This Method returns the cdf of a Mixed Tempered Stable
signature(object = "param.MixedTS",x = numeric(), setSup=NULL,setInf=NULL,N=2^10)
This method returns an object of class MixedTS
where the slot prob
contains the value of the probability evaluated on the x
. setSup
and setInf
are used to choose + infinity
and - infinty
. N
is the number of point used for discretization in fft
algorithm.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 | # First Example
# Density of MixedTS with Gamma
ParamEx1<-setMixedTS.param(mu0=0, mu=0, sigma=0.4, a=1.5,
alpha=0.8, lambda_p=4, lambda_m=1,
Mixing="Gamma")
# support
x<-seq(-3,1,length=100)
prob1<-pMixedTS(x=x,object=ParamEx1,setSup=10,setInf=-10,N=2^7)
plot(prob1)
# Prob of MixedTS with IG
Mix<-"User"
parMix<-list(lamb=1,mu1=1)
logmgf<-("lamb/mu1*(1-sqrt(1-2*mu1^2/lamb*u))")
ParamEx2<-setMixedTS.param(mu0=0, mu=0, sigma=0.4, a=logmgf,
alpha=0.8, lambda_p=4, lambda_m=1,
Mixing=Mix,paramMixing=parMix)
x<-seq(-3,1,length=100)
prob2<-pMixedTS(x=x,object=ParamEx2,setSup=10,setInf=-10,N=2^7)
plot(prob2)
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