32 lines
664 B
Text
32 lines
664 B
Text
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\name{cgfEsscherGAL}
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\alias{cgfEsscherGAL}
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\title{Cumulant generating function of the
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Esscher transform with parameter 1 of GAL distribution}
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\usage{
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cgfEsscherGAL(u, param, eval.time = 1, type = "mu", log = FALSE)
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}
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\arguments{
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\item{u}{Transform variate}
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\item{param}{Parameter vector}
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\item{eval.time}{Time of the process}
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\item{type}{Choose between "mu" or "kappa"
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parametrization}
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\item{log}{Logical for log-parameters}
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}
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\value{
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Cumulant generating function value at point u for given
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parameter vector
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}
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\description{
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Cumulant generating function of the Esscher transform with
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parameter 1 of GAL distribution
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}
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\author{
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Francois Pelletier
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}
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