HypergeoMat: IncGamma – R documentation

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IncGamma

Incomplete Gamma function of a matrix argument

Evaluates the incomplete Gamma function of a matrix argument.

IncGamma(m, a, x)

`m`	truncation weight of the summation, a positive integer
`a`	real or complex parameter with `Re(a)>(p-1)/2`, where `p` is the dimension (the order of the matrix)
`x`	either a real or complex square matrix, or a numeric or complex vector, the eigenvalues of the matrix

A real or complex number.

This function is usually defined for a symmetric real matrix or a Hermitian complex matrix.

A. K. Gupta and D. K. Nagar. Matrix variate distributions. Chapman and Hall, 1999.

# for a scalar x, this is the incomplete Gamma function:
a <- 2
x <- 1.5
IncGamma(m = 15, a, x)
gsl::gamma_inc_P(a, x)
pgamma(x, shape = a, rate = 1)

Hypergeometric Function of a Matrix Argument

v3.1.0

GPL-3

Authors

Stéphane Laurent

Initial release

2020-10-24