Generating function for the IGL copula family

y_igl_gen() is the function itself; igl_gen_inv() is its inverse; and igl_gen_D() is the derivative. Function arguments and parameters are vectorized.

y_igl_gen(x, alpha)

y_igl_gen_D(x, alpha)

y_igl_gen_inv(p, alpha)

Arguments

x	Vector of values >=0 to evaluate the function at.
alpha	Function parameter, \(\alpha > 0\). Vectorized.
p	Vector of values to evaluate the inverse function at, between 0 and 1 (inclusive).