rdistributiongamma-distribution
normalized lower incomplete gamma in R
I am attempting to reproduce results of this paper in R, but I am stuck on two parts.
plotting the normalized lower incomplete gamma functions
calculating the loss function
This problem would be solved if there existed a function in R that computed the normalized lower incomplete gamma function. So my question is, how can I calculated the normalized lower incomplete gamma function
Solution
pgamma is the normalized lower incomplete gamma function, see ?pgamma:
pgamma is closely related to the incomplete gamma function. As defined by Abramowitz and Stegun 6.5.1 (and by ‘Numerical Recipes’) this is
P(a,x) = 1/Gamma(a) integral_0^x t^(a-1) exp(-t) dt
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