30 lines
704 B
R
30 lines
704 B
R
\name{psaddleapproxEsscherGAL}
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\alias{psaddleapproxEsscherGAL}
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\title{Saddlepoint approximation of the distribution function of the Esscher
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transform of the GAL distribution}
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\usage{
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psaddleapproxEsscherGAL(x, param, eval.time = 1, type = "mu", log = FALSE)
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}
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\arguments{
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\item{x}{vector of quantiles}
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\item{param}{Parameter vector}
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\item{eval.time}{Time of the process}
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\item{type}{Choose between "mu" or "kappa"
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parametrization}
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\item{log}{Logical for log-parameters}
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}
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\value{
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Saddlepoint approximation of the distribution function
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}
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\description{
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Saddlepoint approximation of the distribution function of
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the Esscher transform of the GAL distribution
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}
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\author{
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Francois Pelletier
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}
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