logchar_nig_multi_f_eval: calculate exponent in characteristic function.
In davidbolin/ngme: Linear Mixed Effects Models With Flexible Distributions
logchar_nig_multi_f_eval R Documentation
calculate exponent in characteristic function.
Description
[f_1(x) f_2(x)] dW(x) where W is a brownian motion
Usage
logchar_nig_multi_f_eval(x, u_x, u_y, param, f_x, f_y)
Arguments
x
- (real) location
u_x
- (real) char func value
u_y
- (real) char func value
param
(4 x 1)
- (1) delta - location parameter
- (2) mu - assymteric parameter
- (3) sigma - scale parameter
- (4) nu - shaper parameter
f_x
- function kernel
f_y
- function kernel
davidbolin/ngme documentation built on Dec. 5, 2023, 11:48 p.m.
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| logchar_nig_multi_f_eval | R Documentation |
calculate exponent in characteristic function.
Description
[f_1(x) f_2(x)] dW(x) where W is a brownian motion
Usage
logchar_nig_multi_f_eval(x, u_x, u_y, param, f_x, f_y)
Arguments
x |
- (real) location |
u_x |
- (real) char func value |
u_y |
- (real) char func value |
param |
(4 x 1) - (1) delta - location parameter - (2) mu - assymteric parameter - (3) sigma - scale parameter - (4) nu - shaper parameter |
f_x |
- function kernel |
f_y |
- function kernel |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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