pbgpd_bilog: internal

In mgpd: mgpd: Functions for multivariate generalized Pareto distribution (MGPD of Type II)

Description

internal use only

Usage

pbgpd_bilog(x, y, mar1 = c(0, 1, 0.1), mar2 = c(0, 1, 0.1), a = 1/2, b = 1/2, ...)

Arguments

x
y
mar1
mar2
a
b
...

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

##---- 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), a = 1/2, 
    b = 1/2, ...) 
{
    param = as.numeric(c(mar1, mar2, a, b))
    mux = param[1]
    muy = param[4]
    sigx = param[2]
    sigy = param[5]
    gamx = param[3]
    gamy = param[6]
    a = param[7]
    b = param[8]
    Hxy = NULL
    error = FALSE
    if (sigx < 0 | sigy < 0 | a < 0 | b < 0 | a > 1 | b > 1) 
        error = TRUE
    if (!error) {
        Hxy = NA
        c0 = log(pbvevd(c(0, 0), model = "bilog", mar1 = c(mux, 
            sigx, gamx), mar2 = c(muy, sigy, gamy), alpha = a, 
            beta = b))
        Hxy = -1/c0 * log(pbvevd(c(x, y), model = "bilog", mar1 = c(mux, 
            sigx, gamx), mar2 = c(muy, sigy, gamy), alpha = a, 
            beta = b)/pbvevd(cbind(pmin(x, 0), pmin(y, 0)), model = "bilog", 
            mar1 = c(mux, sigx, gamx), mar2 = c(muy, sigy, gamy), 
            alpha = a, beta = b))
    }
    else stop("invalid parameter(s)")
    Hxy
  }

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