# Characteristic function of GAL distribution # # Author: Francois Pelletier # # LGPL 3.0 ############################################################################### #' Characteristic function of GAL distribution #' @param u Transform variate #' @param param Parameter vector #' @param type Choose between "mu" or "kappa" parametrization #' @param log Boolean for log-parameters #' @return Characteristic function value at point u for given parameter vector #' #' @author Francois Pelletier characteristicfn <- function(u,param,type="mu",log=FALSE) { if(log) { if(type=="mu") { exp(1i*exp(param[1])*u)*(1+(exp(param[2])^2*u^2)/2-1i*exp(param[3])*u)^(-exp(param[4])) } if(type=="kappa") { exp(1i*exp(param[1])*u)*(1+(exp(param[2])^2*u^2)/2-(1/2*1i)* exp(param[2])*sqrt(2)*(1/exp(param[3])-exp(param[3]))*u)^(-exp(param[4])) } } else { if(type=="mu") { exp(1i*param[1]*u)*(1+(param[2]^2*u^2)/2-1i*param[3]*u)^(-param[4]) } if(type=="kappa") { exp(1i*param[1]*u)*(1+(param[2]^2*u^2)/2-(1/2*1i)* param[2]*sqrt(2)*(1/param[3]-param[3])*u)^(-param[4]) } } }