####################################
#  第4章 モデリング
####################################

###　確率分布モデルの表示
#　　TSSSパッケージ
  gdensty(xmin=-4, xmax=4)     # normal distribution
  cdensty(xmin=-4, xmax=4)     # Cauchy distribution
  pdensty(shape=2, xmin=-4, xmax=4)     # Pearson distribution
  exdensty(xmin=0, xmax=8)     # exponential distribution
  exdensty(xmin=-4, xmax=4)    # exponential distribution
  chi2densty(df=3, xmin=0, xmax=8)     # Chi-square distribution
  dexdensty(xmin=-4, xmax=2)   # double exponential distribution
  udensty(xmin=0, xmax=1)     # uniform distribution


###  正規乱数の生成
# Gauss noise: 
z <- simssm(trend=NULL,arcoef=NULL, ar=NULL, seasonal.order=0, seasonal=NULL, 
         tau1=NULL, tau2=NULL, tau3=NULL, n=20, ns=1, init=1992092521, 
         sigma2=1.0, plot=TRUE)
hist(z$y,breaks=seq(-3,3,0.25))

stripchart(z$y,pch=1,cex=1.5,xlim=c(-2,2)) 


#############################################
#Computation of Kullback-Leibler Information by numerical integration
# g:gauss, f:gauss
  klinfo(1, c(0, 1), 1, c(0.1, 1.5), 8)

# g:gauss, f:cauchy
  klinfo(1, c(0, 1), 2, c(0, 1), 8)


##############################################
# Box-Cox transformation
##############################################
# read subspot data and Whard data
sunspot <- as.ts(read.csv("sunspot_new.csv"))
whard <- as.ts(read.csv("whard_new.csv"))

  data(Sunspot)   # Sun spot number data
  boxcox(Sunspot)

  data(Whard)     # Wholesale hardware data
  boxcox(Whard)

# Box-Cox変換のAICの図示
x <- boxcox(Whard)
plot(x$aic.z,col="red")

# Box-Cox変換の計算結果の表示（AIC,対数尤度，平均，分散
x <- boxcox(Whard)
x