Class for linear Bernstein functions
Source:R/s4-LinearBernsteinFunction.R
LinearBernsteinFunction-class.RdA linear Bernstein function is a Bernstein function with only a drift, i.e., \(a = 0\) and \(\nu = 0\). In particular, $$ \psi(x) = b x, x > 0. $$
See also
valueOf(), intensities(), uexIntensities(), exIntensities(),
exQMatrix(), rextmo(), rpextmo()
Other Bernstein function classes:
AlphaStableBernsteinFunction-class,
BernsteinFunction-class,
CompleteBernsteinFunction-class,
CompositeScaledBernsteinFunction-class,
ConstantBernsteinFunction-class,
ConvexCombinationOfBernsteinFunctions-class,
ExponentialBernsteinFunction-class,
GammaBernsteinFunction-class,
InverseGaussianBernsteinFunction-class,
LevyBernsteinFunction-class,
ParetoBernsteinFunction-class,
PoissonBernsteinFunction-class,
ScaledBernsteinFunction-class,
SumOfBernsteinFunctions-class
Other Bernstein function boundary classes:
ConstantBernsteinFunction-class,
PoissonBernsteinFunction-class
Examples
# Create an object of class LinearBernsteinFunction
LinearBernsteinFunction()
#> An object of class "LinearBernsteinFunction"
#> (invalid or not initialized)
LinearBernsteinFunction(scale = 0.2)
#> An object of class "LinearBernsteinFunction"
#> - scale: 0.2
# Evaluate the Bernstein function
bf <- LinearBernsteinFunction(scale = 0.3)
valueOf(bf, 1:5)
#> [1] 0.3 0.6 0.9 1.2 1.5
# Calculate shock-arrival intensities
bf <- LinearBernsteinFunction(scale = 0.8)
intensities(bf, 3)
#> [1] 0.8 0.8 0.0 0.8 0.0 0.0 0.0
# Calculate exchangeable shock-arrival intensities
bf <- LinearBernsteinFunction(scale = 0.4)
uexIntensities(bf, 3)
#> [1] 0.4 0.0 0.0
# Calculate exchangeable shock-size arrival intensities
bf <- LinearBernsteinFunction(scale = 0.2)
exIntensities(bf, 3)
#> [1] 0.6 0.0 0.0
# Calculate the Markov generator
bf <- LinearBernsteinFunction(scale = 0.6)
exQMatrix(bf, 3)
#> [,1] [,2] [,3] [,4]
#> [1,] -1.8 1.8 0.0 2.220446e-16
#> [2,] 0.0 -1.2 1.2 2.220446e-16
#> [3,] 0.0 0.0 -0.6 6.000000e-01
#> [4,] 0.0 0.0 0.0 0.000000e+00