These are the psi, H, and kappa functions of the IG and IGL copula families.
interp_gen_inv(p, eta, alpha)interp_kappa(x, eta, alpha)
interp_kappa_inv(p, eta, alpha)
interp_gen(x, eta, alpha)
igl_kappa(x, alpha)
igl_kappa_D(x, alpha)
igl_kappa_inv(p, alpha)
igl_gen(x, alpha)
igl_gen_D(x, alpha)
igl_gen_inv(p, alpha)
The function values, as a vector.
Function inverse argument. Vector of values between 0 and 1.
Function parameters. Vector of positive values.
Function argument. Vector of non-negative values.
Kappa function and its relatives have prefix igl_kappa;
Psi function and its relatives have prefix igl_gen;
Interpolating function H with either kappa or psi has
igl prefix replaced with interp. Relatives of these functions:
suffix inv indicates inverse; suffix D represents function
derivative, and D1 derivative with respect to the first argument.
. Suffix _vec indicates that the entries must be vectors of
the same length; _single means entries must be
scalars.