Skip to contents

Package

rmo-package
rmo: A package for simulating Marshall–Olkin distributions

Simulation functions

rmo()
Simulate from Marshall–Olkin distributions
rexmo()
Simulate from exchangeable Marshall–Olkin distributions
rextmo()
Simulate from extendible Marshall–Olkin distributions
rpextmo()
Simulate from parametrized families of extendible MO distributions

Bernstein functions

Generic methods for Bernstein functions

defaultMethod()
Default method for approximating Bernstein function differences
exIntensities()
Calculate exchangeable shock-size-arrival intensities
exQMatrix()
Calculate the MDCM Markovian generator matrix
intensities()
Calculate the shock-arrival intensities
levyDensity()
Return the Lévy density of a Bernstein function
stieltjesDensity()
Return the Stieltjes density of a Bernstein function
uexIntensities()
Calculate exchangeable shock-arrival intensities
valueOf()
Evaluate Bernstein Function differences
valueOf0()
Evaluate Bernstein functions

Virtual classes for Bernstein Functions

BernsteinFunction-class
Virtual superclass for Bernstein function objects
CompleteBernsteinFunction-class
Virtual superclass for complete Bernstein functions
LevyBernsteinFunction-class
Virtual superclass for Bernstein functions with nonzero Lévy density

Bernstein function arithmetics

CompositeScaledBernsteinFunction-class CompositeScaledBernsteinFunction
Class for composite scaled Bernstein functions
ConvexCombinationOfBernsteinFunctions-class ConvexCombinationOfBernsteinFunctions
Class for convex combinations of Bernstein functions
ScaledBernsteinFunction-class ScaledBernsteinFunction
Class for scaled Bernstein functions
SumOfBernsteinFunctions-class SumOfBernsteinFunctions
Class for sums of two Bernstein functions

Boundary cases

ConstantBernsteinFunction-class ConstantBernsteinFunction
Class for (almost) constant Bernstein functions
LinearBernsteinFunction-class LinearBernsteinFunction
Class for linear Bernstein functions
PoissonBernsteinFunction-class PoissonBernsteinFunction
Class for Poisson Bernstein functions

Algebraic Bernstein functions

AlphaStableBernsteinFunction-class AlphaStableBernsteinFunction
Class for the \(\alpha\)-stable Bernstein function
ExponentialBernsteinFunction-class ExponentialBernsteinFunction
Class for Exponential Bernstein functions
InverseGaussianBernsteinFunction-class InverseGaussianBernsteinFunction
Class for Inverse Gaussian Bernstein function
ParetoBernsteinFunction-class ParetoBernsteinFunction
Class for Pareto Bernstein functions

Logarithmic Bernstein functions

GammaBernsteinFunction-class GammaBernsteinFunction
Class for Gamma Bernstein functions