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Ajout de fgmGAL

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François Pelletier 2014-01-03 01:40:46 -05:00
parent 336a7f6180
commit 4c89e4193c
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# Moment generating function of GAL distribution
#
# Author: Francois Pelletier
#
# LGPL 3.0
###############################################################################
#' Moment generating function of GAL distribution
#' @param u Transform variate
#' @param param Parameter vector
#' @param type Choose between "mu" or "kappa" parametrization
#' @param log Logical for log-parameters
#' @return Moment generating function value at point u for given parameter vector
#'
#' @author Francois Pelletier
mgfGAL <- function(u,param,type="mu",log=FALSE)
{
if(log)
{
if(type=="mu")
{
exp(exp(param[1])*u)*(1-(1/2)*exp(param[2])^2*u^2-exp(param[3])*u)^(-exp(param[4]))
}
if(type=="kappa")
{
exp(exp(param[1])*u)*((exp(param[2])^2*u^2)/2+(exp(param[3])*exp(param[2])*u)/sqrt(2)-(exp(param[2])*u)/(sqrt(2)*exp(param[3]))+1)^(-exp(param[4]))
}
}
else
{
if(type=="mu")
{
exp(param[1]*u)*(1-(1/2)*param[2]^2*u^2-param[3]*u)^(-param[4])
}
if(type=="kappa")
{
exp(param[1]*u)*((param[2]^2*u^2)/2+(param[3]*param[2]*u)/sqrt(2)-(param[2]*u)/(sqrt(2)*param[3])+1)^(-param[4])
}
}
}