partage/GeneralizedAsymmetricLaplace
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modification paramètres

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franc00018 2014-03-29 11:40:33 -04:00
parent 6fedfa826e
commit 39fabc9ebb
2 changed files with 9 additions and 5 deletions
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R/cfLM.R
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@ -7,16 +7,18 @@
#' Characteristic function of Laplace motion
#' @param u Transform variate
#' @param time Time of the process
#' @param param Parameter vector
#' @param time1 Start time of the process
#' @param time2 End time of the process
#' @param type Choose between "mu" or "kappa" parametrization
#' @param log Logical for log-parameters
#' @param start Starting value of the process
#' @return Characteristic function value at point u for given parameter vector
#' @export cfLM
#' @author Francois Pelletier
cfLM <- function(u,time,param,type="mu",log=FALSE,start=0)
cfLM <- function(u,param,time1,time2,type="mu",log=FALSE,start=0)
{
time <- time2-time1
testparGAL(param,type,log)
if(log)
{