library(tsallisqexp) # ?EPD ##### # (1) density function x <- seq(-5, 5, length=101) cbind(x, y <- dtsal(x, 1/2, 1/4), dtsal(x, 1/2, 1/4, log=TRUE)) # plot(x, y, type="l") cbind(x, y <- dtsal.tail(x, 1/2, 1/4, xmin=3), dtsal.tail(x, 1/2, 1/4, log=TRUE, xmin=3)) ##### # (2) distribution function ptsal(x, 1/2, 1/4) ptsal(x, 1/2, 1/4, lower=FALSE) ptsal(x, 1/2, 1/4, log=TRUE) ptsal(x, q=1/2, kappa=4) ptsal.tail(x, 1/2, 1/4, xmin=3) ptsal.tail(x, 1/2, 1/4, xmin=3, log=TRUE) ptsal.tail(x, 1/2, 1/4, xmin=3, lower=FALSE) ptsal.tail(x, 1/2, 1/4, xmin=3, lower=FALSE, log=TRUE) ##### # (3) quantile function qtsal(0:10/10, 3, 2) qtsal(log(0:10/10), 3, 2, log=TRUE) qtsal.tail(0:10/10, 3, 2, xmin=3) qtsal.tail(log(0:10/10), 3, 2, xmin=3, log=TRUE) ##### # (4) random generation function rtsal(10, 3, 2) rtsal.tail(10, 3, 2, xmin=3) ##### # (5) fit function set.seed(1234) x <- rtsal(10, 3, 2) tsal.fit(x, method="mle.equation") tsal.fit(x, method="mle.direct") tsal.fit(x, method="leastsquares") ##### # (6) boot functions # ?tsal.boot tsal.bootstrap.errors(dist=NULL, reps=100, confidence=0.95, n=10) tsal.bootstrap.errors(dist=tsal.fit(x, method="mle.equation"), reps=100) tsal.total.magnitude(dist=NULL, n=10) tsal.total.magnitude(dist=tsal.fit(x, method="mle.equation")) ##### # (7) test functions # ?tsal.test test.tsal.quantile.transform(from=0, to=1e6, shape=1, scale=1, n=1e5, lwd=0.01, xmin=0) test.tsal.LR.distribution(n=10, reps=100, shape=2, scale=3/2, xmin=0,method="mle.equation") test.tsal.LR.distribution(n=1000, reps=100, shape=2, scale=3/2, xmin=0,method="mle.equation")