LinearBernsteinFunction-class: Class for linear Bernstein functions

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

Class for linear Bernstein functions

Description

A linear Bernstein function is a Bernstein function with only a drift, i.e., a = 0 and \nu = 0. In particular,

\psi(x) = b x, x > 0.

Slots

scale

The nonnegative drift parameter (i.e. b in the representation).

See Also

valueOf(), intensities(), uexIntensities(), exIntensities(), exQMatrix(), rextmo(), rpextmo()

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

Other Bernstein function boundary classes: ConstantBernsteinFunction-class, PoissonBernsteinFunction-class

Examples

# Create an object of class LinearBernsteinFunction
LinearBernsteinFunction()
LinearBernsteinFunction(scale = 0.2)

# Evaluate the Bernstein function
bf <- LinearBernsteinFunction(scale = 0.3)
valueOf(bf, 1:5)

# Calculate shock-arrival intensities
bf <- LinearBernsteinFunction(scale = 0.8)
intensities(bf, 3)

# Calculate exchangeable shock-arrival intensities
bf <- LinearBernsteinFunction(scale = 0.4)
uexIntensities(bf, 3)

# Calculate exchangeable shock-size arrival intensities
bf <- LinearBernsteinFunction(scale = 0.2)
exIntensities(bf, 3)

# Calculate the Markov generator
bf <- LinearBernsteinFunction(scale = 0.6)
exQMatrix(bf, 3)

hsloot/rmo documentation built on April 25, 2024, 10:41 p.m.