trawl_supIG {ambit}

Evaluates the supIG trawl function

Description

Evaluates the supIG trawl function

Usage

trawl_supIG(x, delta, gamma)

Arguments

x

the argument at which the supIG trawl function will be evaluated

delta

the parameter \delta in the supIG trawl

gamma

the parameter \gamma in the supIG trawl

Details

The trawl function is parametrised by the two parameters \delta \geq 0 and \gamma \geq 0 as follows:

gd(x) = (1-2x\gamma^{-2})^{-1/2}\exp(\delta \gamma(1-(1-2x\gamma^{-2})^{1/2})), \mbox{ for } x \le 0.

It is assumed that \delta and \gamma are not simultaneously equal to zero.

Value

The supIG trawl function evaluated at x

Examples

trawl_supIG(-1,0.5,0.2)