BNPdensity (version 2023.3.8)

Mv: Continuous Jump heights function

Description

This function evaluates the M(v) function that determines the jump heights in the "continuous" part of an increasing additive process.

Usage

Mv(u, alpha, beta, gama, low, upp, N)

Details

For internal use.

Examples

## The function is currently defined as
function(u = 0.5, alpha = 1, beta = 1, gama = 1 / 2, low = 1e-04,
         upp = 10, N = 5001) {
  x <- -log(seq(from = exp(-low), to = exp(-upp), length = N))
  f <- alpha / gamma(1 - gama) * x^(-(1 + gama)) * exp(-(u +
    beta) * x)
  dx <- diff(x)
  h <- (f[-1] + f[-N]) / 2
  Mv <- rep(0, N)
  for (i in seq(N - 1, 1)) Mv[i] <- Mv[i + 1] + dx[i] * h[i]
  return(list(v = x, Mv = Mv))
}