From 4c89e4193c2a85885b578856008055ad947f1372 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Fran=C3=A7ois=20Pelletier?= <francois@francoispelletier.org>
Date: Fri, 3 Jan 2014 01:40:46 -0500
Subject: [PATCH] Ajout de fgmGAL

---
 R/fgmGAL.R | 40 ++++++++++++++++++++++++++++++++++++++++
 1 file changed, 40 insertions(+)
 create mode 100644 R/fgmGAL.R

diff --git a/R/fgmGAL.R b/R/fgmGAL.R
new file mode 100644
index 0000000..0d4eb94
--- /dev/null
+++ b/R/fgmGAL.R
@@ -0,0 +1,40 @@
+# 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])
+		}
+	}
+}
\ No newline at end of file