HeavisideFunction {fSeries} | R Documentation

## Haviside and Related Functions

### Description

A collection and description of functions which compute the Heaviside and related functions. These include the sign function, the delta function, the boxcar function, and the ramp function.

The functions are:

`H` | Computes Heaviside unit step function,
`Sign` | Just another signum function,
`Delta` | Computes delta function,
`Boxcar` | Computes boxcar function,
`Ramp` | Computes ramp function.

### Usage

    H(x, a = 0)
    Sign(x, a = 0)
    Delta(x, a = 0)
    Boxcar(x, a = 0.5)
    Ramp(x, a = 0)

### Arguments

`a` | a numeric value, the location of the break.
`x` | a numeric vector.

### Details

The Heaviside step function `H` is 1 for `x>a`, `1/2` for `x=a`, and `0` for `x<a`.

The Sign function `Sign` is `1` for `x>a`, `0` for `x=a`, and `-1` for `x<a`.

The delta function `Delta` is defined as: `Delta(x) = d/dx H(x-a)`.

The boxcar function `Boxcar` is defined as: `Boxcar(x) = H(x+a) - H(x-a)`.

The ramp function is defined as: `Ramp(x)= (x-a)*H(x-a)`.

### Value

returns the function values of the selected function.

### Note

The Heaviside function is used in the implementation of the skew Normal, Student-t, and Generalized Error distributions, distributions functions which play an important role in modelling GARCH processes.

### Author(s)

Diethelm Wuertz for the Rmetrics R-port.

### References

Weisstein W. (2004); http://mathworld.wolfram.com/HeavisideStepFunction.html, Mathworld.

### See Also

`GarchDistribution`, `GarchDistributionFits`.

### Examples

    ## SOURCE("fSeries1.34B-HeavisideFunction")

    ## H -
       x = sort(round(c(-1, -0.5, 0, 0.5, 1, 5*rnorm(5)), 2))
       h = H(x)

    ## Sign -
       s = Sign(x)

    ## Delta -
       d = Delta(x)

    ## Boxcar -
       Pi = Boxcar(x)

    ## ramp -
       r = Ramp(x)
       cbind(x = x, Step = h, Signum = s, Delta = d, Pi = Pi, R = r)

[Package fSeries version 221.10065 Index]