docopulae

A direct approach to optimal designs for copula models based on the Fisher information. Provides flexible functions for building joint PDFs, evaluating the Fisher information and finding optimal designs. It includes an extensible solution to summation and integration called nint, functions for transforming, plotting and comparing designs, as well as a set of tools for common low-level tasks.

Goals

docopulae strives to provide functions which allow the user to * define a wide variety of models by the joint probability density function (PDF) * evaluate the Fisher information by providing a convenient interface * find optimal designs using some sensitivity function * visualize designs * compare Ds-optimal designs

Workflow

See ./misc/workflow.dot.pdf and ./misc/nint.dot.pdf. Vignettes explaining these steps in detail are planned.

Quick Start

First of all, if you are completely unfamiliar with R then I strongly recommend you to read “A (very) short introduction to R” first (just google it). Basic knowledge is necessary and assumed almost everywhere.

TODO. For the moment see and follow the example for the function param on the corresponding help page. It requires at least the packages copula, SparseGrid and numDeriv to be installed. Run devtools::update_packages(c('copula', 'SparseGrid', 'numDeriv')) (or instead with install.packages) to install/update them. To install/update all suggested packages run devtools::update_packages(c('copula', 'numDeriv', 'Deriv', 'cubature', 'SparseGrid', 'mvtnorm', 'testthat')).

If R’s help won’t work after installing the packages, restart R to resolve.

Have fun :)

Install

• from CRAN
  • install.packages('docopulae')
• from GitHub with devtools
  • devtools::install_github('arappold/docopulae')
• from GitHub without devtools
  • download https://github.com/arappold/docopulae/archive/master.zip
  • extract archive
  • install.packages('/path/to/docopulae-master', repos=NULL, type='source')

Bugs

If you are absolutely certain that you found a bug, please let me know by creating an issue at https://github.com/arappold/docopulae/issues. Explain how to reproduce the bug, best by attaching a small script, and I will investigate as soon as I got time to.

(just a) Warning: docopulae allows complex/complicated scripts. And even though we might think we know what it tells R what to do, we most often don’t.

Feature Requests

If you feel unhappy about certain aspects of docopulae and perhaps have an adequate solution, please create an issue and lets discuss about it.