Nothing
lawsglad <- function(y,x=NULL,qlambda=NULL,eta=0.5,lkern="Triangle",model="Poisson",
shape=NULL,hinit=NULL,hincr=NULL,hmax=10,NN=FALSE,u=NULL,
graph=FALSE,demo=FALSE,symmetric=FALSE,wghts=NULL)
{
###
### first check arguments and initialize
###
args <- match.call()
eps <- 1.e-10
if(is.null(qlambda)) if(symmetric) qlambda <- switch(model,
Gaussian=.985,
Bernoulli=.985,
Exponential=.985,
Poisson=.985,
Weibull=.985,
Volatility=.995)
else qlambda <- switch(model, Gaussian=.966,
Bernoulli=.966,
Exponential=.966,
Poisson=.966,
Weibull=.966,
Volatility=.98)
if(qlambda>=1 || qlambda<.6) return("Inappropriate value of qlambda")
if(eta<eps || eta>=1) return("Inappropriate value of eta")
if(is.null(hinit)||hinit<1) hinit <- 1
if(is.null(hincr)) hincr <- 1.25
lamakt <- 5*qchisq(qlambda,1)
if(model=="Gaussian")
{
lamakt <- lamakt*shape*2
}
### tabulation du noyau
getkern <- function(x,kern)
switch(kern,Triangle=pmax(0,(1-x)),
Quadratic=pmax(0,(1-x))^2,
Cubic=pmax(0,(1-x))^3,
Uniform=as.numeric(abs(x)<=1),
Exponential=exp(-5*x),
{
cat("Triangle kernel is used as default\n");
pmax(0,(1-x))
})
kernl <- getkern(seq(0,1.01,.01),lkern)
kerns <- getkern(seq(0,1.01,.01),"Exponential")
#print(length(kernl))
n <- length(y)
## z <- .C("iawsuni",
## as.double(y),
## as.integer(n),
## as.double(hinit),
## bi=double(n),
## ai=double(n),
## as.double(kernl),PACKAGE="GLAD")[c("bi","ai")]
## bi <- z$bi
## ai <- z$ai
## theta <- ai/bi
## Gaussian <- .C("gawsuni",
## as.double(y),
## as.integer(n),
## as.double(hinit),
## as.double(hincr),
## as.double(hmax),
## as.double(lamakt),
## as.double(eta),
## theta=as.double(theta),
## as.double(bi),
## as.double(ai),
## as.double(kernl),
## as.double(kerns),
## as.double(bi),
## PACKAGE="GLAD")$theta
Gaussian <- .C("lawsglad",
as.double(y),
as.integer(n),
as.double(hinit),
as.double(hincr),
as.double(hmax),
as.double(lamakt),
as.double(eta),
theta=double(n),
double(n),
double(n),
as.double(kernl),
as.double(kerns),
double(n),
PACKAGE="GLAD")$theta
return(Gaussian)
}
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