Comments (1)
hsloot
commented on August 24, 2024
The Pareto distribution is not part of standard R. While the sampling is straightforward, the evaluation of the Laplace transform is not that simple. It requires evaluation the incomplete gamma function for negative coefficients. This is not possible with pgamma.
- We could use the implementation of GSL, see https://www.gnu.org/software/gsl/doc/html/specfunc.html.
- We could use numerical integration from R/Boost/GSL.
- We could make the implementation of the Laplace transform (for calculating an estimation for the CPP capacity) non-mandatory.
- We could reimplement the LFM such that CPP history is not stored.
I tend to favor the last option.
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Related Issues (20)
- [FEAT] Bernstein function should have properties for `calcIterativeDifference` calculation
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