Nothing
######################################################################
#' First derivative of the density
#' Created by Stephen Jewson
#' using Deriv() by Andrew Clausen and Serguei Sokol
#' @returns Vector
#' @inheritParams manf
gev_p12_fd=function (x, t1, t2, v1, v2, v3, v4, v5)
{
.e2 <- exp(-(t2 * v4 + v3))
.e5 <- x - (t1 * v2 + v1)
.e6 <- 1/v5
.e8 <- v5 * .e2 * .e5
.e9 <- 1 + .e8
.e10 <- 1 + .e6
.e12 <- .e9^.e10
.e13 <- .e9^(.e6 + 2)
.e14 <- exp(-.e9^-.e6)
.e19 <- v5 * .e10/.e13 - 1/.e9^(2 * .e10)
.e23 <- .e2 * .e19 * .e5 - 1/.e12
.e24 <- .e2^2
.e25 <- log1p(.e8)
c(v1 = .e14 * .e24 * .e19, v2 = t1 * .e14 * .e24 * .e19,
v3 = .e14 * .e2 * .e23, v4 = t2 * .e14 * .e2 * .e23,
v5 = ((.e25/(v5 * .e12) - (.e25/(v5 * .e9^.e6) - .e2 *
.e5/.e12)/.e12)/v5 - .e10 * .e2 * .e5/.e13) * .e14 *
.e2)
}
######################################################################
#' Second derivative of the density
#' Created by Stephen Jewson
#' using Deriv() by Andrew Clausen and Serguei Sokol
#' @returns Matrix
#' @inheritParams manf
gev_p12_fdd=function (x, t1, t2, v1, v2, v3, v4, v5)
{
.e2 <- exp(-(t2 * v4 + v3))
.e5 <- x - (t1 * v2 + v1)
.e6 <- 1/v5
.e8 <- v5 * .e2 * .e5
.e9 <- 1 + .e8
.e10 <- 1 + .e6
.e11 <- .e6 + 2
.e12 <- .e9^.e10
.e13 <- 2 * .e10
.e14 <- .e9^.e11
.e15 <- log1p(.e8)
.e16 <- v5 * .e10
.e17 <- .e9^.e13
.e18 <- .e9^.e6
.e19 <- 1/.e17
.e20 <- .e2 * .e5
.e21 <- v5 * .e18
.e23 <- 2 * .e11
.e24 <- exp(-.e9^-.e6)
.e25 <- .e20/.e12
.e28 <- .e16/.e14 - .e19
.e30 <- v5 * .e9^(.e10 - .e23) * .e11
.e31 <- 1/.e12
.e32 <- 1/.e14
.e34 <- .e15/.e21 - .e25
.e36 <- .e9^(.e6 - .e13)
.e38 <- .e30 - 2/.e9^(1 + .e13)
.e39 <- v5^2
.e40 <- v5 * .e12
.e41 <- .e2^2
.e44 <- .e2 * .e28 * .e5 - .e31
.e46 <- .e34/.e12
.e47 <- .e19 + .e16 * (.e2 * .e38 * .e5 - (.e36 + .e32))
.e48 <- .e15/.e40
.e49 <- (.e48 - .e46)/v5
.e53 <- .e10 * .e18 * .e2 * .e5 - .e12 * .e15/.e39
.e56 <- .e10 * .e2 * .e5/.e14
.e60 <- .e12 * .e11 * .e2 * .e5 - .e14 * .e15/.e39
.e61 <- .e9^(.e6 - 1)
.e62 <- .e9^.e23
.e63 <- .e40^2
.e64 <- .e21^2
.e65 <- .e53/.e17
.e66 <- (.e49 - .e56)/.e12
.e85 <- .e47 * .e2 * .e5 - (1 + .e25) * .e44
.e87 <- (2 * (.e10 * .e9^(.e13 - 1) * .e2 * .e5) - 2 * (.e17 *
.e15/.e39))/.e9^(4 * .e10) + .e32
.e90 <- (.e16 * (.e21 * .e15/.e63 - .e36 * .e34) - ((.e31 +
v5 * (.e61 * .e15/.e64 - .e10 * .e36 * .e2 * .e5) - .e31)/.e12 +
.e32))/v5
.e92 <- .e47 - .e44/.e12
.e93 <- .e2^3
.e96 <- v5 * .e60 * .e10/.e62
.e98 <- .e16 * .e38 - .e28/.e12
.e102 <- .e16 * .e2 * .e38 * .e5 - (2 + .e25) * .e28
.e104 <- .e30 * .e2 * .e5
.e105 <- t1 * .e24
.e107 <- .e65 + (.e87 - .e96) * .e2 * .e5 - .e44 * .e34/v5
.e110 <- (.e10 * (2/.e14 - .e104) + .e90 - .e66) * .e2 *
.e5 - .e49
.e112 <- .e87 - (.e34 * .e28/v5 + .e96)
.e113 <- .e90 - (.e66 + .e10 * (.e104 - .e32))
.e115 <- .e105 * .e93 * .e98
.e116 <- t1 * t2
.e119 <- t2 * .e85 * .e24 * .e2
c(v1 = c(v1 = .e24 * .e93 * .e98, v2 = .e115, v3 = .e92 *
.e24 * .e41, v4 = t2 * .e92 * .e24 * .e41, v5 = .e113 *
.e24 * .e41), v2 = c(v1 = .e115, v2 = t1^2 * .e24 * .e93 *
.e98, v3 = t1 * .e92 * .e24 * .e41, v4 = .e116 * .e92 *
.e24 * .e41, v5 = t1 * .e113 * .e24 * .e41), v3 = c(v1 = .e24 *
.e41 * .e102, v2 = .e105 * .e41 * .e102, v3 = .e85 *
.e24 * .e2, v4 = .e119, v5 = .e110 * .e24 * .e2), v4 = c(v1 = t2 *
.e24 * .e41 * .e102, v2 = .e116 * .e24 * .e41 * .e102,
v3 = .e119, v4 = t2^2 * .e85 * .e24 * .e2, v5 = t2 *
.e110 * .e24 * .e2), v5 = c(v1 = .e112 * .e24 * .e41,
v2 = t1 * .e112 * .e24 * .e41, v3 = .e107 * .e24 * .e2,
v4 = t2 * .e107 * .e24 * .e2, v5 = (((.e65 + .e56 - .e49) *
.e34 + (.e46 + .e20/.e14 - .e48)/v5 - (((.e65 + 1/.e40) *
.e2 * .e5 - (.e61 * .e2 * .e5 + .e18 - .e18 * .e15/v5) *
.e15/.e64)/.e12 + (.e12 + v5 * .e53) * .e15/.e63))/v5 +
(.e60 * .e10/.e62 + 1/(.e39 * .e14)) * .e2 * .e5) *
.e24 * .e2))
}
######################################################################
#' First derivative of the cdf
#' Created by Stephen Jewson
#' using Deriv() by Andrew Clausen and Serguei Sokol
#' @returns Vector
#' @inheritParams manf
gev_p12_pd=function (x, t1, t2, v1, v2, v3, v4, v5)
{
.e2 <- exp(-(t2 * v4 + v3))
.e5 <- x - (t1 * v2 + v1)
.e7 <- v5 * .e2 * .e5
.e8 <- 1 + .e7
.e9 <- 1/v5
.e11 <- .e8^(1 + .e9)
.e12 <- exp(-.e8^-.e9)
.e13 <- .e12 * .e2
c(v1 = -(.e13/.e11), v2 = -(t1 * .e12 * .e2/.e11), v3 = -(.e13 *
.e5/.e11), v4 = -(t2 * .e12 * .e2 * .e5/.e11), v5 = -(.e12 *
(log1p(.e7)/(v5 * .e8^.e9) - .e2 * .e5/.e11)/v5))
}
######################################################################
#' Second derivative of the cdf
#' Created by Stephen Jewson
#' using Deriv() by Andrew Clausen and Serguei Sokol
#' @returns Matrix
#' @inheritParams manf
gev_p12_pdd=function (x, t1, t2, v1, v2, v3, v4, v5)
{
.e2 <- exp(-(t2 * v4 + v3))
.e5 <- x - (t1 * v2 + v1)
.e6 <- 1/v5
.e8 <- v5 * .e2 * .e5
.e9 <- 1 + .e8
.e10 <- 1 + .e6
.e11 <- .e9^.e10
.e12 <- 2 * .e10
.e14 <- exp(-.e9^-.e6)
.e15 <- .e9^.e6
.e17 <- .e2 * .e5/.e11
.e18 <- log1p(.e8)
.e19 <- .e9^(.e6 - .e12)
.e21 <- v5 * .e10 * .e19
.e22 <- v5 * .e15
.e26 <- .e21 * .e2 * .e5 - (1 + .e17)/.e11
.e27 <- .e18/.e22
.e28 <- .e9^.e12
.e29 <- .e27 - .e17
.e30 <- 1/.e11
.e31 <- (.e10 * .e15 * .e2 * .e5 - .e11 * .e18/v5^2)/.e28
.e32 <- .e9^(.e6 - 1)
.e33 <- .e22^2
.e34 <- v5 * .e11
.e35 <- .e31 + .e29/.e34
.e45 <- .e30 + v5 * (.e32 * .e18/.e33 - .e10 * .e19 * .e2 *
.e5) - (.e29/.e11 + .e30)
.e47 <- .e2^2
.e48 <- t1 * .e14
.e51 <- t2 * .e14 * .e2 * .e26
.e52 <- .e21 - 1/.e28
.e54 <- .e14 * .e2 * .e26
.e55 <- -.e54
.e56 <- -(.e48 * .e2 * .e26)
.e57 <- -(.e48 * .e47 * .e52)
.e58 <- -(t1 * t2 * .e14 * .e2 * .e26)
.e59 <- -(.e51 * .e5)
.e60 <- -.e51
.e62 <- .e35 * .e14 * .e2
.e64 <- .e45 * .e14 * .e2
c(v1 = c(v1 = -(.e14 * .e47 * .e52), v2 = .e57, v3 = .e55,
v4 = .e60, v5 = -(.e64/v5)), v2 = c(v1 = .e57, v2 = -(t1^2 *
.e14 * .e47 * .e52), v3 = .e56, v4 = .e58, v5 = -(t1 *
.e45 * .e14 * .e2/v5)), v3 = c(v1 = .e55, v2 = .e56,
v3 = -(.e54 * .e5), v4 = .e59, v5 = -(.e64 * .e5/v5)),
v4 = c(v1 = .e60, v2 = .e58, v3 = .e59, v4 = -(t2^2 *
.e14 * .e2 * .e26 * .e5), v5 = -(t2 * .e45 * .e14 *
.e2 * .e5/v5)), v5 = c(v1 = .e62, v2 = t1 * .e35 *
.e14 * .e2, v3 = .e62 * .e5, v4 = t2 * .e35 * .e14 *
.e2 * .e5, v5 = -(((.e31 + 1/.e34) * .e2 * .e5 -
((.e32 * .e2 * .e5 + .e15 - .e15 * .e18/v5) * .e18/.e33 +
(1 + .e27 - .e17) * .e29/v5)) * .e14/v5)))
}
############################################################
#' Second derivative of the log density
#' Created by Stephen Jewson
#' using Deriv() by Andrew Clausen and Serguei Sokol
#' @returns Matrix
#' @inheritParams manf
gev_p12_logfdd=function (x, t1, t2, v1, v2, v3, v4, v5)
{
.e2 <- exp(-(t2 * v4 + v3))
.e5 <- x - (t1 * v2 + v1)
.e7 <- v5 * .e2 * .e5
.e8 <- 1 + .e7
.e9 <- 1/v5
.e10 <- .e8^.e9
.e11 <- 1 + .e9
.e12 <- 1/.e10
.e13 <- v5 * .e11
.e14 <- .e13 - .e12
.e15 <- .e8^(.e9 - 1)
.e17 <- v5 * .e14 - .e12
.e19 <- (1/.e15 + .e2 * .e17 * .e5)/.e8 - .e13
.e20 <- log1p(.e7)
.e23 <- .e15 * .e2 * .e5 - .e10 * .e20/v5
.e25 <- .e12 - 1
.e26 <- 2 * .e11
.e27 <- v5 * .e8^(2/v5 - 1)
.e29 <- (.e23/.e27 - .e2 * .e14 * .e5)/.e8 + 1
.e31 <- (((.e20/.e10 - v5 * .e25)/v5 + .e12)/.e8 - .e13 *
.e8^(.e9 - .e26) * .e2 * .e5)/v5 + .e11 * (.e7/.e8 -
1)/.e8
.e32 <- .e8^2
.e33 <- .e2^2
.e35 <- t2 * .e19 * .e2
.e36 <- .e19 * .e2
.e37 <- .e29 * .e2
.e38 <- .e31 * .e2
.e39 <- .e36/.e8
.e42 <- t1 * .e19 * .e2/.e8
.e45 <- t1 * .e33 * .e17/.e32
.e49 <- t1 * t2 * .e19 * .e2/.e8
.e51 <- .e35 * .e5/.e8
.e52 <- .e35/.e8
.e53 <- v5^2
c(v1 = c(v1 = .e33 * .e17/.e32, v2 = .e45, v3 = .e39, v4 = .e52,
v5 = -.e38), v2 = c(v1 = .e45, v2 = t1^2 * .e33 * .e17/.e32,
v3 = .e42, v4 = .e49, v5 = -(t1 * .e31 * .e2)), v3 = c(v1 = .e39,
v2 = .e42, v3 = .e36 * .e5/.e8, v4 = .e51, v5 = -(.e38 *
.e5)), v4 = c(v1 = .e52, v2 = .e49, v3 = .e51, v4 = t2^2 *
.e19 * .e2 * .e5/.e8, v5 = -(t2 * .e31 * .e2 * .e5)),
v5 = c(v1 = .e37/.e8, v2 = t1 * .e29 * .e2/.e8, v3 = .e37 *
.e5/.e8, v4 = t2 * .e29 * .e2 * .e5/.e8, v5 = -(((((2/.e10 -
1) * .e2 * .e5 - .e23 * .e20/.e27)/.e8 - 2 * (.e25 *
.e20/v5))/v5 + (.e11 * .e10 * .e2 * .e5 - .e8^.e11 *
.e20/.e53) * .e2 * .e5/.e8^.e26)/v5 - (.e11 * .e2 *
.e5/.e8 + 1/.e53) * .e2 * .e5/.e8)))
}
############################################################
#' Third derivative of the log density
#' Created by Stephen Jewson
#' using Deriv() by Andrew Clausen and Serguei Sokol
#' @returns 3d array
#' @inheritParams manf
gev_p12_logfddd=function (x, t1, t2, v1, v2, v3, v4, v5)
{
.e2 <- exp(-(t2 * v4 + v3))
.e5 <- x - (t1 * v2 + v1)
.e7 <- v5 * .e2 * .e5
.e8 <- 1 + .e7
.e9 <- 1/v5
.e10 <- .e8^.e9
.e11 <- 1 + .e9
.e12 <- .e9 - 1
.e13 <- 1/.e10
.e14 <- .e8^.e12
.e15 <- log1p(.e7)
.e16 <- v5 * .e11
.e17 <- 2/v5
.e18 <- .e16 - .e13
.e19 <- .e8^.e11
.e20 <- .e17 - 1
.e22 <- .e14 * .e2 * .e5
.e23 <- 1/.e14
.e25 <- .e10 * .e15/v5
.e26 <- .e22 - .e25
.e28 <- v5 * .e18 - .e13
.e29 <- .e8^.e20
.e31 <- .e2 * .e28 * .e5
.e32 <- v5 * .e29
.e33 <- 2 * .e11
.e34 <- 2/.e14
.e35 <- v5/.e19
.e36 <- .e26/.e32
.e37 <- .e9 - .e33
.e38 <- 2 * .e12
.e39 <- .e8^2
.e40 <- v5^2
.e42 <- .e8^(.e9 - (2 + .e38)) * .e12
.e44 <- (1/.e19 + .e35) * .e2 * .e5
.e45 <- 2 * .e16
.e46 <- .e13 - 1
.e47 <- .e8^(.e17 - 2)
.e48 <- (.e15/.e10 - v5 * .e46)/v5
.e49 <- .e8^.e37
.e50 <- .e48 + .e13
.e51 <- .e7/.e8
.e52 <- 2/.e10
.e53 <- .e14 * .e15
.e54 <- .e8^(.e9 - 2)
.e56 <- .e2 * .e18 * .e5
.e57 <- .e2^2
.e58 <- .e36 - .e56
.e65 <- ((.e52 + v5 * (.e42 + (.e23 + .e34 + .e31)/.e8 -
.e45) - .e44) * .e2 * .e5 - .e23)/.e8 + v5 * (((.e23 +
.e31)/.e8 - .e16) * .e2 * .e5/.e8 + 1 + .e9)
.e66 <- .e23 + 2 * .e31
.e67 <- .e51 - 1
.e68 <- .e8^.e17
.e69 <- .e66 + .e34
.e70 <- .e32^2
.e71 <- .e2 * .e5
.e72 <- 2 * .e28
.e73 <- v5 * .e47
.e75 <- (.e53 + v5 * .e14)/v5 - (.e14 + v5 * .e54 * .e12 *
.e2 * .e5)
.e76 <- .e8^(.e9 - (1 + .e33))
.e77 <- .e71/.e10
.e78 <- v5 * .e26
.e79 <- t1 * t2
.e84 <- .e54 * .e12 * .e2 * .e5 - .e53/.e40
.e85 <- .e58/.e8
.e88 <- .e75/.e73 + .e77 + v5 * .e58
.e90 <- (((.e13 + v5 * .e50)/.e8 + (.e15/.e19 - 2 * .e35)/v5)/.e8 +
v5 * (.e49 + v5 * .e76 * .e37 * .e2 * .e5) * .e11)/v5 +
2 * (.e16 * .e67/.e39)
.e91 <- (.e50/.e8 - .e16 * .e49 * .e2 * .e5)/v5
.e92 <- .e26/.e68
.e96 <- .e13 + v5 * (.e42 + .e69/.e8 - .e45) - .e44
.e100 <- .e78 * .e47 * .e20/.e70
.e102 <- v5 * (.e72 - .e13) - .e13
.e104 <- (((.e88 - .e34)/.e8 + v5 * (.e85 + .e17 + 3 + .e100)) *
.e2 * .e5 - .e36)/.e8 - 1
.e106 <- (((.e36 - .e69)/.e8 + v5 * ((.e92 + 2)/v5 + 3)) *
.e2 * .e5 - .e84/.e8^.e38)/.e8 - 1
.e109 <- .e90 * .e2 * .e5 - (.e91 + .e11 * .e67/.e8)
.e110 <- t1^2
.e111 <- t2^2
.e112 <- .e11 * .e10
.e113 <- .e19 * .e15
.e114 <- .e113/.e40
.e116 <- t2 * .e65 * .e2
.e117 <- .e8^3
.e122 <- .e2 * .e102 * .e5/.e8 - .e72
.e123 <- .e2^3
.e125 <- .e26 * .e15/.e32
.e127 <- .e112 * .e2 * .e5
.e128 <- .e127 - .e114
.e129 <- .e8^.e33
.e131 <- (.e52 - 1) * .e2 * .e5
.e134 <- .e79 * .e65 * .e2/.e8
.e135 <- .e116/.e8
.e137 <- .e111 * .e65 * .e2
.e141 <- .e84 * .e2 * .e5 - ((.e22 - (.e10 + .e25)) * .e15/v5 +
.e22)/v5
.e145 <- .e11 * .e2 * .e5/.e8 + 1/.e40
.e146 <- .e8^(.e33 - 1)
.e149 <- .e29 + v5 * (.e47 * .e20 * .e2 * .e5 - 2 * (.e29 *
.e15/.e40))
.e150 <- .e131 - .e125
.e151 <- v5 * .e68
.e153 <- ((((.e112 * .e15 + .e10)/v5 - (.e22 + .e10 + .e10) *
.e11) * .e2 * .e5 + .e114)/.e146 + ((2 * .e77 + v5 *
.e150 - ((.e75 * .e15 - .e78/.e8)/.e73 + .e34))/.e8 +
2 - (2 * .e48 + .e40 * .e26 * .e47 * .e20 * .e15/.e70))/v5 +
2 * (v5 * .e128 * .e11 * .e2 * .e5/.e129))/v5 - (.e11 *
(.e51 - 2) + v5 * .e145) * .e2 * .e5/.e8
.e155 <- (((.e26 * (1/.e68 - (1/.e68 + .e15/.e151)) + 1 +
.e71/.e19 - .e50)/v5 - .e50 * .e2 * .e5/.e8)/.e8 - (.e91 +
(.e49 + v5 * (.e76 * .e37 * .e2 * .e5 + .e49 * .e15/.e40) *
.e11) * .e2 * .e5))/v5 + (.e11 * (2 - 2 * .e51) *
.e2 * .e5/.e8 - .e67/.e40)/.e8
.e160 <- (.e88 - .e23)/.e8 + v5 * (.e85 + .e9 + 2 + .e100)
.e164 <- (.e36 - .e66)/.e8 + v5 * ((.e92 + 1)/v5 + 2)
.e166 <- .e141/.e32 - (((.e26 * (1/.e29 + 2/.e29)/v5 - 2 *
.e56)/.e8 + 2) * .e2 * .e5 + .e26 * .e149/.e70)
.e167 <- .e65 * .e2
.e170 <- t1 * .e96 * .e57/.e39
.e173 <- .e79 * .e96 * .e57/.e39
.e175 <- t2 * .e104 * .e2
.e177 <- t2 * .e106 * .e2
.e179 <- t2 * .e109 * .e2
.e180 <- .e104 * .e2
.e181 <- .e106 * .e2
.e182 <- .e109 * .e2
.e183 <- .e167/.e8
.e186 <- t1 * .e65 * .e2/.e8
.e189 <- t1 * .e123 * .e102/.e117
.e193 <- t1 * .e111 * .e65 * .e2/.e8
.e196 <- .e110 * .e123 * .e102/.e117
.e197 <- .e110 * t2
.e199 <- .e116 * .e5/.e8
.e201 <- .e137 * .e5/.e8
.e202 <- .e137/.e8
.e203 <- -.e182
.e204 <- -(t1 * .e109 * .e2)
.e206 <- -(.e79 * .e109 * .e2)
.e208 <- -.e179
.e209 <- .e180/.e8
.e210 <- .e153 * .e2
.e211 <- .e155 * .e2
.e212 <- .e181/.e8
.e213 <- .e166 * .e2
.e215 <- .e46 * .e15/v5
.e217 <- .e96 * .e57/.e39
.e218 <- c(v1 = .e189, v2 = .e196, v3 = .e170, v4 = .e173,
v5 = -(t1 * .e90 * .e57))
.e219 <- c(v1 = .e135, v2 = .e134, v3 = .e199, v4 = .e201,
v5 = -(.e179 * .e5))
.e222 <- t1 * .e104 * .e2/.e8
.e225 <- t1 * .e106 * .e2/.e8
.e228 <- t1 * .e160 * .e57/.e39
.e231 <- t1 * .e164 * .e57/.e39
.e234 <- t1 * .e57 * .e122/.e39
.e237 <- .e79 * .e104 * .e2/.e8
.e240 <- .e79 * .e106 * .e2/.e8
.e243 <- .e79 * .e57 * .e122/.e39
.e246 <- .e110 * .e96 * .e57/.e39
.e249 <- .e197 * .e96 * .e57/.e39
.e251 <- .e175 * .e5/.e8
.e252 <- .e175/.e8
.e254 <- .e177 * .e5/.e8
.e255 <- .e177/.e8
.e258 <- t2 * .e96 * .e57/.e39
c(v1 = c(v1 = c(v1 = .e123 * .e102/.e117, v2 = .e189, v3 = .e217,
v4 = .e258, v5 = -(.e90 * .e57)), v2 = .e218, v3 = c(v1 = .e217,
v2 = .e170, v3 = .e183, v4 = .e135, v5 = .e203), v4 = c(v1 = .e258,
v2 = .e173, v3 = .e135, v4 = .e202, v5 = .e208), v5 = c(v1 = .e160 *
.e57/.e39, v2 = .e228, v3 = .e209, v4 = .e252, v5 = -(.e210/.e8))),
v2 = c(v1 = .e218, v2 = c(v1 = .e196, v2 = t1^3 * .e123 *
.e102/.e117, v3 = .e246, v4 = .e249, v5 = -(.e110 *
.e90 * .e57)), v3 = c(v1 = .e170, v2 = .e246, v3 = .e186,
v4 = .e134, v5 = .e204), v4 = c(v1 = .e173, v2 = .e249,
v3 = .e134, v4 = .e193, v5 = .e206), v5 = c(v1 = .e228,
v2 = .e110 * .e160 * .e57/.e39, v3 = .e222, v4 = .e237,
v5 = -(t1 * .e153 * .e2/.e8))), v3 = c(v1 = c(v1 = .e57 *
.e122/.e39, v2 = .e234, v3 = .e183, v4 = .e135, v5 = .e203),
v2 = c(v1 = .e234, v2 = .e110 * .e57 * .e122/.e39,
v3 = .e186, v4 = .e134, v5 = .e204), v3 = c(v1 = .e183,
v2 = .e186, v3 = .e167 * .e5/.e8, v4 = .e199,
v5 = -(.e182 * .e5)), v4 = .e219, v5 = c(v1 = .e209,
v2 = .e222, v3 = .e180 * .e5/.e8, v4 = .e251,
v5 = -(.e210 * .e5/.e8))), v4 = c(v1 = c(v1 = t2 *
.e57 * .e122/.e39, v2 = .e243, v3 = .e135, v4 = .e202,
v5 = .e208), v2 = c(v1 = .e243, v2 = .e197 * .e57 *
.e122/.e39, v3 = .e134, v4 = .e193, v5 = .e206),
v3 = .e219, v4 = c(v1 = .e202, v2 = .e193, v3 = .e201,
v4 = t2^3 * .e65 * .e2 * .e5/.e8, v5 = -(.e111 *
.e109 * .e2 * .e5)), v5 = c(v1 = .e252, v2 = .e237,
v3 = .e251, v4 = .e111 * .e104 * .e2 * .e5/.e8,
v5 = -(t2 * .e153 * .e2 * .e5/.e8))), v5 = c(v1 = c(v1 = .e164 *
.e57/.e39, v2 = .e231, v3 = .e212, v4 = .e255, v5 = -.e211),
v2 = c(v1 = .e231, v2 = .e110 * .e164 * .e57/.e39,
v3 = .e225, v4 = .e240, v5 = -(t1 * .e155 * .e2)),
v3 = c(v1 = .e212, v2 = .e225, v3 = .e181 * .e5/.e8,
v4 = .e254, v5 = -(.e211 * .e5)), v4 = c(v1 = .e255,
v2 = .e240, v3 = .e254, v4 = .e111 * .e106 *
.e2 * .e5/.e8, v5 = -(t2 * .e155 * .e2 * .e5)),
v5 = c(v1 = .e213/.e39, v2 = t1 * .e166 * .e2/.e39,
v3 = .e213 * .e5/.e39, v4 = t2 * .e166 * .e2 *
.e5/.e39, v5 = -(((((.e26 * .e11 - .e10/v5) *
.e2 * .e5 - ((.e127 - (.e113/v5 + 2 * .e19)/v5) *
.e15 + .e10 * .e2 * .e5)/v5)/(v5 * .e129) -
.e128 * (2 * (.e11 * .e146 * .e2 * .e5) - 2 *
(.e129 * .e15/.e40))/.e8^(4 * .e11)) * .e2 *
.e5 + (((.e149 * .e15/.e70 - 2 * (.e71/.e151)) *
.e26 - ((.e141 * .e15 + .e26 * .e2 * .e5/.e8)/.e73 +
(.e128/.e8^(.e33 - 2) + .e131 - .e125) * .e2 *
.e5)/.e8)/.e8 - (2 * ((.e46 * .e2 * .e5 -
.e125)/.e8 - .e215) + 2 * (.e150/.e8) - 4 *
.e215)/v5)/v5)/v5 + (2 * (.e145 * .e2 * .e5/.e8) +
2/v5^3) * .e2 * .e5/.e8))))
}
############################################################
#' The first derivative of the density
#' @returns Vector
#' @inheritParams manf
gev_p12_f1fa=function(x,t01,t02,v1,v2,v3,v4,v5){
v3=movexiawayfromzero(v3)
vf=Vectorize(gev_p12_fd)
f1=vf(x,t01,t02,v1,v2,v3,v4,v5)
return(f1)
}
############################################################
#' The second derivative of the density
#' @returns Matrix
#' @inheritParams manf
gev_p12_f2fa=function(x,t01,t02,v1,v2,v3,v4,v5){
nx=length(x)
v3=movexiawayfromzero(v3)
vf=Vectorize(gev_p12_fdd)
temp1=vf(x,t01,t02,v1,v2,v3,v4,v5)
f2=deriv_copyfdd(temp1,nx,dim=5)
return(f2)
}
############################################################
#' Minus the first derivative of the cdf, at alpha
#' @returns Vector
#' @inheritParams manf
gev_p12_mu1fa=function(alpha,t01,t02,v1,v2,v3,v4,v5){
x=qgev((1-alpha),mu=v1+v2*t01,sigma=exp(v3+v4*t02),xi=v5)
v3=movexiawayfromzero(v3)
vf=Vectorize(gev_p12_pd)
mu1=-vf(x,t01,t02,v1,v2,v3,v4,v5)
return(mu1)
}
############################################################
#' Minus the second derivative of the cdf, at alpha
#' @returns Matrix
#' @inheritParams manf
gev_p12_mu2fa=function(alpha,t01,t02,v1,v2,v3,v4,v5){
x=qgev((1-alpha),mu=v1+v2*t01,sigma=exp(v3+v4*t02),xi=v5)
nx=length(x)
v3=movexiawayfromzero(v3)
vf=Vectorize(gev_p12_pdd)
temp1=vf(x,t01,t02,v1,v2,v3,v4,v5)
mu2=-deriv_copyfdd(temp1,nx,dim=5)
return(mu2)
}
############################################################
#' The second derivative of the normalized log-likelihood
#' @returns Matrix
#' @inheritParams manf
gev_p12_ldda=function(x,t1,t2,v1,v2,v3,v4,v5){
nx=length(x)
v3=movexiawayfromzero(v3)
vf=Vectorize(gev_p12_logfdd)
temp1=vf(x,t1,t2,v1,v2,v3,v4,v5)
ldd=deriv_copyldd(temp1,nx,dim=5)
return(ldd)
}
############################################################
#' The third derivative of the normalized log-likelihood
#' @returns 3d array
#' @inheritParams manf
gev_p12_lddda=function(x,t1,t2,v1,v2,v3,v4,v5){
nx=length(x)
v3=movexiawayfromzero(v3)
vf=Vectorize(gev_p12_logfddd)
temp1=vf(x,t1,t2,v1,v2,v3,v4,v5)
lddd=deriv_copylddd(temp1,nx,dim=5)
return(lddd)
}
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