Nothing
ghypMomBNS <- function(order,
mu = 0, delta = 1, alpha = 1, beta = 0, lambda = 1,
param = c(mu, delta, alpha, beta, lambda),
tol = 10^(-12))
{
## Purpose: Calculate moments using Barndorf-Nielsen and Steltzer (2005)
## ----------------------------------------------------------------------
## Arguments:
## ----------------------------------------------------------------------
## Author: David Scott, Date: 9 Nov 2010, 15:16
## unpack parameters
param <- as.numeric(param)
if (length(param) == 4)
param <- c(param, 1)
## check parameters
parResult <- ghypCheckPars(param)
case <- parResult$case
errMessage <- parResult$errMessage
if (case == "error")
stop(errMessage)
mu <- param[1]
delta <- param[2]
alpha <- param[3]
beta <- param[4]
lambda <- param[5]
alphabar <- delta*alpha
betabar <- delta*beta
gamma <- sqrt(alpha^2 - beta^2)
gammabar <- delta * gamma
m <- order%%2
ord2 <- ceiling(order/2)
## initialize sum
const <- 2^ord2*gammabar^lambda*delta^(2*ord2)*beta^m/
(sqrt(pi)*besselK(gammabar, lambda)*alphabar^(lambda + ord2))
ak <- const*gamma(ord2 + 0.5)*besselK(alphabar, lambda + ord2)/gamma(m + 1)
mom <- ak
k <- 0
cont <- TRUE
while (cont){
ak <- ak*2*betabar^2*(k + ord2 + 0.5)/
(alphabar*(2*k + 2 + m)*(2*k + 1 + m))*
besselRatio(alphabar, lambda + k + ord2, 1)
if (ak/mom < tol){
cont <- FALSE
}
mom <- mom + ak
## cat(k, 2*betabar^2*(k + ord2 + 0.5),
## besselRatio(alphabar, lambda + k + ord2, 1), ak, mom,"\n")
k <- k + 1
}
return(mom)
}
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