R/cltv.R

In musto101/wilcox_R: What the package does (short line)

cltv <-
function(gam = 0.5)
{
# Gets asy var for lts(h) and lta(h)at Cauchy C(0,1)
# where h/n -> gam.
	k <- tan((pi * gam)/2)
	num <- 2 * k - pi * gam
	den <- pi * (gam - (2 * k)/(pi * (1 + k^2)))^2
	ltsv <- num/den
	num <- gam
	den <- 4 * (1/pi - 1/(pi * (1 + k^2)))^2
	ltav <- num/den
	return(ltsv, ltav)
}