Last data update: 2014.03.03

R: Simple PSD constructor
SPSDR Documentation

Simple PSD constructor

Description

Construct an S3 object for PSD in double-precision or MPFR

Usage

SPSD(sigma, alpha, gamma, beta=0, mpfr=0)

Arguments

sigma

sigma value of PSD

alpha

alpha value of PSD

gamma

gamma value of PSD

beta

optional beta value of PSD for skewness

mpfr

optional mpfr precision. Default is 0, which sets all calculations in double precision. For MPFR, set it to an integer, typically one of 64, 96, 128.

Value

Return an S3 object of LIHNPSD class that can be used for subsequent calculation.

Note

This constructor doesn't include the location parameter.

See Also

See also package's example for the DJIA parameters.

Examples

  # Normal distribution
  SPSD( 1,0,0 )
  # PSD that approximate DJIA
  SPSD(0.004625, 0.292645, 0.482744, -0.154049)

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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Type 'demo()' for some demos, 'help()' for on-line help, or
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> library(LIHNPSD)
Loading required package: sn
Loading required package: stats4

Attaching package: 'sn'

The following object is masked from 'package:stats':

    sd

Loading required package: moments
Loading required package: BB
Loading required package: Bolstad2
Loading required package: optimx
Loading required package: Rmpfr
Loading required package: gmp

Attaching package: 'gmp'

The following objects are masked from 'package:base':

    %*%, apply, crossprod, matrix, tcrossprod

C code of R package 'Rmpfr': GMP using 64 bits per limb


Attaching package: 'Rmpfr'

The following object is masked from 'package:sn':

    zeta

The following objects are masked from 'package:stats':

    dbinom, dnorm, dpois, pnorm

The following objects are masked from 'package:base':

    cbind, pmax, pmin, rbind


Attaching package: 'LIHNPSD'

The following object is masked from 'package:stats':

    density

> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/LIHNPSD/SPSD.Rd_%03d_medium.png", width=480, height=480)
> ### Name: SPSD
> ### Title: Simple PSD constructor
> ### Aliases: SPSD
> ### Keywords: Constructor
> 
> ### ** Examples
> 
>   # Normal distribution
>   SPSD( 1,0,0 )
$sigma
[1] 1

$alpha
[1] 0

$gamma
[1] 0

$beta
[1] 0

$mpfr
[1] 0

$location
[1] 0

$lambda
[1] 1

$epsilon
[1] 1e-10

$pi
[1] 3.141593

$rawmean
[1] 0

attr(,"class")
[1] "LIHNPSD"
>   # PSD that approximate DJIA
>   SPSD(0.004625, 0.292645, 0.482744, -0.154049)
$sigma
[1] 0.004625

$alpha
[1] 0.292645

$gamma
[1] 0.482744

$beta
[1] -0.154049

$mpfr
[1] 0

$location
[1] 0

$lambda
[1] 1

$epsilon
[1] 1e-10

$pi
[1] 3.141593

$rawmean
[1] -0.001468851

attr(,"class")
[1] "LIHNPSD"
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>