rate: Large deviation rate function for index probability

In damelunx/symconivol: A package for curvature measures of symmetric cones

Description

rate produces a table and lookup function for the large deviation rate function of the index (see accompanying vignette for definition).

Usage

rate(N = 1000)

Arguments

N	number of intermediate points; size of resulting table

Value

The output of rate is a list of four elements:

• table: a table of function values with N elements

• table: a table of function values with N elements for the derivative

• lkup_R: a corresponding lookup function for the rate function R

• lkup_dR: a corresponding lookup functions for the derivative of R

See also

leigh, mu

Package: symconivol

Examples

R <- rate()
ggplot(R$table, aes(x=rho,y=R)) + geom_line()
ggplot(R$dtable, aes(x=rho,y=dR)) + geom_line()
rho <- (0:10)/10
matrix(c(rho, R$lkup_R(rho), R$lkup_dR(rho) ),11,3)

damelunx/symconivol documentation built on May 17, 2019, 7:01 p.m.