R/Mv.R

In BNPdensity: Ferguson-Klass Type Algorithm for Posterior Normalized Random Measures

#' Continuous Jump heights function
#'
#' This function evaluates the M(v) function that determines the jump heights
#' in the "continuous" part of an increasing additive process.
#'
#' For internal use.
#'
#' @keywords internal
#' @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))
#' }
Mv <-
  function(u, alpha, beta, gama, low, upp, N) {
    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))
  }