update example

NAMESPACE

@@ -1,2 +1,4 @@
 # Generated by roxygen2: do not edit by hand
 
+export(factorCopula)
+export(fitFactorCopula)

R/simFactorCopula.R

@@ -35,13 +35,22 @@ genBetaMat <- function(beta, theta){
   return(matrix(as.numeric(beta), ncol = ncol(beta)))
 }
 
+
+
+
+#' Simulate values from a factor copula model
+#'
+#' @param beta a character matrix of size [NxK] indicating the names and position of the beta parameters (see example)
+#' @param N the number of variables
+#' @param Z a named list of size K and names equal to a random number generator function which takes an argument n and possibly other arguments passed as numeric values or characters (if parameter)
+#' @param eps a named list of size 1 (see Z)
+#' @param zFixed if TRUE zMatrix is only simulated once and stays fixed
+#' @param epsFixed see zFixed
+#' @param S the number of observations, only needed if zFixed or epsFixed is TRUE
+#'
+#' @return a function which can be used to simulate values from a factor copula model
+#' @export
 factorCopula <- function(beta, N, Z, eps, zFixed = FALSE, epsFixed = zFixed, S = NULL){
-  # Returns a function which can be used to simulate values from a factor copula model
-  # beta: a character matrix of size [NxK] indicating the names and position of the beta parameters (see example)
-  # Z: a named list of size K and names equal to a random number generator function which takes an argument n and possibly other arguments passed as numeric values or characters (if parameter)
-  # eps: a named list of size 1 (see Z)
-  # zFixed: if TRUE zMatrix is only simulated once and stays fixed
-  # epsFixed: see zFixed
   # value: a function with arguments:
   # theta: a named vector of parameters which is matched to the parameters in Z, eps and beta
   # S: the number of simulations

R/smm.R

@@ -3,6 +3,20 @@ Q <- function(x, y, W){
   t(diff)%*%W%*%diff
 }
 
+#' Fit a factor copula model
+#'
+#' @param Y A dataframe or matrix like object
+#' @param copFun A copula function estimated by @references factorCopula
+#' @param k A vector with length ncol(Y) defining the groups (e.q. equi-dependence or block-euqidependence model)
+#' @param S The number of simulations to use
+#' @param lower Lower bound for optimazation: Named vector with parameters
+#' @param upper Upper bound for optimazation: Named vector with parameters
+#' @param seed Fixed random number seed to use during optimazation
+#' @param method "DEoptim", "genoud" or "subplex" (see Details)
+#' @param control named list of arguments passed to the optimizer
+#'
+#' @return a list of optimazation results
+#' @export
 fitFactorCopula <- function(Y, copFun, k = rep(1, ncol(Y)), S, lower, upper, seed = runif(1, 1, .Machine$integer.max), method = c("DEoptim", "genoud", "subplex"), control) {
   method <- match.arg(method)