Given a vector \((\phi_1, \ldots, \phi_m)\) representing the values of a piecewise linear concave function at
\(x_1, \ldots, x_m,\) etaphi returns a column vector with the entries
$${\bold{\eta}} = \Bigl(\phi_1, \Bigl(\eta_1 + \sum_{j=2}^m (x_i-x_{i-1})\eta_i\Bigr)_{i=2}^m\Bigr).$$
The function phieta returns a vector with the entries
$${\bold{\phi}} = \Bigl(\eta_1, \Bigl(\frac{\phi_i-\phi_{i-1}}{x_i-x_{i-1}}\Bigr)_{i=2}^m\Bigr).$$
etaphi(x, eta)
phieta(x, phi)
Vector of independent and identically distributed numbers, with strictly increasing entries.
Vector with entries \(\eta_i = \eta(x_i).\)
Vector with entries \(\phi_i = \phi(x_i).\)
Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch
Lutz Duembgen, duembgen@stat.unibe.ch,
https://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html