# Density function for the GAL distribution # # Author: François Pelletier # # LGPL 3.0 ############################################################################### #' Density function for the GAL distribution #' @param x vector of quantiles #' @param param Parameter vector #' @param type Choose between "mu" or "kappa" parametrization #' @param log Logical for log-parameters #' @return density at quantile x #' @export dGAL #' @author Francois Pelletier dGAL <- function(x,param,type="mu",log=FALSE) { testparGAL(param,type,log) if(log) { if(type=="mu") { return(dGAL(x,changetypeGAL(param=param,log=log),type="kappa",log=log)) } else if(type=="kappa") { num1 <- sqrt(2)*exp(sqrt(2)/(2*exp(param[2]))*(1/exp(param[3])-exp(param[3]))*(x-exp(param[1]))) denom1 <- sqrt(pi)*exp(param[2])^(exp(param[4])+1/2)*gamma(exp(param[4])) num2 <- sqrt(2)*abs(x-exp(param[1])) denom2 <- exp(param[3])+1/exp(param[3]) expo1 <- exp(param[4])-1/2 besselarg <- sqrt(2)/(2*exp(param[2]))*(1/exp(param[3])+exp(param[3]))*abs(x-exp(param[1])) return(num1/denom1 * (num2/denom2)^expo1 * besselK(besselarg,expo1)) } } else { if(type=="mu") { return(dGAL(x,changetypeGAL(param=param,log=log),type="kappa",log=log)) } else if(type=="kappa") { num1 <- sqrt(2)*exp(sqrt(2)/(2*param[2])*(1/param[3]-param[3])*(x-param[1])) denom1 <- sqrt(pi)*param[2]^(param[4]+1/2)*gamma(param[4]) num2 <- sqrt(2)*abs(x-param[1]) denom2 <- param[3]+1/param[3] expo1 <- param[4]-1/2 besselarg <- sqrt(2)/(2*param[2])*(1/param[3]+param[3])*abs(x-param[1]) return(num1/denom1 * (num2/denom2)^expo1 * besselK(besselarg,expo1)) } } }