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#################################################################################
##
## R package pmoments by Alexios Ghalanos Copyright (C) 2008
## This file is part of the R package pmoments.
##
## The R package pmoments is free software: you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation, either version 3 of the License, or
## (at your option) any later version.
##
## The R package pmoments 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 General Public License for more details.
##
#################################################################################
psRisk<-function(A, b, a ,h, W, distribution,subdivisions=100000, ...)
{
UseMethod("psRisk")
}
.psRisk<-function(A, b, a ,h, W, distribution, subdivisions=100000, ...)
{
if(missing(W)){
W = function(x) 1
z=eval(parse(text=paste("function(x) ((abs(x-b)^a) * d",distribution,"(x, ...))",sep="")))
} else{
z=eval(parse(text=paste("function(x) ((abs(x-b)^a) * W(x,...) * d",distribution,"(x, ...))",sep="")))
}
ans = integrate(z, lower=-Inf,upper=A,subdivisions=subdivisions)
ans= ans$value^h
sol<-new("PSRISK", A = A,
b = b,
a = a,
h = h,
W = W,
distribution = distribution,
fit = list(...),
riskMeasure = ans)
}
setMethod("psRisk", signature(A="numeric", b = "numeric",a = "numeric",h ="numeric",
W = "missing",distribution = "vector"), .psRisk)
setMethod("psRisk", signature(A="numeric", b = "numeric",a = "numeric",h ="numeric",
W = "function",distribution = "vector"), .psRisk)
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