Class for (almost) constant Bernstein functions

A constant Bernstein function is a Bernstein function with only a constant part (for \(x > 0\)), i.e., \(b = 0\) and \(\nu = 0\). In particular, $$ \psi(x) = a , x > 0 $$

Slots

constant

The nonnegative killing parameter (i.e., \(a\) in the representation)

See also

calcIterativeDifference(), calcShockArrivalIntensities(), calcExShockArrivalIntensities(), calcExShockSizeArrivalIntensities(), calcMDCMGeneratorMatrix(), rextmo(), rpextmo()

Other Bernstein function classes: AlphaStableBernsteinFunction-class, BernsteinFunction-class, CompleteBernsteinFunction-class, CompositeScaledBernsteinFunction-class, ConvexCombinationOfBernsteinFunctions-class, ExponentialBernsteinFunction-class, GammaBernsteinFunction-class, InverseGaussianBernsteinFunction-class, LevyBernsteinFunction-class, LinearBernsteinFunction-class, ParetoBernsteinFunction-class, PoissonBernsteinFunction-class, ScaledBernsteinFunction-class, SumOfBernsteinFunctions-class

Other Bernstein function boundary classes: LinearBernsteinFunction-class, PoissonBernsteinFunction-class

Examples

# Create an object of class ConstantBernsteinFunction
ConstantBernsteinFunction()
#> An object of class "ConstantBernsteinFunction"
#> 	 (invalid or not initialized)
ConstantBernsteinFunction(constant = 0.2)
#> An object of class "ConstantBernsteinFunction"
#> - constant: 0.2

# Evaluate the Bernstein function
bf <- ConstantBernsteinFunction(constant = 0.3)
calcIterativeDifference(bf, 1:5)
#> [1] 0.3 0.3 0.3 0.3 0.3

# Calculate shock-arrival intensities
bf <- ConstantBernsteinFunction(constant = 0.8)
calcShockArrivalIntensities(bf, 3)
#> [1] 0.0 0.0 0.0 0.0 0.0 0.0 0.8

# Calculate exchangeable shock-arrival intensities
bf <- ConstantBernsteinFunction(constant = 0.4)
calcExShockArrivalIntensities(bf, 3)
#> [1] 0.0 0.0 0.4

# Calculate exchangeable shock-size arrival intensities
bf <- ConstantBernsteinFunction(constant = 0.2)
calcExShockSizeArrivalIntensities(bf, 3)
#> [1] 0.0 0.0 0.2

# Calculate the Markov generator
bf <- ConstantBernsteinFunction(constant = 0.6)
calcMDCMGeneratorMatrix(bf, 3)
#>      [,1] [,2] [,3] [,4]
#> [1,] -0.6  0.0  0.0  0.6
#> [2,]  0.0 -0.6  0.0  0.6
#> [3,]  0.0  0.0 -0.6  0.6
#> [4,]  0.0  0.0  0.0  0.0