MvInv | R Documentation |
Determines the jump heights of an increasing additive process by inverting
the M(v) function. Use a truncation level based on expected moments of the NGG process (thresholdGG
).
For internal use.
MvInv(eps, u = 0.5, alpha = 1, kappa = 1, gama = 1/2, N = 3001)
eps |
Dummy argument kept for consistency with past versions of the functions |
u |
Real number. The value of the latent variable at the current step. |
alpha |
Numeric constant. Total mass of the centering measure. |
kappa |
Numeric positive constant. |
gama |
Numeric constant. Discount parameter of the NRMI process. |
N |
Number of steps in the discretization scheme for the grid inversion. ## The function has been optimised but it is morally defined as MvInv_old.R |
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