gestate (version 1.3.2)

GGamma: Generalised Gamma Curve constructor function

Description

This creates a Curve object for a Generalised Gamma distribution. Curve objects contain all necessary information to describe a distribution, including functions and parameters describing it. See Details for information on parameterisation.

Usage

GGamma(theta, eta, rho)

Arguments

theta

Scale parameter for Generalised Gamma distribution.

eta

Shape parameter for Generalised Gamma distribution.

rho

Family parameter for Generalised Gamma distribution.

Details

The Generalised Gamma distribution has parameterisation: f(x) = (rho x^((rho eta)-1) e^(-(x/theta)^rho) theta^(-rho eta) )/Gamma(eta) F(x) = LPGamma(eta,(x/theta)^rho)/Gamma(eta) where Gamma is the gamma function, and LPGamma is the lower partial gamma function Please note that there is a restriction when simulating that eta must be greater than 1. No such restriction applies for analytical calculations.

References

Tadikamalla PR, Random Sampling from the Generalized Gamma Distribution. Computing, 1979, 23(2), 199-203.

Examples

# NOT RUN {
GGamma(theta=20,eta=2,rho=0.7)
# }