Displaying 2 results from an estimated 2 matches for "besselm3".
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bessel
2009 Aug 17
2
Newbie that don't understand R code
...(1 - exp( - theta)) * exp( - t))
}
,
BB9 = function(t, theta)
{
exp( - (theta[2]^theta[1] + t)^(1/theta[1]) + theta[2])
}
,
GIG = function(t, theta)
{
lambda <- theta[1]
chi <- theta[2]
psi <- theta[3]
if (chi==0)
out <- (1+2*t/psi)^(-lambda)
else if (psi==0)
out <- 2^(lambda+1)*exp(besselM3(lambda,sqrt(2*chi*t),log
value=TRUE)-lambda*log(2*chi*t)/2)/gamma(-lambda)
else
out <- exp(besselM3(lambda,sqrt(chi*(psi+2*t)),logvalue=T
RUE)+lambda*log(chi*psi)/2-besselM3(lambda,sqrt(chi*psi),logvalue=TRUE)-lambda*log(chi*(psi+2*t))/2)
out
}
)
phi.inverse( - log(U)/Y, theta)
}
--
View this m...
2010 Sep 21
2
Need help for EM algorithm ASAP !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
...i<-rep(0,n)
muthelda<-mu
gammathelda<-thelda*gamma
sigmathelda<-(thelda^2)*sigma
betathelda<-(thelda^2)*sigma*beta
lambdastar<-lambda-0.5
theldastar[i]<-sqrt(1+((y[i]-muthelda)/sigmathelda)^2)
gammastar<-sqrt((gammathelda^2)+((betathelda/sigmathelda)^2))
klambda1<-besselM3(lambdastar+1, x=2, logvalue=FALSE)
klambda<-besselM3(lambdastar,x=2,logvalue=FALSE)
klambda2<-besselM3(lambdastar-1,x=2,logvalue=FALSE)
zi[i]<-((theldastar[i]*klambda1*(theldastar[i]*gammastar))/(gammastar*klambda*theldastar[i]*gammastar))
ti[i]<-((gammastar*klambda2*(theldastar[i]*...