UniUnmapParameters: Unmapping function for univariate distributions, i.e. inverse...
In GAS: Generalized Autoregressive Score Models

Description Usage Arguments Details Value Author(s) Examples

View source: R/ParameterTransformation.R

Transform distribution parameters into the unrestricted parameters. The unrestricted vector of parameters is updated using the GAS recursion.

1	UniUnmapParameters(Theta, Dist)

Theta

numeric Vector of parameters, see Details.

Dist

character Label of the conditional distribution, see DistInfo.

The order of the parameters is generally: location, scale, skewness, shape, shape2. When the distribution defined by Dist does not have, say, the shape parameter, this should be simply omitted. See also DistInfo for specific distributions.

A numeric vector of parameters.

Leopoldo Catania

# Unmap parameters for the Student-t distribution
library("GAS")

Dist = "std"

# Vector of parameters such that,
# Theta = c(0, 1.5 ,7), i.e., location = 0, scale = 1.5,
# degrees of freedom = 7.

Theta = c(0.1, 1.5, 7)

Theta_tilde = UniUnmapParameters(Theta, Dist)

Theta_tilde

# It works.
all(abs(UniMapParameters(Theta_tilde, Dist) - Theta) < 1e-16)