Ajout de plusieurs fonctions

man/cgfGAL.Rd

@@ -0,0 +1,27 @@
+\name{cgfGAL}
+\alias{cgfGAL}
+\title{Cumulant generating function of GAL distribution}
+\usage{
+cgfGAL(u, param, type = "mu", log = FALSE)
+}
+\arguments{
+  \item{u}{Transform variate}
+
+  \item{param}{Parameter vector}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{log}{Logical for log-parameters}
+}
+\value{
+Cumulant generating function value at point u for given
+parameter vector
+}
+\description{
+Cumulant generating function of GAL distribution
+}
+\author{
+Francois Pelletier
+}
+

man/cmGAL.Rd

@@ -0,0 +1,26 @@
+\name{cmGAL}
+\alias{cmGAL}
+\title{Centered moments of the GAL distribution}
+\usage{
+cmGAL(order, param, type = "mu", log = FALSE)
+}
+\arguments{
+  \item{order}{Order of raw moment}
+
+  \item{param}{Parameter vector}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{log}{Logical for log-parameters}
+}
+\value{
+A numeric value of the centered moment
+}
+\description{
+Centered moments of the GAL distribution
+}
+\author{
+Francois Pelletier
+}
+

man/kurtosisGAL.Rd

@@ -0,0 +1,26 @@
+\name{kurtosisGAL}
+\alias{kurtosisGAL}
+\title{(Adjusted) kurtosis of the GAL distribution}
+\usage{
+kurtosisGAL(param, type = "mu", log = FALSE, adjust = TRUE)
+}
+\arguments{
+  \item{param}{Parameter vector}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{log}{Logical for log-parameters}
+
+  \item{adjust}{Logical to use the adjusted kurtosis}
+}
+\value{
+A numeric value of the kurtosis
+}
+\description{
+(Adjusted) kurtosis of the GAL distribution
+}
+\author{
+Francois Pelletier
+}
+

man/mGAL.Rd

@@ -0,0 +1,26 @@
+\name{mGAL}
+\alias{mGAL}
+\title{Raw moments of the GAL distribution}
+\usage{
+mGAL(order, param, type = "mu", log = FALSE)
+}
+\arguments{
+  \item{order}{Order of raw moment}
+
+  \item{param}{Parameter vector}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{log}{Logical for log-parameters}
+}
+\value{
+A numeric value of the raw moment
+}
+\description{
+Raw moments of the GAL distribution
+}
+\author{
+Francois Pelletier
+}
+

man/riskneutralparGAL.Rd

@@ -0,0 +1,26 @@
+\name{riskneutralparGAL}
+\alias{riskneutralparGAL}
+\title{Risk neutral conversion of parameters of GAL distirbution}
+\usage{
+riskneutralparGAL(param, riskfree, type = "mu", log = FALSE)
+}
+\arguments{
+  \item{param}{Parameter vector}
+
+  \item{riskfree}{Risk-free rate}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{log}{Logical for log-parameters}
+}
+\value{
+Risk neutral parameter vector
+}
+\description{
+Risk neutral conversion of parameters of GAL distirbution
+}
+\author{
+Francois Pelletier
+}
+

man/skewnessGAL.Rd

@@ -0,0 +1,24 @@
+\name{skewnessGAL}
+\alias{skewnessGAL}
+\title{Skewness of the GAL distribution}
+\usage{
+skewnessGAL(param, type = "mu", log = FALSE)
+}
+\arguments{
+  \item{param}{Parameter vector}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{log}{Logical for log-parameters}
+}
+\value{
+A numeric value of the skewness
+}
+\description{
+Skewness of the GAL distribution
+}
+\author{
+Francois Pelletier
+}
+