d<-dim(X)[2]
phi<-theta0[1]
R<-R0
Ind<-Ind0
W<-X/R
acc.R<-rep(0,nrep)
acc.phi<-0
draws<-matrix(0,ncol=nrep+2,nrow=niter)
it<-0
loglik<-NULL
W.c<-matrix(0,ncol=dim(X)[2],nrow=dim(X)[1])
while(it<niter)
{
it<-it+1
# update R
R.c<-NULL
logR.c<-NULL
for(i in 1:length(R))
{
logR.c[i]<-rnorm(1,log(R[i]),sd=sd.R)
R.c[i]<-exp(logR.c[i])
W.c[i,]<-X[i,]/R.c[i]
if(Ind==1)
{
ll.c<-mvn.fre.loglik(W.c[i,],phi=phi,dist=dist) - d*log(R.c[i])
ll<-mvn.fre.loglik(W[i,],phi=phi,dist=dist)- d*log(R[i])
}
else if(Ind==0)
{
ll.c<-mvn.exp.loglik(W.c[i,],phi=phi,dist=dist) - d*log(R.c[i])
ll<-mvn.exp.loglik(W[i,],phi=phi,dist=dist)- d*log(R[i])
}
l.acc<-ll.c-ll
# print(c(ll.c,R.c[i]))
if(log(runif(1))<l.acc)
{
R[i]<-R.c[i]
acc.R[i]<-acc.R[i]+1
}
draws[it,i]<-R[i]
W[i,]<-X[i,]/R[i]
}
# update phi
logphi.c<-rnorm(1,mean=log(phi),sd=sd.theta[1])
phi.c<-exp(logphi.c)
if(Ind==1)
{
ll.c<-mvn.fre.loglik(W[i,],phi=phi.c,dist=dist) -  d*sum(log(R))
ll<-mvn.fre.loglik(W[i,],phi=phi,dist=dist)-  d*sum(log(R))
}
else if(Ind==0)
{
ll.c<-mvn.exp.loglik(W[i,],phi=phi.c,dist=dist) - d*sum(log(R))
ll<-mvn.exp.loglik(W[i,],phi=phi,dist=dist)- d*sum(log(R))
}
l.acc<-ll.c - ll
if(log(runif(1))<l.acc)
{
phi<-phi.c
acc.phi<-acc.phi+1
ll<-ll.c
}
draws[it,nrep+1]<-phi
loglik[it]<-ll
# Update Ind
ll1<-(mvn.fre.loglik(W[i,],phi=phi,dist=dist)-  d*sum(log(R)))
ll2<-(mvn.exp.loglik(W[i,],phi=phi,dist=dist)- d*sum(log(R)))
p2.over.p1<-exp(ll2-ll1)
logp<--log(1+p2.over.p1)
if(is.na(logp))
{
p1.over.p2<-exp(ll1-ll2)
logpcomp<--log(1+p1.over.p2)
print(c(ll1,ll2,p1.over.p2,logpcomp))
logp<-1-exp(logpcomp)
}
print(logp)
probExp<-exp(logp)
Ind<-rbinom(1,n=1,p=probExp)
print(c(probExp))
draws[it,nrep+2]<-Ind
}
return(list(draws=draws,acc=c(acc.R,acc.phi),ll=loglik))
}
test10<-X.mcmc.mixed(X=X.AI,theta0=c(2),R0=1*apply(X.AI,1,mean),sd.theta=c(0.3),sd.R=0.55,niter=1000,dist=dist,Ind0=1)
mvn.exp.loglik
mvn.fre.loglik
library(SpatialExtremes)
install.packages("SpatialExtremes")
library(SpatialExtremes)
msp<-rmaxstab(15,coord=coord,cov.mod="brown",range=2,smooth=1)
msp.u<-exp(-1/msp)
msp.p<-(1/(1-msp.u))-1
test12<-X.mcmc(X=msp.p,theta0=c(2),R0=apply(msp.p,1,mean),sd.theta=c(0.3),sd.R=0.2,niter=1000,dist=dist)
test11<-X.mcmc.AI(X=msp.p,theta0=c(2),R0=apply(msp.p,1,mean),sd.theta=c(0.3),sd.R=0.55,niter=1000,dist=dist)
test12$ll[990:1000]
apply(msp.p,1,mean)
plot(test12$draws[,1],typ="l")
plot(test12$draws[,2],typ="l")
plot(test12$draws[,8],typ="l")
apply(msp.p,1,median)
apply(msp.p,1,quantile,0.2)
pmax(apply(msp.p,1,mean),7)
pmin(apply(msp.p,1,mean),7)
test11<-X.mcmc.AI(X=msp.p,theta0=c(2),R0=pmin(apply(msp.p,1,mean),7),sd.theta=c(0.3),sd.R=0.55,niter=1000,dist=dist)
test11<-X.mcmc.AI(X=msp.p,theta0=c(2),R0=pmin(apply(msp.p,1,mean),6),sd.theta=c(0.3),sd.R=0.55,niter=1000,dist=dist)
debugonce(X.mcmc.AI)
test11<-X.mcmc.AI(X=msp.p,theta0=c(2),R0=pmin(apply(msp.p,1,mean),6),sd.theta=c(0.3),sd.R=0.55,niter=1000,dist=dist)
Wf
i
Wf[i,]
Wf[i,]
Wf[i,]
Wf[i,]
Wf[i,]
Wf[i,]
Wf[i,]
Wf[i,]
Wf[i,]
ll.c
ll
ll
Wf[i,]
Wf[i,]
Wf[i,]
Wf[i,]
Wf[i,]
i
i
Wf[i,]
Wf[i,]
Wf[i,]
X.mcmc.AI<-function(X,theta0,R0,sd.theta,sd.R,niter,dist)
{
nrep<-dim(X)[1]
d<-dim(X)[2]
phi<-theta0[1]
R<-R0
Wf<-X/R
acc.R<-rep(0,nrep)
acc.phi<-0
draws<-matrix(0,ncol=nrep+1,nrow=niter)
it<-0
loglik<-NULL
Wf.c<-matrix(0,ncol=dim(X)[2],nrow=dim(X)[1])
while(it<niter)
{
it<-it+1
# update R
R.c<-NULL
logR.c<-NULL
for(i in 1:length(R))
{
logR.c[i]<-rnorm(1,log(R[i]),sd=sd.R)
R.c[i]<-exp(logR.c[i])
Wf.c[i,]<-X[i,]/R.c[i]
ll.c<-mvn.fre.loglik(Wf.c[i,],phi=phi,dist=dist) - d*log(R.c[i])
ll<-mvn.fre.loglik(Wf[i,],phi=phi,dist=dist)- d*log(R[i])
l.acc<-ll.c-ll
print(c(ll,ll.c,R.c[i]))
if(log(runif(1))<l.acc)
{
R[i]<-R.c[i]
acc.R[i]<-acc.R[i]+1
}
draws[it,i]<-R[i]
Wf[i,]<-X[i,]/R[i]
}
# update phi
logphi.c<-rnorm(1,mean=log(phi),sd=sd.theta[1])
phi.c<-exp(logphi.c)
ll.c<-sum(apply(Wf,1,mvn.fre.loglik,phi=phi.c,dist=dist)) - d*sum(log(R))
ll<-sum(apply(Wf,1,mvn.fre.loglik,phi=phi,dist=dist))-d*sum(log(R))
l.acc<-ll.c - ll
if(log(runif(1))<l.acc)
{
phi<-phi.c
acc.phi<-acc.phi+1
ll<-ll.c
}
draws[it,nrep+1]<-phi
loglik[it]<-ll
}
return(list(draws=draws,acc=c(acc.R,acc.phi),ll=loglik))
}
test11<-X.mcmc.AI(X=msp.p,theta0=c(2),R0=pmin(apply(msp.p,1,mean),6),sd.theta=c(0.3),sd.R=0.55,niter=1000,dist=dist)
X.mcmc.AI<-function(X,theta0,R0,sd.theta,sd.R,niter,dist)
{
nrep<-dim(X)[1]
d<-dim(X)[2]
phi<-theta0[1]
R<-R0
Wf<-X/R
acc.R<-rep(0,nrep)
acc.phi<-0
draws<-matrix(0,ncol=nrep+1,nrow=niter)
it<-0
loglik<-NULL
Wf.c<-matrix(0,ncol=dim(X)[2],nrow=dim(X)[1])
while(it<niter)
{
it<-it+1
# update R
R.c<-NULL
logR.c<-NULL
for(i in 1:length(R))
{
logR.c[i]<-rnorm(1,log(R[i]),sd=sd.R)
R.c[i]<-exp(logR.c[i])
Wf.c[i,]<-X[i,]/R.c[i]
ll.c<-mvn.fre.loglik(Wf.c[i,],phi=phi,dist=dist) - d*log(R.c[i])
ll<-mvn.fre.loglik(Wf[i,],phi=phi,dist=dist)- d*log(R[i])
l.acc<-ll.c-ll
print(c(ll,R[i],ll.c,R.c[i]))
if(log(runif(1))<l.acc)
{
R[i]<-R.c[i]
acc.R[i]<-acc.R[i]+1
}
draws[it,i]<-R[i]
Wf[i,]<-X[i,]/R[i]
}
# update phi
logphi.c<-rnorm(1,mean=log(phi),sd=sd.theta[1])
phi.c<-exp(logphi.c)
ll.c<-sum(apply(Wf,1,mvn.fre.loglik,phi=phi.c,dist=dist)) - d*sum(log(R))
ll<-sum(apply(Wf,1,mvn.fre.loglik,phi=phi,dist=dist))-d*sum(log(R))
l.acc<-ll.c - ll
if(log(runif(1))<l.acc)
{
phi<-phi.c
acc.phi<-acc.phi+1
ll<-ll.c
}
draws[it,nrep+1]<-phi
loglik[it]<-ll
}
return(list(draws=draws,acc=c(acc.R,acc.phi),ll=loglik))
}
test11<-X.mcmc.AI(X=msp.p,theta0=c(2),R0=pmin(apply(msp.p,1,mean),6),sd.theta=c(0.3),sd.R=0.55,niter=1000,dist=dist)
msp.p
msp.p[15,]
mvn.fre.loglik(w=msp.p[15,]/(mean(msp.p[15,])),phi=2,dist=dist)
mvn.fre.loglik
mvn.fre.loglik(w=msp.p[15,]/(mean(msp.p[15,])),phi=2,dist=dist)->tmp
tmp
mvn.fre.loglik(w=msp.p[14,]/(mean(msp.p[14,])),phi=2,dist=dist)->tmp
tmp
exp(-1/msp.p[15,])
qnorm(exp(-1/msp.p[15,]))
msp.p[15,]
msp.p[15,12]
1/msp.p[15,12]
x<-rbvevd(1000, dep=0.3, model="log",mar1=c(1,1,1))
u<-apply(x,2,pfre)
library(ev)
library(evd)
library(EVcopula)
x<-rbvevd(1000, dep=0.3, model="log",mar1=c(1,1,1))
pfre<-function(x)exp(-1/x)
u<-apply(x,2,pfre)
fAD1<-fit.EV.copula(uv=u,marg.thresh=0.95,norm="Lp",p=1,Wmod="beta")
fAD1
Proflik2D(x=fAD1,lamrange=c(0.1,2),arange=c(2,10),n=10,rtn=TRUE)->plot1
Proflik1D(x=fAD1,whichpar="lambda",parrange=c(0.5,3),npts=10,rtn=TRUE)->plot2
seq(0.5,3,len=10)
Proflik1D(x=fAD1,whichpar="lambda",parrange=c(0.5,2.5),npts=10,rtn=TRUE)->plot2
Proflik1D(x=fAD1,whichpar="lambda",parrange=c(0.2,2.4),npts=10,rtn=TRUE)->plot2
plot2
pr1<-NULL
for(j in 1:10)
{
pr1[j]<-EVcopula:::.Surv.Cop.lam.Lp(uv=c(0.97,0.98),lam=as.numeric(plot2[j,1]),a=as.numeric(plot2[j,2]),Wmod="beta",p=1)
}
plot(pr1,plot2[,3])
pr1<-NULL
for(j in 1:10)
{
pr1[j]<-EVcopula:::.Surv.Cop.lam.Lp(uv=c(0.997,0.98),lam=as.numeric(plot2[j,1]),a=as.numeric(plot2[j,2]),Wmod="beta",p=1)
}
plot(pr1,plot2[,3])
pr1
pr1<-NULL
for(j in 1:10)
{
pr1[j]<-EVcopula:::.Surv.Cop.lam.Lp(uv=c(0.99,0.98),lam=as.numeric(plot2[j,1]),a=as.numeric(plot2[j,2]),Wmod="beta",p=1)
}
plot(pr1,plot2[,3])
pr1<-NULL
for(j in 1:10)
{
pr1[j]<-EVcopula:::.Surv.Cop.lam.Lp(uv=c(0.995,0.98),lam=as.numeric(plot2[j,1]),a=as.numeric(plot2[j,2]),Wmod="beta",p=1)
}
plot(pr1,plot2[,3])
for(j in 1:10)
{
pr1[j]<-EVcopula:::.Surv.Cop.lam.Lp(uv=c(0.992,0.98),lam=as.numeric(plot2[j,1]),a=as.numeric(plot2[j,2]),Wmod="beta",p=1)
}
plot(pr1,plot2[,3])
############################################################
fAD2<-fit.EV.copula(uv=u,marg.thresh=0.95,norm="Linf",Wmod="beta")
fAD2
Proflik1D(x=fAD2,whichpar="lambda",parrange=c(0.3,2.5),npts=10,rtn=TRUE)->plot4
EVcopula:::Proflik1D
load("/nobackup/wadswojl/Dropbox/Postdoc work/AD AI/Paper/R files paper/Revision/WaveSurge_Linf.Rdata")
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="u_w",ylab="u_r")
title("(a)",cex.main=1.5)
plot(unif(wfit2.2[rfit2.2_m>quantile(rfit2.2_m,0.9)]),unif(rfit2.2_m[rfit2.2_m>quantile(rfit2.2_m,0.9)]),xlab="u_w",ylab="u_r")
title("(b)",cex.main=1.5)
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab="u_w",ylab="u_r")
title("(c)",cex.main=1.5)
plot(unif(w_wpsrg2[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),unif(r_wpsrg2_m[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),xlab="u_w",ylab="u_r")
title("(d)",cex.main=1.5)
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform", X_P/(X_P+Y_P))),ylab=expression(paste("Uniform", max(X_P,Y_P))))
title("(c)",cex.main=1.5)
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform", X[P]/(X[P]+Y[P]))),ylab=expression(paste("Uniform", max(X_P,Y_P))))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform", frac(X[P],X[P]+Y[P]))),ylab=expression(paste("Uniform", max(X[P],Y[P]))))
dev.off()
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform", frac(X[P],X[P]+Y[P]))),ylab=expression(paste("Uniform", max(X[P],Y[P]))))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform", frac(X[P],X[P]+Y[P]))),ylab=expression(paste("Uniform", "max", (X[P],Y[P]))))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform", frac(X[P],X[P]+Y[P]))),ylab=expression(paste("Uniform max", (X[P],Y[P]))))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform max", X[P],Y[P])))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform max", X[P],Y[P])))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max (", X[P],Y[P], ")")))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(a)",cex.main=1.5)
plot(unif(wfit2.2[rfit2.2_m>quantile(rfit2.2_m,0.9)]),unif(rfit2.2_m[rfit2.2_m>quantile(rfit2.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(b)",cex.main=1.5)
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
title("(c)",cex.main=1.5)
plot(unif(w_wpsrg2[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),unif(r_wpsrg2_m[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
title("(d)",cex.main=1.5)
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(a)",cex.main=1.5)
plot(unif(wfit2.2[rfit2.2_m>quantile(rfit2.2_m,0.9)]),unif(rfit2.2_m[rfit2.2_m>quantile(rfit2.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(b)",cex.main=1.5)
par(mar=c(5,5,4,4))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
title("(c)",cex.main=1.5)
plot(unif(w_wpsrg2[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),unif(r_wpsrg2_m[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
title("(d)",cex.main=1.5)
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(a)",cex.main=1.5)
plot(unif(wfit2.2[rfit2.2_m>quantile(rfit2.2_m,0.9)]),unif(rfit2.2_m[rfit2.2_m>quantile(rfit2.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(b)",cex.main=1.5)
#par(mar=c(5,5,4,4))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
title("(c)",cex.main=1.5)
plot(unif(w_wpsrg2[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),unif(r_wpsrg2_m[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
title("(d)",cex.main=1.5)
par(mar=c(4,4,4,4))
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(a)",cex.main=1.5)
plot(unif(wfit2.2[rfit2.2_m>quantile(rfit2.2_m,0.9)]),unif(rfit2.2_m[rfit2.2_m>quantile(rfit2.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(b)",cex.main=1.5)
#par(mar=c(5,5,4,4))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
title("(c)",cex.main=1.5)
plot(unif(w_wpsrg2[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),unif(r_wpsrg2_m[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
title("(d)",cex.main=1.5)
dev.off()
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(a)",cex.main=1.5)
plot(unif(wfit2.2[rfit2.2_m>quantile(rfit2.2_m,0.9)]),unif(rfit2.2_m[rfit2.2_m>quantile(rfit2.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(b)",cex.main=1.5)
#par(mar=c(5,5,4,4))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
title("(c)",cex.main=1.5)
plot(unif(w_wpsrg2[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),unif(r_wpsrg2_m[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
title("(d)",cex.main=1.5)
par(mar=c(5,5,5,5))
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(a)",cex.main=1.5)
plot(unif(wfit2.2[rfit2.2_m>quantile(rfit2.2_m,0.9)]),unif(rfit2.2_m[rfit2.2_m>quantile(rfit2.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(b)",cex.main=1.5)
#par(mar=c(5,5,4,4))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
title("(c)",cex.main=1.5)
plot(unif(w_wpsrg2[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),unif(r_wpsrg2_m[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
par(mar=c(5,5,5,4))
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(a)",cex.main=1.5)
plot(unif(wfit2.2[rfit2.2_m>quantile(rfit2.2_m,0.9)]),unif(rfit2.2_m[rfit2.2_m>quantile(rfit2.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(b)",cex.main=1.5)
#par(mar=c(5,5,4,4))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
title("(c)",cex.main=1.5)
plot(unif(w_wpsrg2[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),unif(r_wpsrg2_m[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
par(mar=c(6,5,5,4))
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(a)",cex.main=1.5)
plot(unif(wfit2.2[rfit2.2_m>quantile(rfit2.2_m,0.9)]),unif(rfit2.2_m[rfit2.2_m>quantile(rfit2.2_m,0.9)]),xlab="Uniform V",ylab="Uniform S")
title("(b)",cex.main=1.5)
#par(mar=c(5,5,4,4))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
title("(c)",cex.main=1.5)
plot(unif(w_wpsrg2[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),unif(r_wpsrg2_m[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),xlab=expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),
ylab=expression(paste("Uniform  max(", X[P],Y[P], ")")))
title("(d)",cex.main=1.5)
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="",ylab="")
mtext(side=1,"Uniform S", line=2)
mtext(side=1,"Uniform S", line=4)
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="",ylab="")
mtext(side=1,expression(paste("Uniform",S)), line=4)
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="",ylab="")
mtext(side=1,expression(paste("Uniform ",S)), line=4)
title("(a)",cex.main=1.5)
?mtext
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="",ylab="")
mtext(side=1,expression(paste("Uniform ",V)), line=4)
mtext(side=2,expression(paste("Uniform ",S)), line=4)
title("(a)",cex.main=1.5)
plot(unif(wfit2.2[rfit2.2_m>quantile(rfit2.2_m,0.9)]),unif(rfit2.2_m[rfit2.2_m>quantile(rfit2.2_m,0.9)]))
mtext(side=1,expression(paste("Uniform ",V)), line=4)
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab="",
ylab="")
mtext(side=1,expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),line=4)
mtext(sid=2,expression(paste("Uniform  max(", X[P],Y[P], ")")))
mtext(sid=2,expression(paste("Uniform  max(", X[P],Y[P], ")")),line=4)
par(mar=c(6,5,5,4))
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="",ylab="")
mtext(side=1,expression(paste("Uniform ",V)), line=3)
mtext(side=2,expression(paste("Uniform ",S)), line=3)
title("(a)",cex.main=1.5)
plot(unif(wfit2.2[rfit2.2_m>quantile(rfit2.2_m,0.9)]),unif(rfit2.2_m[rfit2.2_m>quantile(rfit2.2_m,0.9)]),xlab="",ylab="")
mtext(side=1,expression(paste("Uniform ",V)), line=3)
mtext(side=2,expression(paste("Uniform ",S)), line=3)
title("(b)",cex.main=1.5)
#par(mar=c(5,5,4,4))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab="",
ylab="")
mtext(side=1,expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),line=4)
mtext(sid=2,expression(paste("Uniform  max(", X[P],Y[P], ")")),line=3)
title("(c)",cex.main=1.5)
plot(unif(w_wpsrg2[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),unif(r_wpsrg2_m[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),xlab="",
ylab="")
mtext(side=1,expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),line=4)
mtext(sid=2,expression(paste("Uniform  max(", X[P],Y[P], ")")),line=3)
title("(d)",cex.main=1.5)
par(mar=c(6,5,5,4))
par(mfrow=c(1,4))
plot(unif(wfit.2[rfit.2_m>quantile(rfit.2_m,0.9)]),unif(rfit.2_m[rfit.2_m>quantile(rfit.2_m,0.9)]),xlab="",ylab="")
mtext(side=1,expression(paste("Uniform ",V)), line=3, cex=0.8)
mtext(side=2,expression(paste("Uniform ",S)), line=3, cex=0.8)
title("(a)",cex.main=1.5)
plot(unif(wfit2.2[rfit2.2_m>quantile(rfit2.2_m,0.9)]),unif(rfit2.2_m[rfit2.2_m>quantile(rfit2.2_m,0.9)]),xlab="",ylab="")
mtext(side=1,expression(paste("Uniform ",V)), line=3, cex=0.8)
mtext(side=2,expression(paste("Uniform ",S)), line=3, cex=0.8)
title("(b)",cex.main=1.5)
#par(mar=c(5,5,4,4))
plot(unif(w_wsp2[r_wsp2_m>quantile(r_wsp2_m,0.9)]),unif(r_wsp2_m[r_wsp2_m>quantile(r_wsp2_m,0.9)]),xlab="",
ylab="")
mtext(side=1,expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),line=4.5, cex=0.8)
mtext(sid=2,expression(paste("Uniform  max(", X[P],Y[P], ")")),line=3, cex=0.8)
title("(c)",cex.main=1.5)
plot(unif(w_wpsrg2[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),unif(r_wpsrg2_m[r_wpsrg2_m>quantile(r_wpsrg2_m,0.9)]),xlab="",
ylab="")
mtext(side=1,expression(paste("Uniform  ", frac(X[P],X[P]+Y[P]))),line=4.5, cex=0.8)
mtext(sid=2,expression(paste("Uniform  max(", X[P],Y[P], ")")),line=3, cex=0.8)
title("(d)",cex.main=1.5)
54245+18800+6714
View(M)
View(R)
View(X)
library(EVcopula)
?EVcopula
library(evd)
x<-rbvevd(1000, model="log", dep=0.3, mar1=c(1,1,1))
u<-apply(x, 2, function(x) exp(-1/x))
# NB only use ncore > 1 if you have multiple cores and the package `multicore' installed
## Not run:
fit.Linf<-fit.EV.copula(uv=u, norm="Linf", Vmod="beta", marg.thresh=0.95, ncore=2)
fit.Linf
plot(fit.Linf, which=c(1,2))
plot(fit.Linf, which=3
)
seq(1.4,3.16,len=20)
setwd("/nobackup/wadswojl/Dropbox/Postdoc work/AD AI/Package/EVcopula/man")
