swh:1:snp:d1587d616651317fdcebcbb237dce82c32266449
Tip revision: 944271d20ffa4fb36a171791c34afaae5325f74a authored by Rmetrics Core Team on 08 February 2010, 00:00:00 UTC
version 2110.79
version 2110.79
Tip revision: 944271d
dist-stableMode.R
# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTIONS: DESCRIPTION:
# stableMode Computes the mode of the stable DF
################################################################################
stableMode <-
function(alpha, beta)
{
# A function implemented by Diethelm Wuertz
# Description:
# Computes the mode of the stable DF
# Notes:
# # Test for values close to beta = 1
# alpha = seq(0, 2, by = 0.1)
# ans = NULL
# for ( i in 1:length(alpha) ) {
# ans = rbind(ans, c(alpha[i],
# stableMode(alpha = alpha[i], beta = 0.99 ),
# stableMode(alpha = alpha[i], beta = 0.99999 ),
# stableMode(alpha = alpha[i], beta = 0.99999999 ),
# stableMode(alpha = alpha[i], beta = 0.99999999999 ) ) ) }
# ans
#
# alpha 0.99 0.99999 0.99999999 0.99999999999
# 0.0 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
# 0.2 -3.214142e-01 -3.246759e-01 -3.246787e-01 -3.246788e-01
# 0.4 -6.105318e-01 -6.158562e-01 -6.158616e-01 -6.158616e-01
# 0.6 -6.550106e-01 -6.594746e-01 -6.594790e-01 -6.594790e-01
# 0.8 -5.558811e-01 -5.590032e-01 -5.590063e-01 -5.590063e-01
# 1.0 -4.271033e-01 -4.293078e-01 -4.293099e-01 -4.293099e-01
# 1.2 -3.074015e-01 -3.090820e-01 -3.090804e-01 -3.090804e-01
# 1.4 -2.050956e-01 -2.063979e-01 -2.063951e-01 -2.063951e-01
# 1.6 -1.199623e-01 -1.208875e-01 -1.208853e-01 -1.208853e-01
# 1.8 -5.098617e-02 -5.145758e-02 -5.145639e-02 -5.145639e-02
# 2.0 -7.487432e-05 -7.487432e-05 -7.487432e-05 -7.487432e-05
# FUNCTION:
# Stable Mode:
if (beta > 0.99999999999) beta = 0.99999999999
if (beta == 0) {
ans = 0
} else {
if (alpha == 0) {
ans = 0
} else {
ans = optimize(f = dstable, interval = c(-0.7, 0),
maximum = TRUE, alpha = alpha, beta = beta)$maximum
}
}
# Attributes:
attr(ans, "control") =
cbind.data.frame(dist = "stable", alpha = alpha, beta = beta,
row.names = "")
# Return Value:
ans
}
################################################################################