Calculate exchangeable shock-arrival intensities
Source:R/s4-calcExShockArrivalIntensities.R
calcExShockArrivalIntensities.RdCalculates (unscaled) exchangeable shock-arrival intensities, see rmo().
Arguments
- object
An object deriving from the class BernsteinFunction.
- d
A positive integer, larger than two, for the dimension.
- cscale
A positive number for the composite scaling factor.
- ...
pass-through parameter.
Details
For a given Bernstein function, the exchangeable shock-arrival intensities are defined as $$ \lambda_{i} = {(-1)}^{i-1} \Delta^{i}{ \psi{(d-i)} } , \quad 1 \leq i \leq d . $$ The calculation of the exchangeable shock-arrival intensities using this formula is usually not numerically stable. Consequently, the various alternative approaches are used dependent on the class of the Bernstein function.
See also
Other Bernstein function generics:
calcExShockSizeArrivalIntensities(),
calcIterativeDifference(),
calcMDCMGeneratorMatrix(),
calcShockArrivalIntensities(),
calcValue(),
getDefaultMethodString(),
getLevyDensity(),
getStieltjesDensity()
Examples
bf <- AlphaStableBernsteinFunction(alpha = 0.4)
calcExShockArrivalIntensities(bf, 3)
#> [1] 0.23233766 0.08717025 0.59332184