eazeta: Murray...

In mpoll/scale: The Scaleable Langevin Exact Algorithm -- Reference Implementation

Usage

eazeta(n, s, t, x, y, L, U)

Arguments

n
s
t
x
y
L
U

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (n, s, t, x, y, L, U) 
{
    if (max(x - U, y - U, L - x, L - y) >= 0) {
        1
    }
    else {
        j <- 1:(ceiling(n/2))
        P <- -2/(t - s)
        D <- U - L
        D1 <- D * j + L
        D2 <- D * j - U
        z <- y - x
        if (even(n)) {
            sum(exp(P * (D1 - x) * (D1 - y)) + exp(P * (D2 + 
                x) * (D2 + y)) - exp(P * j^2 * D^2 - P * j * 
                D * z) - exp(P * j^2 * D^2 + P * j * D * z))
        }
        else {
            sum(exp(P * (D1 - x) * (D1 - y)) + exp(P * (D2 + 
                x) * (D2 + y))) - sum(exp(P * j[1:length(j) - 
                1]^2 * D^2 - P * j[1:length(j) - 1] * D * z) + 
                exp(P * j[1:length(j) - 1]^2 * D^2 + P * j[1:length(j) - 
                  1] * D * z))
        }
    }
  }

mpoll/scale documentation built on Dec. 9, 2019, 7:15 a.m.