dgfg: Evaluate integrals _dg_ and _fg_.

In fxjulio/slash: Slash reparametrized

Description

Obtain dg and fg values from numerical integrals.

Usage

dg.slash(eta, p)

fg.slash(eta, p)

Arguments

eta	Parameter between 0 and 1.
p	Dimension of Y.
x	Value of delta.
qtl	Quantile value. Between 0 and 1.

Details

Evaluate integrals dg and fg.

Value

A numeric.

Examples

p <- 4
etas <- seq(1/50, 1-1/50, length.out=200)
dgs <- sapply( etas, function(eta) dg.slash( eta, p ) )
fgs <- sapply( etas, function(eta) fg.slash( eta, p ) )

plot( etas, dgs, xlim=c(0,1), type="l")
abline( h=p/4, col=2 )

plot( etas, fgs, xlim=c(0,1), type="l")
abline( h=p*(p+2)/4, col=2 )

fxjulio/slash documentation built on May 28, 2019, 8:40 p.m.