35 lines
819 B
Text
35 lines
819 B
Text
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\name{diffcgfEsscherGAL}
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\alias{diffcgfEsscherGAL}
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\title{Differenciation of the cumulant generating fonction of the
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Esscher transform with parameter 1 of the GAL distribution}
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\usage{
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diffcgfEsscherGAL(u, order, param, eval.time = 1, type = "mu",
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log = FALSE)
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}
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\arguments{
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\item{u}{Transform variate point of evaluation}
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\item{order}{Order of differenciation}
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\item{param}{Parameters of the GAL distirbution}
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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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The value of the derivative at the transform variate point
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of evaluation
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}
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\description{
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Differenciation of the cumulant generating fonction of the
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Esscher transform with parameter 1 of the 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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