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ambit (version 0.2.3)

trawl_supIG: Evaluates the supIG trawl function

Description

Evaluates the supIG trawl function

Usage

trawl_supIG(x, delta, gamma)

Value

The supIG trawl function evaluated at x

Arguments

x

the argument at which the supIG trawl function will be evaluated

delta

the parameter \(\delta\) in the supIG trawl

gamma

the parameter \(\gamma\) in the supIG trawl

Details

The trawl function is parametrised by the two parameters \(\delta \geq 0\) and \(\gamma \geq 0\) as follows: $$gd(x) = (1-2x\gamma^{-2})^{-1/2}\exp(\delta \gamma(1-(1-2x\gamma^{-2})^{1/2})), \mbox{ for } x \le 0.$$ It is assumed that \(\delta\) and \(\gamma\) are not simultaneously equal to zero.

Examples

Run this code
trawl_supIG(-1,0.5,0.2)

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