33 lines
769 B
Text
33 lines
769 B
Text
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\name{saddlepointEsscherGAL}
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\alias{saddlepointEsscherGAL}
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\title{Evaluation of the saddlepoint of the Esscher transform with
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parameter 1 of the GAL distribution for given quantiles}
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\usage{
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saddlepointEsscherGAL(x, param, eval.time = 1, type = "mu", log = FALSE)
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}
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\arguments{
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\item{x}{vector of quantiles}
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\item{param}{Parameters of the underlying GAL
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distribution}
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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 saddlepoint for each point of the vector
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of quantiles
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}
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\description{
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Evaluation of the saddlepoint of the Esscher transform with
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parameter 1 of the GAL distribution for given quantiles
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}
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\author{
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Francois Pelletier
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}
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