# Cumulant generating function of GAL distribution # # Author: Francois Pelletier # # LGPL 3.0 ############################################################################### #' Cumulant 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 Cumulant generating function value at point u for given parameter vector #' #' @author Francois Pelletier cgfGAL <- function(u,param,type="mu",log=FALSE) { testparGAL(param,type,log) if(log) { if(type=="mu") { log(exp(exp(param[1])*u)*(1-(1/2)*exp(param[2])^2*u^2-exp(param[3])*u)^(-exp(param[4]))) } if(type=="kappa") { log(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") { log(exp(param[1]*u)*(1-(1/2)*param[2]^2*u^2-param[3]*u)^(-param[4])) } if(type=="kappa") { log(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])) } } }