ig_gen: Generating Function for the IG Copula Family

Description Usage Arguments

View source: R/ig_gen.R

Description

ig_gen is the function itself, and ig_geninv is its inverse; ig_D1gen is the first-argument derivative.

Usage

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ig_gen(t, eta, k)

ig_D1gen(t, eta, k)

ig_geninv(p, eta, k, mxiter = 40, eps = 1e-12, bd = 5)

Arguments

t

Vector of values >=1 to evaluate the function at.

eta

Value of second argument of H_k, >0. This is allowed to be a vector, except in ig_geninv().

k

Single numeric >1 corresponding to the k parameter of the function.

w

Vector of values in [0,1] to evaluate the inverse function at.


vincenzocoia/copsupp documentation built on Aug. 23, 2020, 7:37 a.m.