46 lines
No EOL
1.4 KiB
R
46 lines
No EOL
1.4 KiB
R
#' Density function for the GAL distribution
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#' @param x vector of quantiles
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#' @param param Parameter vector
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#' @param type Choose between "mu" or "kappa" parametrization
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#' @param log Logical for log-parameters
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#' @return density at quantile x
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#'
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#' @author Francois Pelletier
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dGAL <- function(x,param,type="mu",log=FALSE)
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{
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testparGAL(param,type,log)
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if(log)
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{
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if(type=="mu")
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{
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dGAL(x,changetypeGAL(param=param,log=log),type="kappa",log=log)
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}
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else if(type=="kappa")
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{
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num1 <- sqrt(2)*exp(sqrt(2)/(2*exp(param[2]))*(1/exp(param[3])-exp(param[3]))*(x-exp(param[1])))
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denom1 <- sqrt(pi)*exp(param[2])^(exp(param[4])+1/2)*gamma(exp(param[4]))
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num2 <- sqrt(2)*abs(x-exp(param[1]))
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denom2 <- exp(param[3])+1/exp(param[3])
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expo1 <- exp(param[4])-1/2
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besselarg <- sqrt(2)/(2*exp(param[2]))*(1/exp(param[3])+exp(param[3]))*abs(x-exp(param[1]))
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num1/denom1 * (num2/denom2)^expo1 * besselK(besselarg,expo1)
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}
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}
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else
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{
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if(type=="mu")
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{
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dGAL(x,changetypeGAL(param=param,log=log),type="kappa",log=log)
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}
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else if(type=="kappa")
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{
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num1 <- sqrt(2)*exp(sqrt(2)/(2*param[2])*(1/param[3]-param[3])*(x-param[1]))
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denom1 <- sqrt(pi)*param[2]^(param[4]+1/2)*gamma(param[4])
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num2 <- sqrt(2)*abs(x-param[1])
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denom2 <- param[3]+1/param[3]
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expo1 <- param[4]-1/2
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besselarg <- sqrt(2)/(2*param[2])*(1/param[3]+param[3])*abs(x-param[1])
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num1/denom1 * (num2/denom2)^expo1 * besselK(besselarg,expo1)
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}
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}
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} |