\(\dot\Psi(h)(t) = -\int_0^t S_0(t)h(u)/S_0(u) dG(u) - L(t)h(t)\).
Mirrors morie.fn.ksr052.
Usage
morie_km_hadamard(S_0, L, G, h, t)
Arguments
- S_0, L, G, h
functions.
- t
evaluation time.
Value
list: derivative, integral_term, boundary_term.
References
Kosorok (2008), Ch. 2.
Examples
morie_km_hadamard(function(u) exp(-0.5 * u), function(u) exp(-0.3 * u),
function(u) u, function(u) 1, 1)$derivative
#> [1] -1.527757
