reparametrizations: Changes Between Parametrizations

Description Usage Arguments Note Author(s)

Description

Given a vector (φ_1, …, φ_m) representing the values of a piecewise linear concave function at x_1, …, x_m, etaphi returns a column vector with the entries

η = (φ_1, (η_1 + ∑_{j=2}^m (x_i-x_{i-1})η_i)_{i=2}^m).

The function phieta returns a vector with the entries

φ = (η_1, ((φ_i-φ_{i-1})/(x_i-x_{i-1}))_{i=2}^m).

Usage

1
2
etaphi(x, eta)
phieta(x, phi)

Arguments

x

Vector of independent and identically distributed numbers, with strictly increasing entries.

eta

Vector with entries η_i = η(x_i).

phi

Vector with entries φ_i = φ(x_i).

Note

These functions are not intended to be invoked by the end user.

Author(s)

Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch

Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html


logcondens documentation built on May 2, 2019, 6:11 a.m.