R Under development (unstable) (2024-10-15 r87238 ucrt) -- "Unsuffered Consequences" Copyright (C) 2024 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > library(RTDE) Loading required package: parallel > > > ##### > # (1) small example > > omega <- 1/2 > m <- 10 > n <- 100 > obs <- cbind(rupareto(n), rupareto(n)) + rupareto(n) > > #unit Pareto transform > zvalueRTDE(obs, omega, output="orig") Z tilde omega variables [1] 2.061224 1.942308 6.733333 1.188235 1.383562 1.311688 2.295455 [8] 3.366667 1.553846 1.629032 1.328947 1.020202 1.052083 2.020000 [15] 12.625000 20.200000 1.020202 1.507463 4.391304 25.250000 1.711864 [22] 1.063158 1.246914 1.174419 1.122222 1.578125 1.346667 1.771930 [29] 1.485294 5.050000 1.030612 1.086022 1.603175 1.086022 1.383562 [36] 1.231707 1.063158 1.010000 11.222222 1.530303 1.836364 2.589744 [43] 3.258065 7.769231 2.195652 1.278481 1.870370 1.052083 1.422535 [50] 1.010000 5.611111 1.147727 14.428571 3.156250 1.530303 4.208333 [57] 3.482759 1.771930 3.156250 1.097826 1.122222 1.262500 3.607143 [64] 1.074468 1.074468 2.104167 1.147727 1.311688 4.040000 1.097826 [71] 1.202381 1.262500 1.109890 1.109890 4.208333 2.885714 2.020000 [78] 1.629032 1.231707 1.485294 1.402778 4.040000 1.655738 2.104167 [85] 2.295455 1.346667 1.188235 1.655738 1.905660 1.402778 5.050000 [92] 1.134831 1.603175 1.442857 1.160920 1.836364 3.482759 1.030612 [99] 2.729730 1.803571 > > relexcess(zvalueRTDE(obs, omega, output="orig"), m) Z variables [1] 1.533333 2.875000 4.600000 5.750000 1.150000 2.555556 1.769231 1.277778 [9] 3.285714 1.150000 > zvalueRTDE(obs, omega, nbpoint=m, output="relexcess") Z variables [1] 1.533333 2.875000 4.600000 5.750000 1.150000 2.555556 1.769231 1.277778 [9] 3.285714 1.150000 > > #unit Frechet transform > zvalueRTDE(obs, omega, output="orig", marg="ufrechet") Z tilde omega variables [1] 1.5063036 1.3825518 6.2199413 0.5427315 0.7794743 0.6958619 [7] 1.7480401 2.8373572 0.9693665 1.0509071 0.7162068 0.2549737 [13] 0.3327031 1.4634970 12.1181240 19.6957692 0.2549737 0.9184761 [19] 3.8697940 24.7466326 1.1396649 0.3541878 0.6175171 0.5243645 [25] 0.4510142 0.9958150 0.7369067 1.2034695 0.8939643 4.5316256 [31] 0.2843730 0.3943717 1.0229819 0.3943717 0.7794743 0.5985581 [37] 0.3541878 0.2166791 10.7144457 0.9435988 1.2714896 2.0492386 [43] 2.7275806 7.2577524 1.6453123 0.6561344 1.3072358 0.3327031 [49] 0.8237754 0.2166791 5.0947649 0.4877642 13.9225865 2.6245754 [55] 0.9435988 3.6857514 2.9546078 1.2034695 2.6245754 0.4135827 [61] 0.4510142 0.6367001 3.0801352 0.3746426 0.3746426 1.5507997 [67] 0.4877642 0.6958619 3.5163330 0.4135827 0.5611965 0.6367001 [73] 0.4324258 0.4324258 3.6857514 2.3503653 1.4634970 1.0509071 [79] 0.5985581 0.8939643 0.8013946 3.5163330 1.0796325 1.5507997 [85] 1.7480401 0.7369067 0.5427315 1.0796325 1.3442315 0.8013946 [91] 4.5316256 0.4694364 1.0229819 0.8466445 0.5060567 1.2714896 [97] 2.9546078 0.2843730 2.1918412 1.2369226 > > relexcess(zvalueRTDE(obs, omega, output="orig", marg="ufrechet"), m) Z variables [1] 1.607306 3.131465 5.089617 6.394819 1.171025 2.768738 1.875488 1.316547 [9] 3.597759 1.171025 > zvalueRTDE(obs, omega, nbpoint=m, output="relexcess", marg="ufrechet") Z variables [1] 1.607306 3.131465 5.089617 6.394819 1.171025 2.768738 1.875488 1.316547 [9] 3.597759 1.171025 > > > proc.time() user system elapsed 0.18 0.14 0.26