dGGa {SubTS} | R Documentation |
Evaluates the pdf of the generalized gamma distribution.
dGGa(x, a, p, b)
x |
Vector of real numbers. |
a |
Parameter >0. |
p |
Parameter >0. |
b |
Parameter >0. |
Evaluates the pdf of the generalized gamma distribution with density
g(x) = exp(-b*x^p)*x^(a-1)/K_3, x>0,
where K_3 is a normalizing constant. This distribution is needed to simulate p-RDTS random variables with negative alpha values.
Returns a vector of real numbers corresponding to the values of g(x).
Michael Grabchak and Lijuan Cao
M. Grabchak (2021). An exact method for simulating rapidly decreasing tempered stable distributions. Statistics and Probability Letters, 170: Article 109015.
E.W. Stacy (1962) A generalization of the gamma distribution. Annals of Mathematical Statistics, 33(3):1187-1192.
x = (0:20)/10
dGGa(x, 2.5, 1.5, 3.1)