Macdonald | R Documentation |
m
at a vector of x
values.
Compute the Macdonald density function for a specified parameter
value m
at a vector of x
values.
Macdonald(x, m)
x |
The |
m |
The parameter of the Macdonald's density |
This function computes the Macdonald probability density
function for parameter m
and values at which to
evaluate the density supplied in x
. The mean and
variance of this density is zero and one respectively.
The density
Delyan Savchev and Guy Nason
Nason, G.P. and Savchev, D. (2014) White noise testing using wavelets. Stat, 3, 351-362. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1002/sta4.69")}
compute.rejection
, hwwn.test
#
# Work out density at x=0, 0.5 and 1 for the m=1 Macdonald density
#
Macdonald(x=c(0,0.5,1), m=2)
#[1] 0.3535534 0.2975933 0.2075131
#
# Check that the density integrates to one, e.g. for m=3
#
integrate(Macdonald, lower=-20, upper=20, m=3)
#1 with absolute error < 4.7e-07
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