592 1592 1593 1594 1593 2092 stopifnot(all(X > 1500)) X <- rstable1(1e4, alpha=.999999, beta=1, gamma= .25, delta=1) stopifnot(150000 < X, X < 170000) r1R <- nacopula:::rstable1R r1C <- nacopula:::rstable1C set.seed(123) ## speed is *very* similar (!): system.time(Z <- r1R(10000, .2, beta=1, gamma= 45)) system.time(Z. <- r1C(10000, .2, beta=1, gamma= 45)) ks.test(Z, Z.) # p-value ~ 0.50 they "are the same" pdf("rstable-ex.pdf") qqplot(Z, Z., log = "xy") # looks nice acf(log(Z)) # "nice" acf(log(Z.)) # ditto cat('Time elapsed: ', proc.time(),'\n') # for ``statistical reasons''