https://github.com/cran/GAS
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Tip revision: e588e3a10bf22cb7dff4a49a848baac63d743c3f authored by Leopoldo Catania on 04 February 2022, 09:30:12 UTC
version 0.3.4
Tip revision: e588e3a
ald.h
#ifndef ALD_H
#define ALD_H
double dALD(double dY, double dTheta, double dSigma, double dKappa, bool bLog = false);
double pALD(double dY, double dTheta, double dSigma, double dKappa);
double rALD(double dTheta, double dSigma, double dKappa);
double qALD(double dP, double dTheta, double dSigma, double dKappa,
            double lower=-150, double upper=150, int maxiter=1e4, double eps=1e-7);
arma::vec mALD(double dTheta, double dSigma, double dKappa);
arma::vec ald_Score(double dY, arma::vec vTheta);
arma::mat ald_IM(arma::vec vTheta);
#endif
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