Hi, I am writing a function to plot a pdf of a distribution
x=seq(-4,4,length=200)
mu = 0
sigma = 0.01
alpha = 17.5
beta = 17.5
rho = 0.1
GNL.pdf.fn = function(x,mu,sigma,alpha,beta,rho)
{
y = x-rho*mu
cf.fn = function(s){
cplex = complex(1,0,1)
temp1 = alpha*beta*exp(-sigma*s^2/2)
temp2 = (alpha-cplex*s)*(beta+cplex*s)
out = (temp1/temp2)^rho
out
}
temp.fn = function(s){
(Mod(cf.fn(s)))*cos(Arg(cf.fn(s))-s*y)
}
int.fn = function(t){sapply(t,FUN=temp.fn)}
te =
integrate(int.fn,lower=0,upper=Inf,rel.tol=1e-10,subdivisions=1000000)
temp3 = ifelse(te$message == "OK",te$value/pi,NA)
temp3
}
GNL.pdf.fn(x[100],mu,sigma,alpha,beta,rho)
L = rep(0,length(x))
pdf = function(x,mu,sigma,alpha,beta,rho)
{
for(i in 1:length(x))
{
L[i] = GNL.pdf.fn(x,mu,sigma,alpha,beta,rho)
}
L
}
The GNL function calculates the values of x and its working fine.
The problem is my pdf function. The aim of that function is to store all the
values of x in a list L and the plot the result.
But when I call the pdf function this error keeps ocurring
Error in rho * mu : 'rho' is missing
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