GeneralizedAsymmetricLaplace/R/dscaleGAL.R
2014-03-05 21:44:52 -05:00

34 lines
815 B
R

# Derivative of scale and location transform to the GAL distribution
#
# Author: Francois Pelletier
#
# LGPL 3.0
###############################################################################
#' Derivative of scale and location transform to the GAL distribution
#' @param param Parameter vector
#' @param type Choose between "mu" or "kappa" parametrization
#' @param location Location shift (unitary)
#' @param scale Scale shift (in standard deviations)
#' @param log Logical for log-parameters
#' @return The matrix derivative of the transformed parameter vector
#' @export dscaleGAL
#' @author Francois Pelletier
dscaleGAL <- function(param,type="kappa",location,scale,log=FALSE)
{
if(log)
{
}
else
{
if(type=="kappa")
{
return(diag(c(scale,scale,1,1)))
}
else if (type=="mu")
{
}
}
}