https://github.com/cran/GAS
Raw File
Tip revision: a8fe17c38002b26ca09b18984573c71a54efede6 authored by Leopoldo Catania on 12 June 2017, 21:08:21 UTC
version 0.2.1
Tip revision: a8fe17c
ast.h
#ifndef AST_H
#define AST_H

double dAST(double dY, double dMu, double dSigma, double dAlpha, double dNu1,double dNu2 , bool bLog=false);
double rAST(double dMu, double dSigma,double dAlpha, double dNu1, double dNu2);
double pAST(double dY, double dMu, double dSigma, double dAlpha, double dNu1, double dNu2);
double qAST(double dP, double dMu, double dSigma, double dAlpha, double dNu1, double dNu2,
           double lower=-150, double upper=150, int maxiter=1e4, double eps=1e-7);
arma::vec mAST(double dMu, double dSigma, double dAlpha, double dNu1, double dNu2);
arma::vec ast_Score(double dY, arma::vec vTheta);
arma::vec ast1_Score(double dY, arma::vec vTheta);
arma::mat ast_IM(arma::vec vTheta);
arma::mat ast1_IM(arma::vec vTheta);
#endif
back to top