ecld.gamma: Incomplete gamma function and asymptotic expansion
In ecd: Elliptic Lambda Distribution and Option Pricing Model

ecld.gamma

R Documentation

Incomplete gamma function and asymptotic expansion

Description

ecld.gamma is the wrapper for incomplete gamma function Γ(s,x). It is mainly to wrap around pgamma. And ecld.gamma_hgeo is the asymptotic expansion of Γ(s,x) using hypergeometric series, e^{-x} x^{s-1} {}_2 F_0 (1,1-s;;-1/x). It is mainly used in for star OGF L^{*}(k;λ). ecld.gamma_2F0 is simply {}_2 F_0 (1,1-s;;-1/x), which is used in the star OGF expansion.

Usage

ecld.gamma(s, x = 0, na.stop = TRUE)

ecld.gamma_hgeo(s, x, order)

ecld.gamma_2F0(s, x, order)

Arguments

`s`	numeric vector, for the order of incomplete gamma function
`x`	numeric or MPFR vector
`na.stop`	logical, stop if NaN is generated. The default is `TRUE`.
`order`	numeric, the order of the power series