https://github.com/cran/gbs
Tip revision: 39a4386f7cc237a6a5f5386167a386c4ae2f755f authored by Victor Leiva on 05 May 2008, 00:00:00 UTC
version 1.0
version 1.0
Tip revision: 39a4386
dgbskotz.R
`dgbskotz` <-
function(x,
alpha = 1.0,
beta = 1.0,
parameters = c(1.0, 1.0, 1.0),
log = FALSE){
dkotz <- function(u, theta = c(1.0, 1.0, 1.0)){
qParameter <- theta[1]
rParameter <- theta[2]
sParameter <- theta[3]
argument <- ((2 * qParameter) - 1) / (2 * sParameter)
nc <- (sParameter * (rParameter ^ argument)) / gamma(argument)
gKernel <- (u ^ (2 * (qParameter - 1))) *
exp(- rParameter * (u ^ (2 * sParameter)))
dsty <- nc * gKernel
return(dsty)
}
quantity <- (1 / alpha) * (sqrt(x / beta) - sqrt(beta / x))
jacobian <- x^(-3/2)*(x + beta) / (2*alpha*sqrt(beta))
density <- dkotz(quantity, parameters) * jacobian
if(log == TRUE){
density <- log(density)
}
return(density)
}