Changes Between Parametrizations
Given a vector (φ_1, …, φ_m) representing the values of a piecewise linear concave function at
x_1, …, x_m, etaphi returns a column vector with the entries
η = (φ_1, (η_1 + ∑_{j=2}^m (x_i-x_{i-1})η_i)_{i=2}^m).
The function phieta returns a vector with the entries
φ = (η_1, ((φ_i-φ_{i-1})/(x_i-x_{i-1}))_{i=2}^m).
etaphi(x, eta) phieta(x, phi)
x |
Vector of independent and identically distributed numbers, with strictly increasing entries. |
eta |
Vector with entries η_i = η(x_i). |
phi |
Vector with entries φ_i = φ(x_i). |
These functions are not intended to be invoked by the end user.
Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.