calcExShockArrivalIntensities: Calculate exchangeable shock-arrival intensities

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

Calculate exchangeable shock-arrival intensities

Description

Calculates (unscaled) exchangeable shock-arrival intensities, see rmo().

Usage

calcExShockArrivalIntensities(object, d, cscale = 1, ...)

Arguments

object	An object deriving from the class BernsteinFunction.
d	A positive integer, larger than two, for the dimension.
cscale	A positive number for the composite scaling factor.
...	pass-through parameter.

Details

For a given Bernstein function, the exchangeable shock-arrival intensities are defined as

\lambda_{i} = {(-1)}^{i-1} \Delta^{i}{ \psi{(d-i)} } , \quad 1 \leq i \leq d .

The calculation of the exchangeable shock-arrival intensities using this formula is usually not numerically stable. Consequently, the various alternative approaches are used dependent on the class of the Bernstein function.

See Also

rmo()

Other Bernstein function generics: calcExShockSizeArrivalIntensities(), calcIterativeDifference(), calcMDCMGeneratorMatrix(), calcShockArrivalIntensities(), calcValue(), getDefaultMethodString(), getLevyDensity(), getStieltjesDensity()

Examples

bf <- AlphaStableBernsteinFunction(alpha = 0.4)
calcExShockArrivalIntensities(bf, 3)

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