ConvexCombinationOfBernsteinFunctions-class: Class for convex combinations of Bernstein functions

In hsloot/rmo: A package for the Marshall-Olkin distribution

Class for convex combinations of Bernstein functions

Description

Bernstein functions are stable under convex combinations, i.e. if \psi_1, \ldots, \psi_n are Bernstein functions and c_1, \ldots, c_n > 0 are positive real values,

x \mapsto c_1 \psi_1(x) + \cdots + c_n \psi_n(x) , x>0,

is also a Bernstein function.

Slots

coefficients

Numeric vector of positive real values.

points

List of Bernstein functions.

See Also

calcIterativeDifference(), calcShockArrivalIntensities(), calcExShockArrivalIntensities(), calcExShockSizeArrivalIntensities(), calcMDCMGeneratorMatrix(), rextmo(), rpextmo()

Other Bernstein function classes: AlphaStableBernsteinFunction-class, BernsteinFunction-class, CompleteBernsteinFunction-class, CompositeScaledBernsteinFunction-class, ConstantBernsteinFunction-class, ExponentialBernsteinFunction-class, GammaBernsteinFunction-class, InverseGaussianBernsteinFunction-class, LevyBernsteinFunction-class, LinearBernsteinFunction-class, ParetoBernsteinFunction-class, PoissonBernsteinFunction-class, ScaledBernsteinFunction-class, SumOfBernsteinFunctions-class

Other Bernstein function transformer classes: CompositeScaledBernsteinFunction-class, ScaledBernsteinFunction-class, SumOfBernsteinFunctions-class

Examples

# Create an object of class ConvexCombinationOfBernsteinFunctions
ConvexCombinationOfBernsteinFunctions()
ConvexCombinationOfBernsteinFunctions(
  coefficients = c(0.2, 0.5, 0.1),
  points = list(
    LinearBernsteinFunction(scale = 0.2),
    ConstantBernsteinFunction(constant = 0.5),
    AlphaStableBernsteinFunction(alpha = 0.5))
)

hsloot/rmo documentation built on May 1, 2024, 4:28 a.m.