viiG.fun: Function for VIiG

In GWI: Count and Continuous Generalized Variability Indexes

Description

The function computes the inverse Gaussian variation index with shape parameter l\in (0,∞).

Usage

viiG.fun(X, l)

Arguments

X	A positive continuous random variable
l	The shape parameter of the inverse Gaussian distribution

Details

viiG.fun computes the variation index with respect to the inverse Gaussian distribution. See Touré et al. (2020) for more details.

Value

Returns

viiG	The inverse Gaussian variation index

Author(s)

Aboubacar Y. Touré and Célestin C. Kokonendji

References

Touré, A.Y., Dossou-Gbété, S. and Kokonendji, C.C. (2020). Asymptotic normality of the test statistics for relative dispersion and relative variation indexes, Journal of Applied Statistics 47, 2479-2491.

Examples

X<-c(0.12,9.11,0.03,8.71,5.02,7.12,6.42,5.73)
viiG.fun(X,0.05)
Y<-c(0.003,6.283,1.001,3.112,4.342,2.890,5.005)
viiG.fun(Y,0.3)

GWI documentation built on Feb. 26, 2021, 1:06 a.m.