calcExShockSizeArrivalIntensities | R Documentation |
Calculates exchangeable shock-size-arrival intensities, the
theta
parameter for rexmo()
.
calcExShockSizeArrivalIntensities(object, d, cscale = 1, ...)
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. |
For a given Bernstein function, the exchangeable shock-size-arrival intensities are defined as
\eta_{i}
= \binom{d}{i} {(-1)}^{i-1} \Delta^{i}{ \psi{(d-i)} } ,
\quad 1 \leq i \leq d .
The calculation of the exchangeable shock-size-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.
rexmo()
Other Bernstein function generics:
calcExShockArrivalIntensities()
,
calcIterativeDifference()
,
calcMDCMGeneratorMatrix()
,
calcShockArrivalIntensities()
,
calcValue()
,
getDefaultMethodString()
,
getLevyDensity()
,
getStieltjesDensity()
bf <- AlphaStableBernsteinFunction(alpha = 0.4)
calcExShockSizeArrivalIntensities(bf, 3)
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