[REVIEW] Implementation of the exchangeable Arnold model - Githubissues

hsloot / rmo

An R package for Marshall--Olkin distributions and copulas.

https://hsloot.github.io/rmo/

GNU General Public License v3.0

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[REVIEW] Implementation of the exchangeable Arnold model #30

Closed hsloot closed 4 years ago

hsloot commented 4 years ago

Checklist

[x] Rcpp implementation
[x] Original R implementation
[x] Bivariate R implementation

Proposal

Review the implementation of the exogenous shock model in Rcpp:

https://github.com/hsloot/rmo/blob/cf85b823107cf3f8c9f32a5d364a3d3cec15fa7e/src/rmo.cpp#L114-L164

Review, simplify, and document the test-implementations in R:

https://github.com/hsloot/rmo/blob/cf85b823107cf3f8c9f32a5d364a3d3cec15fa7e/tests/testthat/helper__ex_arnold.R#L76-L96

https://github.com/hsloot/rmo/blob/cf85b823107cf3f8c9f32a5d364a3d3cec15fa7e/tests/testthat/helper__ex_arnold.R#L101-L114

https://github.com/hsloot/rmo/blob/cf85b823107cf3f8c9f32a5d364a3d3cec15fa7e/tests/testthat/helper__ex_arnold.R#L40-L68

https://github.com/hsloot/rmo/blob/cf85b823107cf3f8c9f32a5d364a3d3cec15fa7e/tests/testthat/helper__ex_arnold.R#L6-L32