R Under development (unstable) (2024-10-15 r87238 ucrt) -- "Unsuffered Consequences"
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> 
> 
> library(RTDE)
Loading required package: parallel
> 
> 
> #####
> # (1) simulation
> 
> n <- 100
> x <- RTDE(simu=list(nb=n, marg="ufrechet", cop="indep", replicate=1),
+ 	nbpoint=10:11, alpha=0, omega=1/2)
> x	
RTDE object - simulated data

dataRTDE object: head
	number of points 100 
           [,1]      [,2]
[1,]  0.9131729 18.236377
[2,] 16.5569080  4.454298
[3,]  4.7890723  0.893842
[4,] 33.6351592  3.115068
[5,]  1.2351701  2.932845
[6,]  0.9130155  6.451325

simulation setting
$nb
[1] 100

$marg
[1] "ufrechet"

$cop
[1] "indep"

$replicate
[1] 1


RTDE object - fit
fitRTDE object: head
	n
[1] 100
	m
[1] 10 11
	rho
[1] -1
	alpha
[1] 0
	omega
[1] 0.5
	eta
     m=10      m=11 
0.1645322 0.1681061 
	delta
      m=10       m=11 
-0.1482868 -0.1681061 
> summary(x)
RTDE object - simulated data

dataRTDE object: summary
	number of points 100 
              [,1]       [,2]
Min.     0.1658639  0.1728142
1st Qu.  0.7281949  0.7887267
Median   1.4277700  1.4381173
Mean     3.2781728  3.8665811
3rd Qu.  3.7045415  3.1187019
Max.    33.6351592 48.7415498

simulation setting
$nb
[1] 100

$marg
[1] "ufrechet"

$cop
[1] "indep"

$replicate
[1] 1


RTDE object - fit
fitRTDE object: summary
	n
[1] 100
	alpha
[1] 0
	omega
[1] 0.5
	m
[1] 10 11
	rho
[1] -1
	eta
     m=10      m=11 
0.1645322 0.1681061 
	delta
      m=10       m=11 
-0.1482868 -0.1681061 
> prob(x, 1:5)
RTDE object - simulated data

dataRTDE object: head
	number of points 100 
           [,1]      [,2]
[1,]  0.9131729 18.236377
[2,] 16.5569080  4.454298
[3,]  4.7890723  0.893842
[4,] 33.6351592  3.115068
[5,]  1.2351701  2.932845
[6,]  0.9130155  6.451325

simulation setting
$nb
[1] 100

$marg
[1] "ufrechet"

$cop
[1] "indep"

$replicate
[1] 1


RTDE object - fit
fitRTDE object: head
	n
[1] 100
	m
[1] 10 11
	rho
[1] -1
	alpha
[1] 0
	omega
[1] 0.5
	eta
     m=10      m=11 
0.1645322 0.1681061 
	delta
      m=10       m=11 
-0.1482868 -0.1681061 

RTDE object - prob (mean)
        q=1         q=2         q=3         q=4         q=5 
0.105000000 0.067632655 0.056112570 0.023104151 0.007088238 
> 
> y <- RTDE(simu=list(nb=n, marg="ufrechet", cop="indep", replicate=1), 
+ 	contamin=list(eps=1/100, method="max+", 
+ 	marg="ufrechet", cop="indep"),
+ 	nbpoint=10:15, alpha=0, omega=1/2)
> y
RTDE object - simulated data

dataRTDE object: head
	number of points 100 
          [,1]      [,2]
[1,] 34.329112 0.9605920
[2,] 38.467116 2.1128135
[3,]  1.878069 0.6890746
[4,]  4.957688 1.1689337
[5,]  1.295674 7.4382805
[6,]  1.039115 1.5383608
	number of contaminations 1 
         [,1]     [,2]
[1,] 90.51879 31.69253

simulation setting
$nb
[1] 100

$marg
[1] "ufrechet"

$cop
[1] "indep"

$replicate
[1] 1

$eps
[1] 0.01

$method
[1] "max+"

$marg
[1] "ufrechet"

$cop
[1] "indep"


RTDE object - fit
fitRTDE object: head
	n
[1] 101
	m
[1] 10 11 12 13 14 15
	rho
[1] -1
	alpha
[1] 0
	omega
[1] 0.5
	eta
    m=10     m=11     m=12     m=13     m=14     m=15 
1.535776 1.337013 1.356201 1.356201 1.467529 1.380371 
	delta
    m=10     m=11     m=12     m=13     m=14     m=15 
4.052281 2.884851 3.537576 3.537576 6.563451 5.521402 
> summary(y)
RTDE object - simulated data

dataRTDE object: summary
	number of points 100 
              [,1]       [,2]
Min.     0.1664074  0.1310851
1st Qu.  0.6296518  0.9451947
Median   1.3196254  1.5422865
Mean     4.1240141  2.9116137
3rd Qu.  3.4572637  3.1139970
Max.    89.7605300 31.2248475
	number of contaminations 1 
         [,1]     [,2]
[1,] 90.51879 31.69253

simulation setting
$nb
[1] 100

$marg
[1] "ufrechet"

$cop
[1] "indep"

$replicate
[1] 1

$eps
[1] 0.01

$method
[1] "max+"

$marg
[1] "ufrechet"

$cop
[1] "indep"


RTDE object - fit
fitRTDE object: summary
	n
[1] 101
	alpha
[1] 0
	omega
[1] 0.5
	m
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
  10.00   11.25   12.50   12.50   13.75   15.00 
	rho
[1] -1
	eta
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
  1.337   1.356   1.368   1.406   1.446   1.536 
	delta
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
  2.885   3.538   3.795   4.350   5.154   6.563 
> prob(y, 1:5)
RTDE object - simulated data

dataRTDE object: head
	number of points 100 
          [,1]      [,2]
[1,] 34.329112 0.9605920
[2,] 38.467116 2.1128135
[3,]  1.878069 0.6890746
[4,]  4.957688 1.1689337
[5,]  1.295674 7.4382805
[6,]  1.039115 1.5383608
	number of contaminations 1 
         [,1]     [,2]
[1,] 90.51879 31.69253

simulation setting
$nb
[1] 100

$marg
[1] "ufrechet"

$cop
[1] "indep"

$replicate
[1] 1

$eps
[1] 0.01

$method
[1] "max+"

$marg
[1] "ufrechet"

$cop
[1] "indep"


RTDE object - fit
fitRTDE object: head
	n
[1] 101
	m
[1] 10 11 12 13 14 15
	rho
[1] -1
	alpha
[1] 0
	omega
[1] 0.5
	eta
    m=10     m=11     m=12     m=13     m=14     m=15 
1.535776 1.337013 1.356201 1.356201 1.467529 1.380371 
	delta
    m=10     m=11     m=12     m=13     m=14     m=15 
4.052281 2.884851 3.537576 3.537576 6.563451 5.521402 

RTDE object - prob (mean)
       q=1        q=2        q=3        q=4        q=5 
0.12376238 0.07218679 0.04734147 0.03075277 0.02376209 
> 
> #####
> # (2) part of the workers' compensation dataset
> 
> x1 <- c(
+   21.798086,  22.640528,  22.572010,  24.789710,  25.876764,  28.033613,
+   22.525887,  12.004031,  12.713178,  13.596610,  14.811727,  12.774073,
+   20.245789,  24.242468,  50.216515,  56.099793,  58.109747,  67.807105,
+   73.852437,  84.208474,  83.604216,  19.507341,  20.810822,  23.838122,
+   24.212193,  25.367578,  35.401344,  37.580989,  12.428727,  13.492474,
+   13.303600,  13.228920,  14.060473,  15.227696,  17.857683,   6.829432,
+    6.219655,   5.696577,   4.542884,   3.663628,   2.632086,   1.932376,
+    3.724269,   4.149906,   3.696872,   0.487892,  0.594629,   0.560057,
+    0.724571,   2.494260,   3.394857,  3.314038,  10.595191,  12.863955,
+    2.789484,   2.426480,   3.140245,   3.964679,   4.899610,   5.247896,
+    6.280799,   7.721616,   9.324806,  30.035148,  32.618878,  36.071278,
+   42.494763,  49.524793,  48.872610,  40.636397, 211.719199, 232.681695,
+  230.007534, 234.635378, 251.852677, 207.512194, 215.038202,  22.525133,
+   23.545828,  24.979337,  27.390359,  27.337832,  28.268401,  25.281128,
+   11.939588,  10.566079,  19.387104,  23.062327,  23.089131,  23.799825,
+   21.317594,  28.171269,  32.008767,  31.300733,  33.507831,  32.207902,
+   23.471988,  24.101833,  24.766193,  26.078216)
> 
> x2 <- c(
+  0.538707, 0.439184, 1.059775, 0.560013, 1.004997, 1.097314, 0.609833, 0.270222,
+  0.229566, 0.596850, 0.196539, 0.134248, 0.489312, 0.418218, 0.769208, 0.649707,
+  0.503919, 0.675466, 0.545745, 1.562266, 0.931762, 0.291125, 0.499927, 0.151084,
+  0.141910, 0.300373, 0.119761, 0.141300, 0.377662, 0.169574, 0.243585, 0.061215,
+  0.055272, 0.312816, 0.160196, 0.623029, 0.280707, 0.174422, 0.176666, 0.153907,
+  0.101874, 0.000000, 0.000000, 0.018082, 0.408802, 0.010500, 0.000000, 0.000000,
+  0.037500, 0.011234, 0.042146, 0.086599, 0.041500, 0.115592, 0.000000, 0.170623,
+  0.078436, 0.047501, 0.051499, 0.144621, 0.008998, 0.259875, 0.548369, 0.383658,
+  0.420764, 0.588094, 0.717523, 1.133547, 1.372065, 0.601273, 2.140846, 2.382040,
+  2.929906, 3.165114, 3.595126, 4.284873, 2.739517, 0.389158, 0.374650, 0.684493,
+  0.143933, 1.236701, 0.734178, 0.850133, 0.348156, 0.331977, 0.116060, 0.266805,
+  0.310604, 0.278189, 0.079680, 1.238292, 0.576512, 0.831404, 1.303705, 0.673907,
+  0.605122, 0.664457, 0.348918, 0.370878)
> 
> 
> 
> z <- RTDE(obs=cbind(x1, x2), nbpoint=10, alpha=0, omega=1/2:3)
> z
RTDE object - empirical data

dataRTDE object: head
	number of points 100 
           x1       x2
[1,] 21.79809 0.538707
[2,] 22.64053 0.439184
[3,] 22.57201 1.059775
[4,] 24.78971 0.560013
[5,] 25.87676 1.004997
[6,] 28.03361 1.097314

RTDE object - fit
fitRTDE object: head
	n
[1] 100
	m
[1] 10
	rho
[1] -1
	alpha
[1] 0
	omega
[1] 0.5000000 0.3333333
	eta
    o=0.5   o=0.333 
0.6424172 0.4717844 
	delta
     o=0.5    o=0.333 
-0.4873376 -0.4717844 
> summary(z)
RTDE object - empirical data

dataRTDE object: summary
	number of points 100 
                x1        x2
Min.      0.487892 0.0000000
1st Qu.   8.924008 0.1417575
Median   22.548949 0.3598980
Mean     35.945586 0.5911339
3rd Qu.  31.477742 0.6668195
Max.    251.852677 4.2848730

RTDE object - fit
fitRTDE object: summary
	n
[1] 100
	alpha
[1] 0
	omega
[1] 0.5000000 0.3333333
	m
[1] 10
	rho
[1] -1
	eta
    o=0.5   o=0.333 
0.6424172 0.4717844 
	delta
     o=0.5    o=0.333 
-0.4873376 -0.4717844 
> prob(z, 1:5)
RTDE object - empirical data

dataRTDE object: head
	number of points 100 
           x1       x2
[1,] 21.79809 0.538707
[2,] 22.64053 0.439184
[3,] 22.57201 1.059775
[4,] 24.78971 0.560013
[5,] 25.87676 1.004997
[6,] 28.03361 1.097314

RTDE object - fit
fitRTDE object: head
	n
[1] 100
	m
[1] 10
	rho
[1] -1
	alpha
[1] 0
	omega
[1] 0.5000000 0.3333333
	eta
    o=0.5   o=0.333 
0.6424172 0.4717844 
	delta
     o=0.5    o=0.333 
-0.4873376 -0.4717844 

RTDE object - prob (mean)
       q=1        q=2        q=3        q=4        q=5 
0.09859943 0.07052566 0.04702242 0.03341128 0.02502452 
> 
> 
> z1 <- RTDE(obs=cbind(x1, x2), contamin=list(eps=1/100, method="max+", 
+ 	marg="ufrechet", cop="indep"), nbpoint=10:15, alpha=0, omega=1/2)
> z1	
RTDE object - empirical data

dataRTDE object: head
	number of points 100 
           x1       x2
[1,] 21.79809 0.538707
[2,] 22.64053 0.439184
[3,] 22.57201 1.059775
[4,] 24.78971 0.560013
[5,] 25.87676 1.004997
[6,] 28.03361 1.097314
	number of contaminations 1 
         [,1]     [,2]
[1,] 252.4981 12.25985
$eps
[1] 0.01

$method
[1] "max+"

$marg
[1] "ufrechet"

$cop
[1] "indep"


RTDE object - fit
fitRTDE object: head
	n
[1] 101
	m
[1] 10 11 12 13 14 15
	rho
[1] -1
	alpha
[1] 0
	omega
[1] 0.5
	eta
     m=10      m=11      m=12      m=13      m=14      m=15 
0.6253395 0.6825907 0.6804548 0.7224796 0.7224796 0.8176826 
	delta
      m=10       m=11       m=12       m=13       m=14       m=15 
-0.5412529 -0.4950196 -0.5329722 -0.5171634 -0.5171634 -0.3965974 
> summary(z1)	
RTDE object - empirical data

dataRTDE object: summary
	number of points 100 
                x1        x2
Min.      0.487892 0.0000000
1st Qu.   8.924008 0.1417575
Median   22.548949 0.3598980
Mean     35.945586 0.5911339
3rd Qu.  31.477742 0.6668195
Max.    251.852677 4.2848730
	number of contaminations 1 
         [,1]     [,2]
[1,] 252.4981 12.25985
$eps
[1] 0.01

$method
[1] "max+"

$marg
[1] "ufrechet"

$cop
[1] "indep"


RTDE object - fit
fitRTDE object: summary
	n
[1] 101
	alpha
[1] 0
	omega
[1] 0.5
	m
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
  10.00   11.25   12.50   12.50   13.75   15.00 
	rho
[1] -1
	eta
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
 0.6253  0.6810  0.7025  0.7085  0.7225  0.8177 
	delta
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
-0.5413 -0.5290 -0.5172 -0.5000 -0.5006 -0.3966 
> prob(z1, 1:5)
RTDE object - empirical data

dataRTDE object: head
	number of points 100 
           x1       x2
[1,] 21.79809 0.538707
[2,] 22.64053 0.439184
[3,] 22.57201 1.059775
[4,] 24.78971 0.560013
[5,] 25.87676 1.004997
[6,] 28.03361 1.097314
	number of contaminations 1 
         [,1]     [,2]
[1,] 252.4981 12.25985
$eps
[1] 0.01

$method
[1] "max+"

$marg
[1] "ufrechet"

$cop
[1] "indep"


RTDE object - fit
fitRTDE object: head
	n
[1] 101
	m
[1] 10 11 12 13 14 15
	rho
[1] -1
	alpha
[1] 0
	omega
[1] 0.5
	eta
     m=10      m=11      m=12      m=13      m=14      m=15 
0.6253395 0.6825907 0.6804548 0.7224796 0.7224796 0.8176826 
	delta
      m=10       m=11       m=12       m=13       m=14       m=15 
-0.5412529 -0.4950196 -0.5329722 -0.5171634 -0.5171634 -0.3965974 

RTDE object - prob (mean)
       q=1        q=2        q=3        q=4        q=5 
0.12376238 0.10559294 0.07864246 0.06028780 0.04777355 
> 
> 
> z2 <- RTDE(obs=cbind(x1, x2), contamin=list(eps=1/100, method="max+", 
+ 	marg="ufrechet", cop="indep"), nbpoint=10:15, alpha=0:1, omega=1/2)
> z2	
RTDE object - empirical data

dataRTDE object: head
	number of points 100 
           x1       x2
[1,] 21.79809 0.538707
[2,] 22.64053 0.439184
[3,] 22.57201 1.059775
[4,] 24.78971 0.560013
[5,] 25.87676 1.004997
[6,] 28.03361 1.097314
	number of contaminations 1 
         [,1]     [,2]
[1,] 252.1102 4.934155
$eps
[1] 0.01

$method
[1] "max+"

$marg
[1] "ufrechet"

$cop
[1] "indep"


RTDE object - fit
fitRTDE object: head
	n
[1] 101
	m
[1] 10 11 12 13 14 15
	rho
[1] -1
	alpha
[1] 0 1
	omega
[1] 0.5
	eta - mean
     m=10      m=11      m=12      m=13      m=14      m=15 
0.6442245 0.8455452 0.7725194 0.8586579 0.8586579 1.3524210 
	delta - mean
      m=10       m=11       m=12       m=13       m=14       m=15 
-0.5678901 -0.4785948 -0.5381141 -0.4960292 -0.4960292  0.4832021 
> summary(z2)
RTDE object - empirical data

dataRTDE object: summary
	number of points 100 
                x1        x2
Min.      0.487892 0.0000000
1st Qu.   8.924008 0.1417575
Median   22.548949 0.3598980
Mean     35.945586 0.5911339
3rd Qu.  31.477742 0.6668195
Max.    251.852677 4.2848730
	number of contaminations 1 
         [,1]     [,2]
[1,] 252.1102 4.934155
$eps
[1] 0.01

$method
[1] "max+"

$marg
[1] "ufrechet"

$cop
[1] "indep"


RTDE object - fit
fitRTDE object: summary
	n
[1] 101
	alpha
[1] 0 1
	omega
[1] 0.5
	m
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
  10.00   11.25   12.50   12.50   13.75   15.00 
	rho
[1] -1
	eta
      m=10             m=11             m=12             m=13       
 Min.   :0.6253   Min.   :0.6826   Min.   :0.6805   Min.   :0.7225  
 1st Qu.:0.6348   1st Qu.:0.7641   1st Qu.:0.7265   1st Qu.:0.7906  
 Median :0.6442   Median :0.8455   Median :0.7725   Median :0.8587  
 Mean   :0.6442   Mean   :0.8455   Mean   :0.7725   Mean   :0.8587  
 3rd Qu.:0.6537   3rd Qu.:0.9270   3rd Qu.:0.8186   3rd Qu.:0.9267  
 Max.   :0.6631   Max.   :1.0085   Max.   :0.8646   Max.   :0.9948  
      m=14             m=15       
 Min.   :0.7225   Min.   :0.8177  
 1st Qu.:0.7906   1st Qu.:1.0851  
 Median :0.8587   Median :1.3524  
 Mean   :0.8587   Mean   :1.3524  
 3rd Qu.:0.9267   3rd Qu.:1.6198  
 Max.   :0.9948   Max.   :1.8872  
	delta
      m=10              m=11              m=12              m=13        
 Min.   :-0.5945   Min.   :-0.4950   Min.   :-0.5433   Min.   :-0.5172  
 1st Qu.:-0.5812   1st Qu.:-0.4868   1st Qu.:-0.5407   1st Qu.:-0.5066  
 Median :-0.5679   Median :-0.4786   Median :-0.5381   Median :-0.4960  
 Mean   :-0.5679   Mean   :-0.4786   Mean   :-0.5381   Mean   :-0.4960  
 3rd Qu.:-0.5546   3rd Qu.:-0.4704   3rd Qu.:-0.5355   3rd Qu.:-0.4855  
 Max.   :-0.5413   Max.   :-0.4622   Max.   :-0.5330   Max.   :-0.4749  
      m=14              m=15        
 Min.   :-0.5172   Min.   :-0.3966  
 1st Qu.:-0.5066   1st Qu.: 0.0433  
 Median :-0.4960   Median : 0.4832  
 Mean   :-0.4960   Mean   : 0.4832  
 3rd Qu.:-0.4855   3rd Qu.: 0.9231  
 Max.   :-0.4749   Max.   : 1.3630  
> prob(z2, 1:5)
RTDE object - empirical data

dataRTDE object: head
	number of points 100 
           x1       x2
[1,] 21.79809 0.538707
[2,] 22.64053 0.439184
[3,] 22.57201 1.059775
[4,] 24.78971 0.560013
[5,] 25.87676 1.004997
[6,] 28.03361 1.097314
	number of contaminations 1 
         [,1]     [,2]
[1,] 252.1102 4.934155
$eps
[1] 0.01

$method
[1] "max+"

$marg
[1] "ufrechet"

$cop
[1] "indep"


RTDE object - fit
fitRTDE object: head
	n
[1] 101
	m
[1] 10 11 12 13 14 15
	rho
[1] -1
	alpha
[1] 0 1
	omega
[1] 0.5
	eta - mean
     m=10      m=11      m=12      m=13      m=14      m=15 
0.6442245 0.8455452 0.7725194 0.8586579 0.8586579 1.3524210 
	delta - mean
      m=10       m=11       m=12       m=13       m=14       m=15 
-0.5678901 -0.4785948 -0.5381141 -0.4960292 -0.4960292  0.4832021 

RTDE object - prob (mean)
       q=1        q=2        q=3        q=4        q=5 
0.12376238 0.10493182 0.07933594 0.06252917 0.05105965 
> 
> 	
> 	
> 
> proc.time()
   user  system elapsed 
   1.51    0.09    1.60