R Under development (unstable) (2023-08-27 r85021 ucrt) -- "Unsuffered Consequences" Copyright (C) 2023 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > library(mbbefd) Loading required package: fitdistrplus Loading required package: MASS Loading required package: survival Loading required package: alabama Loading required package: numDeriv Loading required package: Rcpp Package: mbbefd Version: 0.8.11 Date: BugReport: https://github.com/spedygiorgio/mbbefd/issues > > #Formula 1 > f <- function(x) log(x)/x > integrate(f, 1/4, 1) -0.960906 with absolute error < 3.9e-10 > -log(1/4)^2/2 [1] -0.960906 > > #Formula 2 -> D2 > library(gsl) > f <- function(x) log(1-x)/x > g <- 3 > b <- 1/4 > integrate(f, b*(g-1)/(g*b-1), (g-1)/(g*b-1)) 2.24893 with absolute error < 2.5e-14 > -dilog((g-1)/(g*b-1)) + dilog(b*(g-1)/(g*b-1)) [1] 2.24893 > > #Formula 2 -> D1 > g <- 3 > b <- 4 > integrate(f, b*(g-1)/(g*b-1), (g-1)/(g*b-1)) 0.7463479 with absolute error < 8.3e-15 > -dilog((g-1)/(g*b-1)) + dilog(b*(g-1)/(g*b-1)) [1] 0.7463479 > > #formula 2 -> D2 > > f <- function(x) log(1+x*(g-1)/(1-g*b))/x > g <- 3 > b <- 1/4 > integrate(f, b, 1) 2.24893 with absolute error < 2.5e-14 > -dilog((g-1)/(g*b-1)) + dilog(b*(g-1)/(g*b-1)) [1] 2.24893 > > #formula 2 -> D2 > > f <- function(x) log(1-g*b+x*(g-1))/x > g <- 3 > b <- 1/4 > integrate(f, b, 1) 0.3271176 with absolute error < 1.2e-10 > -dilog((g-1)/(g*b-1)) + dilog(b*(g-1)/(g*b-1)) - log(1-g*b)*log(b) [1] 0.3271176 > > > > #Formula 3 > f <- function(x, g, b) + log(x)/x/( (g-1)*x+1-g*b ) > > I <- function(g, b) + { + temp <- dilog(b*(g-1)/(g*b-1)) - dilog((g-1)/(g*b-1)) + (log(b)*log(abs(1-b)) - log(b)^2/2 +temp - log(abs(1-g*b))*log(b) )/(1-g*b) + } > > b <- 1/4 > integrate(f, b, 1, g=3, b=b)$value [1] -0.9399057 > I(g=3, b=b) [1] -0.9399057 > > b <- 4 > integrate(f, b, 1, g=3, b=b)$value [1] 0.1832497 > I(g=3, b=b) [1] 0.1832497 > > > #Formula second order moment D3 > f <- function(x) + 1/(1+(g-1)*sqrt(x)) > > I <- function(g) + 2/(g-1)-2*log(g)/(g-1)^2 > > g <- 3.5 > integrate(f, 0, 1) 0.3991158 with absolute error < 8.7e-05 > I(3.5) [1] 0.3991159 > > > #formula of regularity conditions - Lemma B1 > > f <- function(x) + (a+b^x)^m > > m <- 1; a <- 3; b <- 1/2 > integrate(f, 0, 1) 3.721348 with absolute error < 4.1e-14 > m <- 2; a <- 3; b <- 1/2 > integrate(f, 0, 1) 13.8691 with absolute error < 1.5e-13 > m <- 3; a <- 3; b <- 1/2 > integrate(f, 0, 1) 51.76626 with absolute error < 5.7e-13 > > I <- function(m, a, b) + { + if(m == 0) + return(1) + if(m > 0) + { + k <- 1:m + return(a^m+ sum(choose(m,k)*a^(m-k)/log(b)*(b^k/k - 1/k))) + }else + { + m <- -m + k <- 1:(m-1) + res <- 1/a^{m} - {log({a+b}/{a+1})}/{a^{m}*log(b)} + if(m >= 2) + res <- res + sum({-1}/{a^k*log(b)*(-m+k)}*({1}/{(a+b)^{m-k}} - {1}/{(a+1)^{m-k}})) + return(res) + } + } > I(1, a, b) [1] 3.721348 > I(2, a, b) [1] 13.8691 > I(3, a, b) [1] 51.76626 > > g <- function(x) + (a+b^x)^(-m) > m <- 1; a <- 3; b <- 1/2 > integrate(g, 0, 1) 0.2691183 with absolute error < 3e-15 > I(-1, a, b) [1] 0.2691183 > m <- 2; a <- 3; b <- 1/2 > integrate(g, 0, 1) 0.07253116 with absolute error < 8.1e-16 > I(-2, a, b) [1] 0.07253116 > m <- 3; a <- 3; b <- 1/2 > integrate(g, 0, 1) 0.01957662 with absolute error < 2.2e-16 > I(-3, a, b) [1] 0.01957662 > > > > J <- function(m, a, b) + { + L2ab <- mbbefd:::gendilog(a,b) + if(m == 0) + return(1) + if(m == 1) + return(1/(2*a)-(log(a+b) - L2ab)/(a*log(b))) + if(m == 2) + return(1/a^2/2-log(a+b)/a^2/log(b)+log((a+b)/(a+1))/a^2/log(b)^2 + L2ab/a^2/log(b)-b/log(b)/a^2/(a+b)) + k <- 1:m + J(m-1, a, b)/a - 1/log(b)/a/(-m+1)/(a+b)^{m-1} + I(-m+1, a, b)/log(b)/a/(-m+1) + } > > g <- function(x) + x/(a+b^x)^(m) > > m <- 1; a <- 3; b <- 1/2 > integrate(g, 0, 1) 0.1375337 with absolute error < 1.5e-15 > J(1, a, b) [1] 0.1375337 > m <- 2; a <- 3; b <- 1/2 > integrate(g, 0, 1) 0.0378636 with absolute error < 4.2e-16 > J(2, a, b) [1] 0.0378636 > m <- 3; a <- 3; b <- 1/2 > integrate(g, 0, 1) 0.01043275 with absolute error < 1.2e-16 > J(3, a, b) [1] 0.01043275 > m <- 4; a <- 3; b <- 1/2 > integrate(g, 0, 1) 0.002876944 with absolute error < 3.2e-17 > J(4, a, b) [1] 0.002876944 > > > #formula of regularity conditions - Lemma B2 > f <- function(x) + b^x*log(b)/((a+b^x)^m) > > I <- function(m, a, b) + { + if(m == 1) + return(log((a+b)/(a+1))) + 1/(-m+1)*(1/(a+b)^{m-1} - 1/(a+1)^{m-1}) + } > > m <- 1; a <- 3; b <- 1/2 > integrate(f, 0, 1) -0.1335314 with absolute error < 1.5e-15 > I(1, a, b) [1] -0.1335314 > > m <- 2; a <- 3; b <- 1/2 > integrate(f, 0, 1) -0.03571429 with absolute error < 4e-16 > I(2, a, b) [1] -0.03571429 > > > #formula of regularity conditions - Lemma B3 > > > f <- function(x) + x*b^x*log(b)/(a+b^x)^m > > > > I <- function(m, a, b) + { + if(m == 1) + return(log(a+b)-mbbefd:::gendilog(a,b)) + res <- b/a/(a+b) - log((a+b)/(a+1))/a/log(b) + if(m>2) + { + l <- 1:(m-2) + res <- res - sum(1/a^l/log(b)/(m-1)/(-m+1+l)*(1/(a+b)^(m-1-l) - 1/(a+1)^(m-1-l)) ) + } + res + } > > m <- 1; a <- 3; b <- 1/2 > integrate(f, 0, 1) -0.06058021 with absolute error < 6.7e-16 > I(m, a,b) [1] -0.06058021 > > m <- 2; a <- 3; b <- 1/2 > integrate(f, 0, 1) -0.01659598 with absolute error < 1.8e-16 > I(m, a,b) [1] -0.01659598 > > m <- 3; a <- 3; b <- 1/2 > integrate(f, 0, 1) -0.004550746 with absolute error < 5.1e-17 > I(m, a,b) [1] -0.02518345 > > m <- 4; a <- 3; b <- 1/2 > integrate(f, 0, 1) -0.001248997 with absolute error < 1.4e-17 > I(m, a,b) [1] -0.02003778 > > > #formula of regularity conditions - Lemma B4 > > f <- function(x) + x^2*b^x*log(b)/(a+b^x)^m > > I <- function(m, a, b) + { + L2ab <- mbbefd:::gendilog(a,b) + + if(m == 2) + res <- -1/(a+b)+1/a+2/a/log(b)*(-log(a+b)+L2ab) + else if(m == 3) + res <- -1/2/(a+b)^2+1/a^2/2-log(a+b)/a^2/log(b)+log((a+b)/(a+1))/a^2/log(b)^2 + L2ab/a^2/log(b)-b/log(b)/a^2/(a+b) + else + res <- NA + res + } > > m <- 2; a <- 3.1; b <- 1/2 > integrate(f, 0, 1) -0.01007996 with absolute error < 1.1e-16 > I(m, a,b) [1] -0.01007996 > > m <- 3; a <- 3.1; b <- 1/2 > integrate(f, 0, 1) -0.002719957 with absolute error < 3e-17 > I(m, a,b) [1] -0.002719957 > > proc.time() user system elapsed 1.26 0.12 1.37