Nothing
AcumPearsonVII <- function(y, mu, sigma2, nu, delta) {
Acum <- z <- vector(mode = "numeric", length = length(y))
sigma2a <- sigma2 * (delta/nu)
for (i in 1:length(y)) {
z[i] <- (y[i] - mu)/sqrt(sigma2a)
Acum[i] <- pt(z[i], df = nu)
}
return(Acum)
}
AcumSlash <- function(y, mu, sigma2, nu) {
Acum <- z <- vector(mode = "numeric", length = length(y))
for (i in 1:length(y)) {
z[i] <- (y[i] - mu)/sqrt(sigma2)
f1 <- function(u) nu * u^(nu - 1) * pnorm(z[i] * sqrt(u))
Acum[i] <- integrate(f1, 0, 1)$value
}
return(Acum)
}
AcumCNormal <- function(y, mu, sigma2, nu) {
Acum <- vector(mode = "numeric", length = length(y))
for (i in 1:length(y)) {
eta <- nu[1]
gama <- nu[2]
Acum[i] <- eta * pnorm(y[i], mu, sqrt(sigma2/gama)) + (1 - eta) * pnorm(y[i], mu, sqrt(sigma2))
}
return(Acum)
}
dPearsonVII <- function(y, mu, sigma2, nu, delta) {
f <- z <- vector(mode = "numeric", length = length(y))
sigma2a <- sigma2 * (delta/nu)
for (i in 1:length(y)) {
z[i] <- (y[i] - mu)/sqrt(sigma2a)
f[i] <- dt(z[i], df = nu)/sqrt(sigma2a)
}
return(f)
}
dSlash <- function(y, mu, sigma2, nu) {
resp <- z <- vector(mode = "numeric", length = length(y))
for (i in 1:length(y)) {
z[i] <- (y[i] - mu)/sqrt(sigma2)
f2 <- function(u) nu * u^(nu - 0.5) * dnorm(z[i] * sqrt(u))/sqrt(sigma2)
resp[i] <- integrate(f2, 0, 1)$value
}
return(resp)
}
dCNormal <- function(y, mu, sigma2, nu) {
Acum <- vector(mode = "numeric", length = length(y))
for (i in 1:length(y)) {
eta <- nu[1]
gama <- nu[2]
Acum[i] <- eta * dnorm(y[i], mu, sqrt(sigma2/gama)) + (1 - eta) * dnorm(y[i], mu, sqrt(sigma2))
}
return(Acum)
}
GamaInc <- function(b, x) {
res <- vector(mode = "numeric", length = length(x))
f <- function(t) {
exp(-t) * t^(b - 1)
}
res <- integrate(f, 0, x)$value
return(res)
}
E_phi <- function(r, a, nu, delta, dist) {
if (dist == "Normal") {
resp <- dnorm(a)
}
if (dist == "T") {
Aux0 <- gamma(0.5 * (nu + 2 * r))
Aux1 <- gamma(nu/2) * sqrt(2 * pi)
Aux2 <- Aux0/Aux1
Aux3 <- (0.5 * nu)^(nu/2)
Aux4 <- (0.5 * (a^2 + nu))^(-0.5 * (nu + 2 * r))
resp <- Aux2 * Aux3 * Aux4
}
if (dist == "PearsonVII") {
Aux0 <- gamma(0.5 * (nu + 2 * r))
Aux1 <- gamma(nu/2) * sqrt(2 * pi)
Aux2 <- Aux0/Aux1
Aux3 <- (0.5 * delta)^(nu/2)
Aux4 <- (0.5 * (a^2 + delta))^(-0.5 * (nu + 2 * r))
resp <- Aux2 * Aux3 * Aux4
}
if (dist == "Slash") {
Aux0 <- nu/sqrt(2 * pi)
Aux1 <- (0.5 * a^2)^(-(nu + r))
Aux2 <- GamaInc(nu + r, 0.5 * a^2)
resp <- Aux0 * Aux1 * Aux2
}
if (dist == "CNormal") {
Aux0 <- nu[1] * nu[2]^(r) * dnorm(a * sqrt(nu[2]))
Aux1 <- (1 - nu[1]) * dnorm(a)
resp <- Aux0 + Aux1
}
return(resp)
}
E_Phi <- function(r, a, nu, delta, dist) {
n <- length(a)
if (dist == "Normal") {
resp <- pnorm(a)
}
if (dist == "T") {
Aux0 <- gamma(0.5 * (nu + (2 * r)))
Aux1 <- gamma(nu/2)
Aux2 <- Aux0/Aux1
Aux3 <- (0.5 * nu)^(-r)
Aux4 <- AcumPearsonVII(a, 0, 1, nu + (2 * r), nu)
resp <- Aux2 * Aux3 * Aux4
}
if (dist == "PearsonVII") {
Aux0 <- gamma(0.5 * (nu + (2 * r)))
Aux1 <- gamma(nu/2)
Aux2 <- Aux0/Aux1
Aux3 <- (0.5 * delta)^(-r)
Aux4 <- AcumPearsonVII(a, 0, 1, nu + (2 * r), delta)
resp <- Aux2 * Aux3 * Aux4
}
if (dist == "Slash") {
Aux0 <- nu/(nu + r)
Aux1 <- AcumSlash(a, 0, 1, nu + r)
resp <- Aux0 * Aux1
}
if (dist == "CNormal") {
Aux0 <- nu[2]^(r) * AcumCNormal(a, 0, 1, nu)
Aux1 <- (1 - nu[2]^(r)) * (1 - nu[1]) * pnorm(a)
resp <- Aux0 + Aux1
}
return(resp)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.