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/* actuar: Actuarial Functions and Heavy Tailed Distributions
*
* Functions to calculate raw and limited moments for the Exponential
* distribution. See ../R/ExponentialSupp.R for details.
*
* AUTHORS: Mathieu Pigeon and Vincent Goulet <vincent.goulet@act.ulaval.ca>
*/
#include <R.h>
#include <Rmath.h>
#include "locale.h"
#include "dpq.h"
double mexp(double order, double scale, int give_log)
{
#ifdef IEEE_754
if (ISNAN(order) || ISNAN(scale))
return order + scale;
#endif
if (!R_FINITE(scale) ||
!R_FINITE(order) ||
scale <= 0.0)
return R_NaN;
if (order <= -1.0)
return R_PosInf;
return R_pow(scale, order) * gammafn(1.0 + order);
}
double levexp(double limit, double scale, double order, int give_log)
{
#ifdef IEEE_754
if (ISNAN(limit) || ISNAN(scale) || ISNAN(order))
return limit + scale + order;
#endif
if (!R_FINITE(scale) ||
!R_FINITE(order) ||
scale <= 0.0)
return R_NaN;
if (order <= -1.0)
return R_PosInf;
if (limit <= 0.0)
return 0.0;
double u, tmp;
tmp = 1.0 + order;
u = exp(log(limit) - log(scale));
return R_pow(scale, order) * gammafn(tmp) *
pgamma(u, tmp, 1.0, 1, 0) +
ACT_DLIM__0(limit, order) * exp(-u);
}
double mgfexp(double t, double scale, int give_log)
{
#ifdef IEEE_754
if (ISNAN(t) || ISNAN(scale))
return t + scale;
#endif
if (!R_FINITE(scale) ||
scale <= 0.0 ||
scale * t > 1.0)
return R_NaN;
if (t == 0.0)
return ACT_D__1;
return ACT_D_exp(-log1p(-scale * t));
}
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