# 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 # Copyrights (C) # for this R-port: # 1999 - 2008, Diethelm Wuertz, Rmetrics Foundation, GPL # Diethelm Wuertz # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # FUNCTION: DESCRIPTION: # hypMode Computes the hyperbolic mode # FUNCTION: DESCRIPTION: # .hyp[1234]Mode Internal functions called by 'hypMode' ################################################################################ hypMode = function(alpha = 1, beta = 0, delta = 1, mu = 0, pm = c(1, 2, 3, 4)) { # A function implemented by Diethelm Wuertz # Description: # Computes the mode of the Hyperbolic PDF # FUNCTION: # Settings: pm = pm[1] # Return Value: ans = NA if (pm == 1) return(.hyp1Mode(alpha, beta, delta, mu)) if (pm == 2) return(.hyp2Mode(alpha, beta, delta, mu)) if (pm == 3) return(.hyp3Mode(alpha, beta, delta, mu)) if (pm == 4) return(.hyp4Mode(alpha, beta, delta, mu)) } # ------------------------------------------------------------------------------ .hyp1Mode = function(alpha = 1, beta = 0, delta = 1, mu = 0) { # A function implemented by Diethelm Wuertz # Description: # Computes the mode of the Hyperbolic PDF # FUNCTION: # Mode: ans = mu + delta * beta / sqrt(alpha^2 - beta^2) # Return Value: ans } # ------------------------------------------------------------------------------ .hyp2Mode = function(zeta = 1, rho = 0, delta = 1, mu = 0) { # A function implemented by Diethelm Wuertz # Description: # Computes the hyperbolic mode in the 2nd parameterization # FUNCTION: # Parameter Change: alpha = zeta / ( delta * sqrt(1 - rho*rho) ) beta = alpha * rho # Return Value: ans = hypMode(alpha, beta, delta, mu) ans } # ------------------------------------------------------------------------------ .hyp3Mode = function(xi = 1/sqrt(2), chi = 0, delta = 1, mu = 0) { # A function implemented by Diethelm Wuertz # Description: # Computes the hyperbolic mode in the 3rd parameterization # FUNCTION: # Parameter Change: rho = chi / xi zeta = 1/xi^2 - 1 alpha = zeta / ( delta * sqrt(1 - rho*rho) ) beta = alpha * rho # Return Value: ans = hypMode(alpha, beta, delta, mu) ans } # ------------------------------------------------------------------------------ .hyp4Mode = function(a.bar = 1, b.bar = 0, delta = 1, mu = 0) { # A function implemented by Diethelm Wuertz # Description: # Computes the hyperbolic mode in the 4th parameterization # FUNCTION: # Parameter Change: alpha = a.bar / delta beta = b.bar / delta # Return Value: ans = hypMode(alpha, beta, delta, mu) ans } ################################################################################