dbgpd_log: internal

Description Usage Arguments Details Value Note Author(s) References See Also Examples

Description

internal use only

Usage

1
dbgpd_log(x, y, mar1 = c(0, 1, 0.1), mar2 = c(0, 1, 0.1), dep = 2, ...)

Arguments

x
y
mar1
mar2
dep
...

Details

internal use only

Value

internal use only

Note

internal use only

Author(s)

P. Rakonczai

References

internal use only

See Also

internal use only

Examples

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##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x, y, mar1 = c(0, 1, 0.1), mar2 = c(0, 1, 0.1), dep = 2, 
    ...) 
{
    mu1 = expression((x^(-alpha) + y^(-alpha))^(1/alpha))
    dmu1 = D(mu1, "x")
    ddmu1 = D(dmu1, "y")
    mu = function(x, y) eval({
        x <- x
        y <- y
        mu1
    })
    dxdymu = function(x, y) eval({
        x <- x
        y <- y
        ddmu1
    })
    param = as.numeric(c(mar1, mar2, dep))
    mux = param[1]
    muy = param[4]
    sigx = param[2]
    sigy = param[5]
    gamx = param[3]
    gamy = param[6]
    alpha = param[7]
    hxy = NULL
    error = FALSE
    if (sigx < 0 | sigy < 0 | alpha < 1) 
        error = TRUE
    if (!error) {
        hxy = NA
        tx = (1 + gamx * (x - mux)/sigx)^(1/gamx)
        ty = (1 + gamy * (y - muy)/sigy)^(1/gamy)
        tx0 = (1 + gamx * (-mux)/sigx)^(1/gamx)
        ty0 = (1 + gamy * (-muy)/sigy)^(1/gamy)
        dtx = (1/sigx) * pmax((1 + gamx * (x - mux)/sigx), 0)^(1/gamx - 
            1)
        dty = (1/sigy) * pmax((1 + gamy * (y - muy)/sigy), 0)^(1/gamy - 
            1)
        c0 = -mu(tx0, ty0)
        hxy = 1/c0 * dxdymu(tx, ty) * dtx * dty
        hxy = as.numeric(hxy * (1 - ((x < 0) * (y < 0))))
    }
    else stop("invalid parameter(s)")
    hxy
  }

mgpd documentation built on May 2, 2019, 9:39 a.m.