Nothing
cmp.mutonatural <- function (mu,sig,K=1000)
{
# natural is log(lambda), -nu
options(warn = -1)
result = stats::optim(par=c(log(mu), 0), fn=function(p,mu,sig,K) {
j <- 0:K
a <- dcmp.natural(x=j, v=c(exp(p[1]), exp(p[2])), err=0.00000001)
sqrt(abs(sum(a*j)^2-mu*mu)+abs(sum(a*j*j)-sig*sig-mu*mu))
}, mu=mu, sig=sig, K=K, method = "Nelder-Mead",
control=list(maxit=20000))
options(warn = 0)
lambda = exp(result$par[1])
nu = exp(result$par[2])
fit = c(lambda = lambda, nu = nu, result)
return(fit)
}
cmp.naturaltomu <- function (p,K=1000)
{
j <- 0:K
a <- dcmp.natural(x=j, v=p, err=0.00000001)
mu <- sum(a*j)
sd <- sqrt(sum(a*j*j)-mu*mu)
return(c(mu,sd))
}
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