ajout fonction caractéristique processus

man/cfLM.Rd

@@ -0,0 +1,31 @@
+\name{cfLM}
+\alias{cfLM}
+\title{Characteristic function of Laplace motion}
+\usage{
+cfLM(u, param, time, type = "mu", log = FALSE, start = 0)
+}
+\arguments{
+  \item{u}{Transform variate}
+
+  \item{param}{Parameter vector}
+
+  \item{time}{Time of the process}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{log}{Logical for log-parameters}
+
+  \item{start}{Starting value of the process}
+}
+\value{
+Characteristic function value at point u for given
+parameter vector
+}
+\description{
+Characteristic function of Laplace motion
+}
+\author{
+Francois Pelletier
+}
+

man/scaleGAL.Rd

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+\name{scaleGAL}
+\alias{scaleGAL}
+\title{Apply scale and location transform to the GAL distribution}
+\usage{
+scaleGAL(param, type = "kappa", location, scale)
+}
+\arguments{
+  \item{param}{Parameter vector}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{location}{Location shift (unitary)}
+
+  \item{scale}{Scale shift (in standard deviations)}
+}
+\value{
+The transformed parameter vector
+}
+\description{
+Apply scale and location transform to the GAL distribution
+}
+\author{
+Francois Pelletier
+}
+

man/startparamGAL.Rd

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+\name{startparamGAL}
+\alias{startparamGAL}
+\title{Method of moments with a twist for GAL distribution}
+\usage{
+startparamGAL(data, type = "mu", log = FALSE)
+}
+\arguments{
+  \item{data}{Sample}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{log}{Logical for log-parameters}
+}
+\value{
+a vector of estimated parameters
+}
+\description{
+Estimating the parameters of GAL distribution using a twist
+on method of moments by Seneta (2004)
+}
+\author{
+Francois Pelletier
+}
+