Calculates Gegenbauer polynomials of order n with parameters u and lambda - see (11.9) in Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott
Usage
gegenb.wge(u, d, n)
Value
The coefficients of the nth order Gegenbauer polynomial
Arguments
u
Parameter u in (11.9) Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott
d
Parameter lambda in (11.9) Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott
n
Order of Gegenbauer polynomial in (11.9)
Author
Wayne Woodward
Details
This function is called by gen.garma.wge
References
Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott