Mv | R Documentation |
This function evaluates the M(v) function that determines the jump heights in the "continuous" part of an increasing additive process.
Mv(u, alpha, beta, gama, low, upp, N)
For internal use.
## The function is currently defined as
function(u = 0.5, alpha = 1, beta = 1, gama = 1 / 2, low = 1e-04,
upp = 10, N = 5001) {
x <- -log(seq(from = exp(-low), to = exp(-upp), length = N))
f <- alpha / gamma(1 - gama) * x^(-(1 + gama)) * exp(-(u +
beta) * x)
dx <- diff(x)
h <- (f[-1] + f[-N]) / 2
Mv <- rep(0, N)
for (i in seq(N - 1, 1)) Mv[i] <- Mv[i + 1] + dx[i] * h[i]
return(list(v = x, Mv = Mv))
}
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