I got some R code that I don't understand. Question as comment in code //where is t comming from, what is phi inverse
rAC <- function(name, n, d, theta){ #generic function for Archimedean copula simulation illegalpar <- switch(name, clayton = (theta < 0), gumbel = (theta < 1), frank = (theta < 0), BB9 = ((theta[1] < 1) | (theta[2] < 0)), GIG = ((theta[2] < 0) | (theta[3] < 0) | ((theta[1]>0) & (theta[3]==0)) | ((theta[1]<0) & (theta[2]==0)))) if(illegalpar) stop("Illegal parameter value") independence <- switch(name, clayton = (theta == 0), gumbel = (theta == 1), frank = (theta == 0), BB9 = (theta[1] == 1), GIG=FALSE) U <- runif(n * d) U <- matrix(U, nrow = n, ncol = d) if(independence) return(U) Y <- switch(name, clayton = rgamma(n, 1/theta), gumbel = rstable(n, 1/theta) * (cos(pi/(2 * theta)))^theta, frank = rFrankMix(n, theta), BB9 = rBB9Mix(n, theta), GIG = rGIG(n,theta[1],theta[2],theta[3])) Y <- matrix(Y, nrow = n, ncol = d) phi.inverse <- switch(name, clayton = function(t, theta) //where is t comming from, what is phi inverse { (1 + t)^(-1/theta) } , gumbel = function(t, theta) { exp( - t^(1/theta)) } , frank = function(t, theta) { (-1/theta) * log(1 - (1 - exp( - theta)) * exp( - t)) } , BB9 = function(t, theta) { exp( - (theta[2]^theta[1] + t)^(1/theta[1]) + theta[2]) } , GIG = function(t, theta) { lambda <- theta[1] chi <- theta[2] psi <- theta[3] if (chi==0) out <- (1+2*t/psi)^(-lambda) else if (psi==0) out <- 2^(lambda+1)*exp(besselM3(lambda,sqrt(2*chi*t),log value=TRUE)-lambda*log(2*chi*t)/2)/gamma(-lambda) else out <- exp(besselM3(lambda,sqrt(chi*(psi+2*t)),logvalue=T RUE)+lambda*log(chi*psi)/2-besselM3(lambda,sqrt(chi*psi),logvalue=TRUE)-lambda*log(chi*(psi+2*t))/2) out } ) phi.inverse( - log(U)/Y, theta) } -- View this message in context: http://www.nabble.com/Newbie-that-don%27t-understand-R-code-tp25009034p25009034.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.