A direct approach to optimal designs for copula models based on the Fisher information. Provides flexible functions for building joint PDFs, evaluating the Fisher information and finding optimal designs. It includes an extensible solution to summation and integration called 'nint', functions for transforming, plotting and comparing designs, as well as a set of tools for common low-level tasks.
A direct approach to optimal designs for copula models based on the Fisher information.
Provides flexible functions for building joint PDFs, evaluating the Fisher information and finding optimal designs.
It includes an extensible solution to summation and integration called
nint, functions for transforming, plotting and comparing designs, as well as a set of tools for common low-level tasks.
docopulae strives to provide functions which allow the user to
First of all, if you are completely unfamiliar with R then I strongly recommend you to read "A (very) short introduction to R" first (just google it). Basic knowledge is necessary and assumed almost everywhere.
For the moment see and follow the example for the function
param on the corresponding help page.
It requires at least the packages
numDeriv to be installed.
devtools::update_packages(c('copula', 'SparseGrid', 'numDeriv')) (or instead with
install.packages) to install/update them.
To install/update all suggested packages run
devtools::update_packages(c('copula', 'numDeriv', 'Deriv', 'cubature', 'SparseGrid', 'mvtnorm', 'testthat')).
If R's help won't work after installing the packages, restart R to resolve.
Have fun :)
install.packages('/path/to/docopulae-master', repos=NULL, type='source')
If you are absolutely certain that you found a bug, please let me know by creating an issue at https://github.com/arappold/docopulae/issues. Explain how to reproduce the bug, best by attaching a small script, and I will investigate as soon as I got time to.
(just a) Warning: docopulae allows complex/complicated scripts. And even though we might think we know what it tells R what to do, we most often don't.
If you feel unhappy about certain aspects of docopulae and perhaps have an adequate solution, please create an issue and lets discuss about it.
update.paramprint their progress
update.paramhandles interrupts by user and returns partially updated model object
buildftakes an additional argument
continuousto build joint probability mass functions
expr2fremoved in favor of package
buildfreturns a function in every use case
Derivto simplify and cache
rowmatchuses C-code and requires matrices of doubles
plot.desighrecursively finds base design
plot.desighwon't draw second axis anymore if
sensArgs$axes == F
numDeriv2Logfoptionally take a log likelihood function
buildfis more general
Dsensitivitybuilds a sensitivity function for D- and Ds-optimality
FedorovWynntakes a sensitivity function
dDimremoved from model definition
update.paramalso takes designs therefore replacing