Skip to content

Commit

Permalink
version 0.9.3
Browse files Browse the repository at this point in the history
  • Loading branch information
Mateusz Staniak authored and cran-robot committed Jul 10, 2018
1 parent cff88c3 commit 63d2a9c
Show file tree
Hide file tree
Showing 7 changed files with 66 additions and 54 deletions.
8 changes: 4 additions & 4 deletions DESCRIPTION
@@ -1,7 +1,7 @@
Package: kendallRandomWalks
Title: Simulate and Visualize Kendall Random Walks and Related
Distributions
Version: 0.9.2
Version: 0.9.3
Authors@R: person("Mateusz", "Staniak", email = "mateusz.staniak@math.uni.wroc.pl", role = c("aut", "cre"))
Description: Kendall random walks are a continuous-space Markov chains generated
by the Kendall generalized convolution. This package provides tools
Expand All @@ -11,13 +11,13 @@ Depends: R (>= 3.3)
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Imports: ggplot2, dplyr, tidyr, EnvStats, tibble, nleqslv
Imports: ggplot2, dplyr, tibble, actuar
RoxygenNote: 6.0.1
Suggests: knitr, rmarkdown, testthat, covr
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2018-06-05 18:33:35 UTC; mtst
Packaged: 2018-07-10 17:32:39 UTC; mtst
Author: Mateusz Staniak [aut, cre]
Maintainer: Mateusz Staniak <mateusz.staniak@math.uni.wroc.pl>
Repository: CRAN
Date/Publication: 2018-06-06 11:17:55 UTC
Date/Publication: 2018-07-10 17:50:03 UTC
12 changes: 6 additions & 6 deletions MD5
@@ -1,21 +1,21 @@
802161c45338e0f65405afc5c1e31b88 *DESCRIPTION
f7f6b43c736ef5b0400aa2373dcde4fd *DESCRIPTION
127cbfaba59733e6a2c6a1cb068efef0 *LICENSE
bf40ddb040e1475489436cc818624dbd *NAMESPACE
d2b472e46a573de5a3285e5a9ddcc53c *NEWS.md
b82814236c9c10a99ac34f46fc32918f *NEWS.md
321cb795d29c29dd544278a672d66d3a *R/barrier_crossing.R
44742a93c96bea8c1e66ebddf3ee3b11 *R/exact_ladder_moments.R
0c0ea4b64e63a12cf1c77d1e192a3586 *R/kendallRandomPackage.R
342bab9561ad2b935f5ef3d3363b1951 *R/simulations_kendall_rw.R
ccb7d17464092e945420bf1a6d0a7685 *R/simulations_kendall_rw.R
0cdf1ddbbe6db456b3e2761647dbc7cb *R/stable_kendall_distribution.R
ecc63136d6a466f61e1ed491dad20450 *R/stable_kendall_fit.R
b6b60ec945f8a1a226a2bcb0d375a493 *README.md
a418d728965ce0877432a58f9c2c7afe *README.md
b84cc913d6ce0d3aaec243382c8dfe9d *build/vignette.rds
a48fdecfe2262ed77d8b61e89c783509 *inst/doc/behaviour.R
7161eac5f4c752b0251bead321523c98 *inst/doc/behaviour.Rmd
95472fdbb4e06f604fc52498a3335f38 *inst/doc/behaviour.html
ad854ec301fd3e50eef4fb93a9d4a793 *inst/doc/behaviour.html
57b6d03ded5319bbee71626929038290 *inst/doc/kendall_rws.R
a2ba97d109c7e774099396657baf7dee *inst/doc/kendall_rws.Rmd
11a135a403e922a11064872a6a20344e *inst/doc/kendall_rws.html
e51e0c4975e233bfc10da4c19d516d50 *inst/doc/kendall_rws.html
90cfad0d498cc81140a99dcad617506f *man/Qn.Rd
bac14a58926029a0fea03be2cf7e4b67 *man/U.Rd
dce1d5e75d456212d0000537beb067d8 *man/Z.Rd
Expand Down
6 changes: 5 additions & 1 deletion NEWS.md
@@ -1,8 +1,12 @@
# kendallRandomPackagae 0.9.3

* `EnvStats` dependency replaced by `actuar`.

# kendallRandomPackage 0.9.2

* Functions for transformations and summaries of simulations of Kendall random walks
(`summarise_kendall_rw` and `mutate_kendall_rw`).

# kendallRandomPackage 0.9.1

* Numerical computation of G function (so also Williamson transform)
Expand Down
8 changes: 4 additions & 4 deletions R/simulations_kendall_rw.R
Expand Up @@ -53,14 +53,14 @@ simulateOneTrajectory <- function(trajectory_length, step_dist,
alpha, symmetric = FALSE, ...) {
Y <- step_dist(trajectory_length, ...)
if(symmetric) {
theta <- EnvStats::rpareto(trajectory_length,
1,
2*alpha)*sample(c(-1, 1),
theta <- actuar::rpareto1(trajectory_length,
2*alpha,
1)*sample(c(-1, 1),
trajectory_length,
prob = c(0.5, 0.5),
replace = TRUE)
} else {
theta <- EnvStats::rpareto(trajectory_length, 1, 2*alpha)
theta <- actuar::rpareto1(trajectory_length, 2*alpha, 1)
}

Xn <- vector("numeric", trajectory_length )
Expand Down
20 changes: 14 additions & 6 deletions README.md
@@ -1,5 +1,7 @@
# kendallRandomPackage
# kendallRandomWalks

[![CRAN_Status_Badge](http://www.r-pkg.org/badges/version/kendallRandomWalks)](https://cran.r-project.org/package=kendallRandomWalks)
[![Total Downloads](http://cranlogs.r-pkg.org/badges/grand-total/kendallRandomWalks?color=orange)](https://cranlogs.r-pkg.org/badges/grand-total/kendallRandomWalks)
[![Travis-CI Build Status](https://travis-ci.org/mstaniak/kendallRandomPackage.svg?branch=master)](https://travis-ci.org/mstaniak/kendallRandomPackage)
[![Coverage Status](https://img.shields.io/codecov/c/github/mstaniak/kendallRandomPackage/master.svg)](https://codecov.io/github/mstaniak/kendallRandomPackage?branch=master)

Expand All @@ -8,26 +10,32 @@
Simulations and distributions related to Kendall random walks:
[visit dedicated project page on Researchgate](https://www.researchgate.net/project/First-order-Kendall-maximal-autoregressive-processes-and-their-applications)

Install the newest version:
To get started, install stable CRAN version

>devtools::install_github("mstaniak/kendallRandomPackage")
> install.packages("kendallRandomWalks")
or the newest version from Github:

> devtools::install_github("mstaniak/kendallRandomPackage")
Help:
>?kendallRandomPackage
> ?kendallRandomPackage
Main functionalities:

* `simulate_kendall_rw` functions simulates Kendall random walks for a given step distribution. The simulation can be then plotted using generic `plot` function.
* `transform_kendall_rw` function allows user to play with different scalings and transformations of Kendall random walks to study its properties related to convergence.
* `summarise_kendall_rw` and `mutate_kendall_rw` functions allow user to modify or summarise simulated trajectories.
* `ladder_moment` and `ladder_height` functions help study distribution of first ladder moment and first ladder height empirically.
* `ladder_moment_pmf` gives exact PMF for first ladder moment.
* `pkend`, `dkend`, `qkend` and `rkend` are typical functions related to the stable Kendall distribution.
* `g_function` calculates Williamson transform numerically.

See vignette for examples.
See vignettes for examples.

If you have a feature request or you found a bug, please leave an issue.
The goal of this package is to let anyone interested in Kendall convolution/generalized convolutions get familiar with them through visual means and experimentation.

The goal of this package is to let anyone interested in Kendall convolution/generalized convolutions get familiar with them through visual means and experimentation and aid research in this area by providing tools for simulations.


Acknowledgement
Expand Down
36 changes: 18 additions & 18 deletions inst/doc/behaviour.html

Large diffs are not rendered by default.

30 changes: 15 additions & 15 deletions inst/doc/kendall_rws.html

Large diffs are not rendered by default.

0 comments on commit 63d2a9c

Please sign in to comment.