cgamqdist

(rtools/cgamqdist.m)

Function Synopsis

Q = cgamqdist(zeta,czeta,mu,shape)

Help text

function Q = cgamqdist(zeta,czeta,mu,shape)

 Equation 10 of [1] for gamma distribution.
 0 < zeta < 1 , czeta is the complement.
 Dealing with integration to infinity so must do this properly.
 Even if zeta = 1, czeta should be < eps.

 i.e. both gamqdist(1,eps/100,mu,shape) and
           gamqdist(eps/100,1,1,1) are valid

 [1] The correlation properties of gamma and other non-Gaussian processes
     generated by memoryless non-linear transformation. Tough, R.J.A and
     Ward, K.D. preprint.

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Cross-Reference Information

RT_gaminv                     rtools/RT_gaminv.m

cgamint                       rtools/cgamint.m