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.
Author
Jasmin Ruehl
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.
As of v1.4.0, all values of eta are now fully supported.
References
Tadikamalla PR, Random Sampling from the Generalized Gamma Distribution. Computing, 1979, 23(2), 199-203.