search for: loggamma

Hi. I was trying to calculate 2. order moment for a loggamma sample. Also, I checked it with the function mlgamma from the package actuar, which calculates moments based on loggamma parameters. Se below - I get big deviations. Numerical integration suggests that mlgamma gets it right. What fails in my attempt to use SLLN to estimate the 2. order moments? C...

...urr burr Generalized beta genbeta Generalized Pareto genpareto Inverse Burr invburr Inverse exponential invexp Inverse Pareto invpareto Inverse paralogistic invparalogis Inverse Weibull invweibull Loggamma loggamma Loglogistic llogis Paralogistic paralogis Pareto pareto Single parameter Pareto pareto1 Transformed beta trbeta Transformed gamma trgamma All functions are coded in C for efficiency purposes and shoul...

...urr burr Generalized beta genbeta Generalized Pareto genpareto Inverse Burr invburr Inverse exponential invexp Inverse Pareto invpareto Inverse paralogistic invparalogis Inverse Weibull invweibull Loggamma loggamma Loglogistic llogis Paralogistic paralogis Pareto pareto Single parameter Pareto pareto1 Transformed beta trbeta Transformed gamma trgamma All functions are coded in C for efficiency purposes and shoul...

...gamma` = dtrgamma, invexp = dinvexp, `inverse exponential` = dinvexp, invtransgamma = dinvtrgamma, `inverse transformed gamma` = dinvtrgamma, invgamma = dinvgamma, `inverse gamma` = dinvgamma, invweibull = dinvweibull, `inverse weibull` = dinvweibull, loggamma = dlgamma, genbeta = dgenbeta, `generalized beta` = dgenbeta, NULL) if (is.null(densfun)) stop("unsupported distribution") distfun <- switch(distname, exp = pexp, exponential = pexp, gamma = pgamma, `log-normal` = plnorm, lnorm = pln...