Nothing
### This file contains functions related to ASL or ASL*.
### Reference: Kotz, Kozubowski, and Podgorski (2001).
pasl <- function(q, theta = 0, mu = 0, sigma = 1, lower.tail = TRUE,
log.p = FALSE){
if(sigma <= 0){
stop("sigma > 0 is required.")
}
### Ref: Kotz, et. al. (2001), p136, eqn (3.1.4) & (3.1.5).
### kappa = (sqrt(2 * sigma^2 + mu^2) - mu) / sqrt(2 * sigma)
### mu = sigma / sqrt(2) * (1 / kappa - kappa)
kappa <- (sqrt(2 * sigma^2 + mu^2) - mu) / sqrt(2 * sigma)
pasla(q, theta, kappa, sigma, lower.tail = lower.tail, log.p = log.p)
} # End of pasl().
pasla <- function(q, theta = 0, kappa = 1, sigma = 1, lower.tail = TRUE,
log.p = FALSE){
if(sigma <= 0){
stop("sigma > 0 is required.")
}
if(kappa <= 0){
stop("kappa > 0 is required.")
}
ret <- do.call("c", lapply(q, pasla.one.log, theta, kappa, sigma))
if(! log.p){
ret <- exp(ret)
}
if(! lower.tail){
if(! log.p){
ret <- 1 - ret
} else{
ret <- log(1 - exp(ret))
}
}
ret
} # End of pasla().
pasla.one.log <- function(q, theta, kappa, sigma){
### Ref: Kotz, et. al. (2001), p138, eqn (3.1.11).
### if log = FALSE
# if(q >= theta){
# ret <- 1 - 1 / (1 + kappa^2) *
# exp(-sqrt(2) / sigma * kappa * (q - theta))
# } else{
# ret <- kappa^2 / (1 + kappa^2) *
# exp(-sqrt(2) / sigma / kappa * (theta - q))
# }
if(q == -Inf){
ret <- -Inf
} else if(q == Inf){
ret <- 0
} else{
### Ref: Kotz, et. al. (2001), p138, eqn (3.1.11).
if(q >= theta){
ret <- log(1 / (1 + kappa^2)) +
-sqrt(2) / sigma * kappa * (q - theta)
ret <- log(1 - exp(ret))
} else{
ret <- log(kappa^2 / (1 + kappa^2)) +
-sqrt(2) / sigma / kappa * (theta - q)
}
}
ret
} # End of pasla.one.log().
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.