gegenb.wge {tswge}

Calculates Gegenbauer polynomials

Description

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)

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)

Details

This function is called by gen.garma.wge

Value

The coefficients of the nth order Gegenbauer polynomial

Author(s)

Wayne Woodward

References

Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott

Examples

gegenb.wge(u=.8,d=.3,n=6)