33 lines
1.1 KiB
R
33 lines
1.1 KiB
R
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# Evaluation of the saddlepoint of the GAL distribution for given quantiles
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#
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# Author: Francois Pelletier
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#
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# LGPL 3.0
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###############################################################################
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#' Evaluation of the saddlepoint of the GAL distribution for given quantiles
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#' @param x vector of quantiles
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#' @param param Parameters of the GAL distribution
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#' @param eval.time Time of the process
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#' @param type Choose between "mu" or "kappa" parametrization
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#' @param log Logical for log-parameters
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#' @return The value of the saddlepoint for each point of the vector of quantiles
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#'
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#' @author Francois Pelletier
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saddlepointGAL <- function(x,param,eval.time=1,type="mu",log=FALSE)
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{
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if(type=="mu")
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{
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(-eval.time*param[1]*param[3]+eval.time*param[4]*param[2]^2+x*param[3]-
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(eval.time^2*param[1]^2*param[3]^2-2*eval.time*param[1]*param[3]^2*x+
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eval.time^2*param[4]^2*param[2]^4+x^2*param[3]^2+2*eval.time^2*param[1]^2*
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param[2]^2-4*eval.time*param[1]*param[2]^2*x+2*x^2*param[2]^2)^(1/2))/
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param[2]^2/(eval.time*param[1]-x)
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}
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if(type=="kappa")
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{
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}
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}
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