reparametrizations {logcondens} | R Documentation |
Given a vector (varphi_1, ..., varphi_m) representing the values of a piecewise linear concave function at
x_1, ..., x_m, etaphi
returns a column vector with the entries
{eta} = Bigl(varphi_1, Bigl(eta_1 + sum_{j=2}^m (x_i-x_{i-1})eta_iBigr)_{i=2}^mBigr).
The function phieta
returns a vector with the entries
{varphi} = Bigl(eta_1, Bigl(frac{varphi_i-varphi_{i-1}}{x_i-x_{i-1}}Bigr)_{i=2}^mBigr).
etaphi(x, eta) phieta(x, phi)
x |
Vector of independent and identically distributed numbers, with strictly increasing entries. |
eta |
Column vector with entries eta_i = eta(x_i). |
phi |
Column vector with entries varphi_i = varphi(x_i). |
Kaspar Rufibach, kaspar.rufibach@gmail.com
Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.staff.unibe.ch/duembgen