Returns \(\exp\{-\sum_i m_i (1 - e^{-f_i u})\}\), the Laplace
transform of a completely random measure whose Levy intensity has
been discretised into atoms of mass m at the test-function
values f, evaluated at the argument u.
Usage
morie_gh_ncrm_laplace(f, m, u)
Arguments
- f
numeric vector of test-function values at the discretisation
atoms
- m
numeric vector of atom masses, same length as f
- u
numeric scalar argument of the Laplace transform
Value
numeric scalar value of the Laplace transform
References
Ghosal, S. and van der Vaart, A. (2017).
Fundamentals of Nonparametric Bayesian Inference.
Cambridge University Press.
Examples
morie_gh_ncrm_laplace(f = c(1, 2, 3, 4, 5, 6, 7, 8), m = 5L, u = c(1, 2, 3, 4, 5, 6, 7, 8))
#> [1] 2.931574e-17
