Nothing
# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: DESCRIPTION:
# dhyp Returns density for hyperbolic DF
# phyp Returns probability for hyperbolic DF
# qhyp Returns quantiles for hyperbolic DF
# rhyp Returns random variates for hyperbolic DF
################################################################################
dhyp <-
function(x, alpha = 1, beta = 0, delta = 1, mu = 0, pm = 1, log = FALSE)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns Hyperbolic Density Function PDF
# Arguments:
# alpha, beta - Shape Parameter, |beta| <= alpha
# delta - Scale Parameter, 0 <= delta
# mu - Location Parameter
# FUNCTION:
# Parameters:
if (length(alpha) == 4) {
mu <- alpha[4]
delta <- alpha[3]
beta <- alpha[2]
alpha <- alpha[1]
}
# Checks:
if (alpha <= 0) stop("alpha must be greater than zero")
if (delta <= 0) stop("delta must be greater than zero")
if (abs(beta) >= alpha) stop("abs value of beta must be less than alpha")
# Density:
ans <- if (pm == 1)
.dhyp1(x, alpha, beta, delta, mu)
else if (pm == 2)
.dhyp2(x, alpha, beta, delta, mu)
else if (pm == 3)
.dhyp3(x, alpha, beta, delta, mu)
else if (pm == 4)
.dhyp4(x, alpha, beta, delta, mu)
else
stop("argument 'pm' should be one of the numbers 1, 2, 3, or 4")
# Return value:
if (log)
log(ans)
else
ans
}
# ------------------------------------------------------------------------------
phyp <-
function(q, alpha = 1, beta = 0, delta = 1, mu = 0, pm = 1, ...)
{
# A function implemented by Diethelm Wuertz
# Description:
# Return cumulative probability of Hyperbolic PDF
# Arguments:
# alpha, beta - Shape Parameter, |beta| <= alpha
# delta - Scale Parameter, 0 <= delta
# mu - Location Parameter
# FUNCTION:
# Parameters:
if (length(alpha) == 4) {
mu <- alpha[4]
delta <- alpha[3]
beta <- alpha[2]
alpha <- alpha[1]
}
# Checks:
if (alpha <= 0) stop("alpha must be greater than zero")
if (delta <= 0) stop("delta must be greater than zero")
if (abs(beta) >= alpha) stop("abs value of beta must be less than alpha")
# Return Value:
if (pm == 1)
.phyp1(q, alpha, beta, delta, mu, ...)
else if (pm == 2)
.phyp2(q, alpha, beta, delta, mu, ...)
else if (pm == 3)
.phyp3(q, alpha, beta, delta, mu, ...)
else if (pm == 4)
.phyp4(q, alpha, beta, delta, mu, ...)
else
stop("argument 'pm' should be one of the numbers 1, 2, 3, or 4")
}
# ------------------------------------------------------------------------------
qhyp <-
function(p, alpha = 1, beta = 0, delta = 1, mu = 0, pm = 1, ...)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns quantiles of Hyperbolic PDF
# Arguments:
# alpha, beta - Shape Parameter, |beta| <= alpha
# delta - Scale Parameter, 0 <= delta
# mu - Location Parameter
# Note:
# This procedure will not run under Splus.
# FUNCTION:
# Parameters:
if (length(alpha) == 4) {
mu <- alpha[4]
delta <- alpha[3]
beta <- alpha[2]
alpha <- alpha[1]
}
# Checks:
if (alpha <= 0) stop("alpha must be greater than zero")
if (delta <= 0) stop("delta must be greater than zero")
if (abs(beta) >= alpha) stop("abs value of beta must be less than alpha")
# Return Value:
if (pm == 1)
.qhyp1(p, alpha, beta, delta, mu, ...)
else if (pm == 2)
.qhyp2(p, alpha, beta, delta, mu, ...)
else if (pm == 3)
.qhyp3(p, alpha, beta, delta, mu, ...)
else if (pm == 4)
.qhyp4(p, alpha, beta, delta, mu, ...)
else
stop("argument 'pm' should be one of the numbers 1, 2, 3, or 4")
}
# ------------------------------------------------------------------------------
rhyp <-
function(n, alpha = 1, beta = 0, delta = 1, mu = 0, pm = 1)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns random deviates of Hyperbolic PDF
# Arguments:
# n - number of random deviates to be generated
# alpha, beta - Shape Parameter, |beta| <= alpha
# delta - Scale Parameter, 0 <= delta
# mu - Location Parameter
# Notes:
# I have removed my original Fortran program and replaced it by
# the dhyperb() function from the HyperbolicDist Package, written
# by David Scott, Ai-Wei Lee, Jennifer Tso, Richard Trendall.
# License: GPL
# FUNCTION:
# Parameters:
if (length(alpha) == 4) {
mu <- alpha[4]
delta <- alpha[3]
beta <- alpha[2]
alpha <- alpha[1]
}
# Checks:
if (alpha <= 0) stop("alpha must be greater than zero")
if (delta <= 0) stop("delta must be greater than zero")
if (abs(beta) >= alpha) stop("abs value of beta must be less than alpha")
# Result:
if (pm == 1)
.rhyp1(n, alpha, beta, delta, mu)
else if (pm == 2)
.rhyp2(n, alpha, beta, delta, mu)
else if (pm == 3)
.rhyp3(n, alpha, beta, delta, mu)
else if (pm == 4)
.rhyp4(n, alpha, beta, delta, mu)
else
stop("argument 'pm' should be one of the numbers 1, 2, 3, or 4")
}
################################################################################
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.