Function to calculate the density of different values for a gamma distributed random variable
(with possible autoregression in \(mu\) and \(sigma\), due to the constant coefficient of variation).
Usage
dens_gamma(x, theta, autocor_ind = 0, autocor = 0, p = 0)
Arguments
- x
Data.
- theta
Named list of parameters of gamma distribution.
- autocor_ind
Matrix, indices to consider when computing the autoregressive parameters.
- autocor
Vector, j-th row of autocor matrix, with one value for each time lag considered.
- p
Int, degree of autoregression.
Value
Vector of densities of gamma distribution.