Mv {BNPdensity} | R Documentation |
Continuous Jump heights function
Description
This function evaluates the M(v) function that determines the jump heights in the "continuous" part of an increasing additive process.
Usage
Mv(u, alpha, beta, gama, low, upp, N)
Details
For internal use.
Examples
## The function is currently defined as
function(u = 0.5, alpha = 1, beta = 1, gama = 1 / 2, low = 1e-04,
upp = 10, N = 5001) {
x <- -log(seq(from = exp(-low), to = exp(-upp), length = N))
f <- alpha / gamma(1 - gama) * x^(-(1 + gama)) * exp(-(u +
beta) * x)
dx <- diff(x)
h <- (f[-1] + f[-N]) / 2
Mv <- rep(0, N)
for (i in seq(N - 1, 1)) Mv[i] <- Mv[i + 1] + dx[i] * h[i]
return(list(v = x, Mv = Mv))
}
[Package BNPdensity version 2023.3.8 Index]