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Type 'q()' to quit R. > > library(RTDE) Loading required package: parallel > > > ##### > # (1) simulation > > N <- 2 > n <- 100 > x <- RTDE(simu=list(nb=n, marg="ufrechet", cop="indep", replicate=N), + nbpoint=10:15, alpha=0, omega=1/2) > x RTDE object - simulated data dataRTDE object: head number of points 100 $`s=1` [,1] [,2] [1,] 0.7767542 2.4146560 [2,] 10.1546025 1.5228806 [3,] 0.1699065 0.8196847 [4,] 0.9627411 11.9118272 [5,] 0.8864372 1.2525438 [6,] 3.2974196 6.9208770 $`s=2` [,1] [,2] [1,] 0.7633735 0.8858223 [2,] 1.5240000 5.4226123 [3,] 25.2861375 1.8293116 [4,] 0.5563955 1.8039826 [5,] 0.7117043 2.7978066 [6,] 18.1971333 0.3047519 simulation setting $nb [1] 100 $marg [1] "ufrechet" $cop [1] "indep" $replicate [1] 2 RTDE object - fit fitRTDE object: head n [1] 100 m [1] 10 11 12 13 14 15 rho [1] -1 alpha [1] 0 omega [1] 0.5 eta - mean m=10 m=11 m=12 m=13 m=14 m=15 0.4295118 0.4350270 0.4305177 0.4309954 0.4868575 0.5043557 delta - mean m=10 m=11 m=12 m=13 m=14 m=15 -0.20998842 -0.20882549 -0.22461738 -0.21979313 -0.09590542 -0.04252694 > > x$fit$eta s=1 s=2 m=10 0.4379719 0.4210516 m=11 0.4331607 0.4368933 m=12 0.4331607 0.4278747 m=13 0.4341162 0.4278747 m=14 0.4580115 0.5157035 m=15 0.4747304 0.5339810 > summary(x) RTDE object - simulated data dataRTDE object: head number of points 100 $`s=1` V1 V2 Min. : 0.1699 Min. : 0.1617 1st Qu.: 0.7638 1st Qu.: 0.6456 Median : 1.3030 Median : 1.1374 Mean : 12.6512 Mean : 3.8127 3rd Qu.: 3.2654 3rd Qu.: 2.8444 Max. :672.2405 Max. :69.4724 $`s=2` V1 V2 Min. : 0.2063 Min. : 0.2861 1st Qu.: 0.6393 1st Qu.: 0.6458 Median : 1.1563 Median : 1.4478 Mean : 5.9149 Mean : 7.0636 3rd Qu.: 3.1340 3rd Qu.: 3.0469 Max. :205.0414 Max. :230.3611 simulation setting $nb [1] 100 $marg [1] "ufrechet" $cop [1] "indep" $replicate [1] 2 RTDE object - fit fitRTDE object: summary n [1] 100 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 s=1 s=2 Min. :0.4332 Min. :0.4211 1st Qu.:0.4334 1st Qu.:0.4279 Median :0.4360 Median :0.4324 Mean :0.4452 Mean :0.4606 3rd Qu.:0.4530 3rd Qu.:0.4960 Max. :0.4747 Max. :0.5340 delta s=1 s=2 Min. :-0.17446 Min. :-0.27478 1st Qu.:-0.17205 1st Qu.:-0.27118 Median :-0.16220 Median :-0.25178 Mean :-0.14198 Mean :-0.19191 3rd Qu.:-0.12376 3rd Qu.:-0.12079 Max. :-0.06671 Max. :-0.01834 > prob(x, 1:4) RTDE object - simulated data dataRTDE object: head number of points 100 $`s=1` [,1] [,2] [1,] 0.7767542 2.4146560 [2,] 10.1546025 1.5228806 [3,] 0.1699065 0.8196847 [4,] 0.9627411 11.9118272 [5,] 0.8864372 1.2525438 [6,] 3.2974196 6.9208770 $`s=2` [,1] [,2] [1,] 0.7633735 0.8858223 [2,] 1.5240000 5.4226123 [3,] 25.2861375 1.8293116 [4,] 0.5563955 1.8039826 [5,] 0.7117043 2.7978066 [6,] 18.1971333 0.3047519 simulation setting $nb [1] 100 $marg [1] "ufrechet" $cop [1] "indep" $replicate [1] 2 RTDE object - fit fitRTDE object: head n [1] 100 m [1] 10 11 12 13 14 15 rho [1] -1 alpha [1] 0 omega [1] 0.5 eta - mean m=10 m=11 m=12 m=13 m=14 m=15 0.4295118 0.4350270 0.4305177 0.4309954 0.4868575 0.5043557 delta - mean m=10 m=11 m=12 m=13 m=14 m=15 -0.20998842 -0.20882549 -0.22461738 -0.21979313 -0.09590542 -0.04252694 RTDE object - prob (mean) q=1 q=2 q=3 q=4 0.12500000 0.06338116 0.03021778 0.01686486 > summary(prob(x, 1:4)) RTDE object - simulated data dataRTDE object: head number of points 100 $`s=1` V1 V2 Min. : 0.1699 Min. : 0.1617 1st Qu.: 0.7638 1st Qu.: 0.6456 Median : 1.3030 Median : 1.1374 Mean : 12.6512 Mean : 3.8127 3rd Qu.: 3.2654 3rd Qu.: 2.8444 Max. :672.2405 Max. :69.4724 $`s=2` V1 V2 Min. : 0.2063 Min. : 0.2861 1st Qu.: 0.6393 1st Qu.: 0.6458 Median : 1.1563 Median : 1.4478 Mean : 5.9149 Mean : 7.0636 3rd Qu.: 3.1340 3rd Qu.: 3.0469 Max. :205.0414 Max. :230.3611 simulation setting $nb [1] 100 $marg [1] "ufrechet" $cop [1] "indep" $replicate [1] 2 RTDE object - fit fitRTDE object: summary n [1] 100 alpha [1] 0 omega [1] 0.5 m Min. 1st Qu. Median Mean 3rd Qu. Max. 10.00 11.25 12.50 12.50 13.75 15.00 rho [1] -1 eta s=1 s=2 Min. :0.4332 Min. :0.4211 1st Qu.:0.4334 1st Qu.:0.4279 Median :0.4360 Median :0.4324 Mean :0.4452 Mean :0.4606 3rd Qu.:0.4530 3rd Qu.:0.4960 Max. :0.4747 Max. :0.5340 delta s=1 s=2 Min. :-0.17446 Min. :-0.27478 1st Qu.:-0.17205 1st Qu.:-0.27118 Median :-0.16220 Median :-0.25178 Mean :-0.14198 Mean :-0.19191 3rd Qu.:-0.12376 3rd Qu.:-0.12079 Max. :-0.06671 Max. :-0.01834 RTDE object - prob (summary) q=1 q=2 q=3 q=4 0% 0.100 0.03642591 0.01529439 0.008045688 25% 0.110 0.04214873 0.01798300 0.009466628 50% 0.125 0.04472277 0.01928895 0.010361648 75% 0.140 0.07509643 0.03415298 0.019247661 100% 0.150 0.15000000 0.08489046 0.049932347 mean 0.125 0.06338116 0.03021778 0.016864857 > > plot(x, which=1) > > y <- RTDE(simu=list(nb=n, marg="ufrechet", cop="indep", replicate=N), + nbpoint=10:15, alpha=0:1, omega=1/2) > > y$fit$eta , , s=1 m=10 m=11 m=12 m=13 m=14 m=15 a=0 0.3294942 0.3472996 0.3578633 0.3279895 0.2839877 0.2839877 a=1 0.2969545 0.3569281 0.3806555 0.2500232 0.2327245 0.2327245 , , s=2 m=10 m=11 m=12 m=13 m=14 m=15 a=0 0.5629615 0.6254266 0.6525635 0.6716301 0.6809084 0.6809084 a=1 0.7070645 0.6909793 0.7040150 0.6600377 0.5815324 0.5815324 > > y RTDE object - simulated data dataRTDE object: head number of points 100 $`s=1` [,1] [,2] [1,] 0.6554828 13.7436967 [2,] 0.4976472 2.1429851 [3,] 0.2989042 7.3061318 [4,] 1.3871553 0.6772598 [5,] 1.4837750 0.9325163 [6,] 6.1276382 1.7279018 $`s=2` [,1] [,2] [1,] 0.4359713 45.6415556 [2,] 0.6420796 0.3457170 [3,] 0.3100127 0.2519773 [4,] 2.1481552 3.9678777 [5,] 0.5870923 1.2720176 [6,] 2.3802906 3.9274577 simulation setting $nb [1] 100 $marg [1] "ufrechet" $cop [1] "indep" $replicate [1] 2 RTDE object - fit fitRTDE object: head n [1] 100 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 0.4741187 0.5051584 0.5237743 0.4774201 0.4447883 0.4447883 delta - mean m=10 m=11 m=12 m=13 m=14 m=15 -0.09815827 0.04493542 0.12769982 0.10528335 0.05795871 0.05795871 > summary(y) RTDE object - simulated data dataRTDE object: head number of points 100 $`s=1` V1 V2 Min. : 0.2443 Min. : 0.1535 1st Qu.: 0.6991 1st Qu.: 0.9573 Median : 1.2453 Median : 1.7316 Mean : 6.2034 Mean : 3.9209 3rd Qu.: 2.8342 3rd Qu.: 4.0879 Max. :333.3406 Max. :35.0385 $`s=2` V1 V2 Min. : 0.2666 Min. : 0.2520 1st Qu.: 0.7057 1st Qu.: 0.6044 Median : 1.3070 Median : 1.7631 Mean : 7.7062 Mean : 4.7797 3rd Qu.: 3.1378 3rd Qu.: 3.9637 Max. :199.2649 Max. :122.3281 simulation setting $nb [1] 100 $marg [1] "ufrechet" $cop [1] "indep" $replicate [1] 2 RTDE object - fit fitRTDE object: summary n [1] 100 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 Min. 1st Qu. Median Mean 3rd Qu. Max. 0.2327 0.3202 0.4718 0.4783 0.6629 0.7071 delta Min. 1st Qu. Median Mean 3rd Qu. Max. -0.26428 -0.17489 -0.10451 0.04928 0.29000 0.46727 > prob(y, 1:4) RTDE object - simulated data dataRTDE object: head number of points 100 $`s=1` [,1] [,2] [1,] 0.6554828 13.7436967 [2,] 0.4976472 2.1429851 [3,] 0.2989042 7.3061318 [4,] 1.3871553 0.6772598 [5,] 1.4837750 0.9325163 [6,] 6.1276382 1.7279018 $`s=2` [,1] [,2] [1,] 0.4359713 45.6415556 [2,] 0.6420796 0.3457170 [3,] 0.3100127 0.2519773 [4,] 2.1481552 3.9678777 [5,] 0.5870923 1.2720176 [6,] 2.3802906 3.9274577 simulation setting $nb [1] 100 $marg [1] "ufrechet" $cop [1] "indep" $replicate [1] 2 RTDE object - fit fitRTDE object: head n [1] 100 m [1] 10 11 12 13 14 15 rho [1] -1 alpha [1] 0 1 omega [1] 0.5 eta - mean m=10 m=11 m=12 m=13 m=14 m=15 0.4741187 0.5051584 0.5237743 0.4774201 0.4447883 0.4447883 delta - mean m=10 m=11 m=12 m=13 m=14 m=15 -0.09815827 0.04493542 0.12769982 0.10528335 0.05795871 0.05795871 RTDE object - prob (mean) q=1 q=2 q=3 q=4 0.12500000 0.06513486 0.02741877 0.01463954 > > plot(y, which=1) > > > z <- RTDE(simu=list(nb=n, marg="ufrechet", cop="indep", replicate=N), + nbpoint=10:15, alpha=0:1, omega=1/2:3, keepdata=TRUE) > z$fit$eta , , m=10, s=1 o=0.5 o=0.333 a=0 0.1455602 0.2079494 a=1 0.1751040 2.6477036 , , m=11, s=1 o=0.5 o=0.333 a=0 0.1650640 0.15524022 a=1 0.1888543 0.08551651 , , m=12, s=1 o=0.5 o=0.333 a=0 0.1752110 0.1331304 a=1 0.2210076 0.1069357 , , m=13, s=1 o=0.5 o=0.333 a=0 0.1864689 0.1745205 a=1 0.2462455 0.1650657 , , m=14, s=1 o=0.5 o=0.333 a=0 0.1951473 0.1498529 a=1 0.2648090 0.1306549 , , m=15, s=1 o=0.5 o=0.333 a=0 0.2024362 0.1630040 a=1 0.2777582 0.1493977 , , m=10, s=2 o=0.5 o=0.333 a=0 0.4533255 0.5352222 a=1 0.1149990 0.3108341 , , m=11, s=2 o=0.5 o=0.333 a=0 0.2340910 0.4777976 a=1 0.1822222 0.1593261 , , m=12, s=2 o=0.5 o=0.333 a=0 0.2856006 0.4362348 a=1 0.2032803 0.1582758 , , m=13, s=2 o=0.5 o=0.333 a=0 0.2575712 0.4010282 a=1 0.2352156 0.1721702 , , m=14, s=2 o=0.5 o=0.333 a=0 0.3084082 0.3723628 a=1 0.2756843 0.1890445 , , m=15, s=2 o=0.5 o=0.333 a=0 0.3316218 0.4424479 a=1 0.3212598 0.3028776 > > z RTDE object - simulated data dataRTDE object: head number of points 100 $`s=1` [,1] [,2] [1,] 0.3293070 0.6620887 [2,] 4.1976260 1.7079463 [3,] 3.2045011 0.5752302 [4,] 2.7400342 3.2262147 [5,] 0.5242161 0.5109176 [6,] 0.5394059 3.2559081 $`s=2` [,1] [,2] [1,] 2.3838378 9.6386032 [2,] 1.1363275 0.7515702 [3,] 1.3215733 0.7254145 [4,] 1.8448020 42.0022531 [5,] 20.2101165 2.8189992 [6,] 0.4280954 1.3226918 simulation setting $nb [1] 100 $marg [1] "ufrechet" $cop [1] "indep" $replicate [1] 2 RTDE object - fit fitRTDE object: head n [1] 100 m [1] 10 11 12 13 14 15 rho [1] -1 alpha [1] 0 1 omega [1] 0.5000000 0.3333333 eta - mean m=10 m=11 m=12 m=13 m=14 m=15 0.5738373 0.2060140 0.2149595 0.2297857 0.2357455 0.2738504 delta - mean m=10 m=11 m=12 m=13 m=14 m=15 12.5466867 -0.1055528 -0.1296506 -0.1427210 -0.1569199 -0.1141224 > summary(z) RTDE object - simulated data dataRTDE object: head number of points 100 $`s=1` V1 V2 Min. : 0.1814 Min. : 0.2173 1st Qu.: 0.5755 1st Qu.: 0.6539 Median : 1.2903 Median : 1.3256 Mean : 8.1147 Mean : 8.5032 3rd Qu.: 3.4714 3rd Qu.: 4.2096 Max. :320.1368 Max. :225.7412 $`s=2` V1 V2 Min. : 0.2133 Min. : 0.2001 1st Qu.: 0.7892 1st Qu.: 0.7225 Median : 1.4037 Median : 1.3669 Mean : 12.0095 Mean : 4.2843 3rd Qu.: 2.6927 3rd Qu.: 3.0598 Max. :854.8402 Max. :45.4763 simulation setting $nb [1] 100 $marg [1] "ufrechet" $cop [1] "indep" $replicate [1] 2 RTDE object - fit fitRTDE object: summary n [1] 100 alpha [1] 0 1 omega [1] 0.5000000 0.3333333 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. 0.08552 0.16455 0.20286 0.28903 0.30426 2.64770 delta Min. 1st Qu. Median Mean 3rd Qu. Max. -0.25757 -0.17373 -0.14038 1.98295 -0.07908 99.99994 > prob(z, 1:4) RTDE object - simulated data dataRTDE object: head number of points 100 $`s=1` [,1] [,2] [1,] 0.3293070 0.6620887 [2,] 4.1976260 1.7079463 [3,] 3.2045011 0.5752302 [4,] 2.7400342 3.2262147 [5,] 0.5242161 0.5109176 [6,] 0.5394059 3.2559081 $`s=2` [,1] [,2] [1,] 2.3838378 9.6386032 [2,] 1.1363275 0.7515702 [3,] 1.3215733 0.7254145 [4,] 1.8448020 42.0022531 [5,] 20.2101165 2.8189992 [6,] 0.4280954 1.3226918 simulation setting $nb [1] 100 $marg [1] "ufrechet" $cop [1] "indep" $replicate [1] 2 RTDE object - fit fitRTDE object: head n [1] 100 m [1] 10 11 12 13 14 15 rho [1] -1 alpha [1] 0 1 omega [1] 0.5000000 0.3333333 eta - mean m=10 m=11 m=12 m=13 m=14 m=15 0.5738373 0.2060140 0.2149595 0.2297857 0.2357455 0.2738504 delta - mean m=10 m=11 m=12 m=13 m=14 m=15 12.5466867 -0.1055528 -0.1296506 -0.1427210 -0.1569199 -0.1141224 RTDE object - prob (mean) q=1 q=2 q=3 q=4 0.10134212 0.05390251 0.02260046 0.01333065 > > plot(z, which=1) > > > ##### > # (2) simulation on multicore > > N <- 2 > n <- 100 > x <- RTDE(simu=list(nb=n, marg="ufrechet", cop="indep", replicate=N), + nbpoint=10:11, alpha=0, omega=1/2, core=2) > x RTDE object - simulated data dataRTDE object: head number of points 100 $`s=1` [,1] [,2] [1,] 1.5703924 1.9898212 [2,] 1.4966650 0.8295662 [3,] 3.3956586 7.5725788 [4,] 1.3091499 6.2210925 [5,] 0.2600156 1.0565360 [6,] 1.7983086 0.2800701 $`s=2` [,1] [,2] [1,] 1.1856393 1.2264856 [2,] 10.2879066 2.2662235 [3,] 0.5449734 0.5753849 [4,] 3.1323124 8.2682381 [5,] 1.0216739 0.7060793 [6,] 10.4682385 12.0955951 simulation setting $nb [1] 100 $marg [1] "ufrechet" $cop [1] "indep" $replicate [1] 2 RTDE object - fit fitRTDE object: head n [1] 100 m [1] 10 11 rho [1] -1 alpha [1] 0 omega [1] 0.5 eta - mean m=10 m=11 0.4308642 0.4308642 delta - mean m=10 m=11 0.04389292 0.04389292 > prob(x, 1:4) RTDE object - simulated data dataRTDE object: head number of points 100 $`s=1` [,1] [,2] [1,] 1.5703924 1.9898212 [2,] 1.4966650 0.8295662 [3,] 3.3956586 7.5725788 [4,] 1.3091499 6.2210925 [5,] 0.2600156 1.0565360 [6,] 1.7983086 0.2800701 $`s=2` [,1] [,2] [1,] 1.1856393 1.2264856 [2,] 10.2879066 2.2662235 [3,] 0.5449734 0.5753849 [4,] 3.1323124 8.2682381 [5,] 1.0216739 0.7060793 [6,] 10.4682385 12.0955951 simulation setting $nb [1] 100 $marg [1] "ufrechet" $cop [1] "indep" $replicate [1] 2 RTDE object - fit fitRTDE object: head n [1] 100 m [1] 10 11 rho [1] -1 alpha [1] 0 omega [1] 0.5 eta - mean m=10 m=11 0.4308642 0.4308642 delta - mean m=10 m=11 0.04389292 0.04389292 RTDE object - prob (mean) q=1 q=2 q=3 q=4 0.10500000 0.06595362 0.04134750 0.03245941 > > x <- RTDE(simu=list(nb=n, marg="ufrechet", cop="indep", replicate=N), + nbpoint=10:11, alpha=0:1, omega=1/2, core=2) > x RTDE object - simulated data dataRTDE object: head number of points 100 $`s=1` [,1] [,2] [1,] 2.8532222 0.6034422 [2,] 0.2987567 0.4489196 [3,] 0.3963997 2.3217955 [4,] 4.4498936 4.2922889 [5,] 3.3734214 2.0313390 [6,] 0.5529974 0.2553361 $`s=2` [,1] [,2] [1,] 0.4225842 0.7771816 [2,] 0.3539373 0.5454994 [3,] 0.9936035 3.9857257 [4,] 1.6662301 12.7298103 [5,] 3.2606417 2.0438549 [6,] 1.1706782 0.4735020 simulation setting $nb [1] 100 $marg [1] "ufrechet" $cop [1] "indep" $replicate [1] 2 RTDE object - fit fitRTDE object: head n [1] 100 m [1] 10 11 rho [1] -1 alpha [1] 0 1 omega [1] 0.5 eta - mean m=10 m=11 0.5503927 0.4734874 delta - mean m=10 m=11 0.13336650 -0.04480792 > prob(x, 1:4) RTDE object - simulated data dataRTDE object: head number of points 100 $`s=1` [,1] [,2] [1,] 2.8532222 0.6034422 [2,] 0.2987567 0.4489196 [3,] 0.3963997 2.3217955 [4,] 4.4498936 4.2922889 [5,] 3.3734214 2.0313390 [6,] 0.5529974 0.2553361 $`s=2` [,1] [,2] [1,] 0.4225842 0.7771816 [2,] 0.3539373 0.5454994 [3,] 0.9936035 3.9857257 [4,] 1.6662301 12.7298103 [5,] 3.2606417 2.0438549 [6,] 1.1706782 0.4735020 simulation setting $nb [1] 100 $marg [1] "ufrechet" $cop [1] "indep" $replicate [1] 2 RTDE object - fit fitRTDE object: head n [1] 100 m [1] 10 11 rho [1] -1 alpha [1] 0 1 omega [1] 0.5 eta - mean m=10 m=11 0.5503927 0.4734874 delta - mean m=10 m=11 0.13336650 -0.04480792 RTDE object - prob (mean) q=1 q=2 q=3 q=4 0.10500000 0.04922638 0.02207837 0.01327078 > > proc.time() user system elapsed 4.75 0.17 5.92