Esscher-distorted density and distribution of a Gaussian Mixture

desscherMixture(mean = c(0, 0), sd = c(1, 1), alpha = c(0.5, 0.5), theta = 0)

pesscherMixture(mean = c(0, 0), sd = c(1, 1), alpha = c(0.5, 0.5), theta = 0)

Arguments

mean

Numeric vector of component means.

sd

Numeric vector of component standard deviations.

alpha

Numeric vector of component probabilities.

theta

Numeric, distortion parameter.

Note

Version 1.0.0.

Examples

library(ggplot2)
grid <- seq(-5, 5, 0.01)
# Density
pdf_1 <- desscherMixture(mean = c(-3, 3), theta = 0)(grid)
#> Error in solarEsscher_GM_mixture(mean, sd, alpha, theta): could not find function "solarEsscher_GM_mixture"
pdf_2 <- desscherMixture(mean = c(-3, 3), theta = -0.5)(grid)
#> Error in solarEsscher_GM_mixture(mean, sd, alpha, theta): could not find function "solarEsscher_GM_mixture"
pdf_3 <- desscherMixture(mean = c(-3, 3), theta = 0.5)(grid)
#> Error in solarEsscher_GM_mixture(mean, sd, alpha, theta): could not find function "solarEsscher_GM_mixture"
ggplot()+
 geom_line(aes(grid, pdf_1), color = "black")+
 geom_line(aes(grid, pdf_2), color = "green")+
 geom_line(aes(grid, pdf_3), color = "red")
#> Error in geom_line(aes(grid, pdf_1), color = "black"): Problem while computing aesthetics.
#>  Error occurred in the 1st layer.
#> Caused by error:
#> ! object 'pdf_1' not found
# Distribution
cdf_1 <- pesscherMixture(mean = c(-3, 3), theta = 0)(grid)
#> Error in solarEsscher_GM_mixture(mean, sd, alpha, theta): could not find function "solarEsscher_GM_mixture"
cdf_2 <- pesscherMixture(mean = c(-3, 3), theta = -0.2)(grid)
#> Error in solarEsscher_GM_mixture(mean, sd, alpha, theta): could not find function "solarEsscher_GM_mixture"
cdf_3 <- pesscherMixture(mean = c(-3, 3), theta = 0.2)(grid)
#> Error in solarEsscher_GM_mixture(mean, sd, alpha, theta): could not find function "solarEsscher_GM_mixture"
ggplot()+
  geom_line(aes(grid, cdf_1), color = "black")+
  geom_line(aes(grid, cdf_2), color = "green")+
  geom_line(aes(grid, cdf_3), color = "red")
#> Error in geom_line(aes(grid, cdf_1), color = "black"): Problem while computing aesthetics.
#>  Error occurred in the 1st layer.
#> Caused by error:
#> ! object 'cdf_1' not found