gigChangePars: Change Parameterizations of the Generalized Inverse Gaussian...

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

This function interchanges between the following 4 parameterizations of the generalized inverse Gaussian distribution:

1. (lambda, chi, psi)

2. (lambda, delta, gamma)

3. (lambda, alpha, beta)

4. (lambda, omega, eta)

See J<f6>rgensen (1982) and Dagpunar (1989)

Usage

1
gigChangePars(from, to, Theta, noNames = FALSE)

Arguments

from

The set of parameters to change from.

to

The set of parameters to change to.

Theta

from” parameter vector consisting of 3 numerical elements.

noNames

Logical. When TRUE, suppresses the parameter names in the output.

Details

The range of lambda is the whole real line. In each parameterization, the other two parameters must take positive values.

Value

A numerical vector of length 3 representing Theta in the “to” parameterization.

Author(s)

David Scott d.scott@auckland.ac.nz

References

J<f6>rgensen, B. (1982). Statistical Properties of the Generalized Inverse Gaussian Distribution. Lecture Notes in Statistics, Vol. 9, Springer-Verlag, New York.

Dagpunar, J. S. (1989). An easily implemented generalised inverse Gaussian generator, Commun. Statist.—Simula., 18, 703–710.

See Also

dgig

Examples

1
2
3
4
Theta1 <- c(-0.5,5,2.5)                 # Parameterisation 1
Theta2 <- gigChangePars(1, 2, Theta1)   # Convert to parameterization 2
Theta2                                  # Parameterization 2
gigChangePars(2, 1, as.numeric(Theta2)) # Convert back to parameterization 1

HyperbolicDist documentation built on May 1, 2019, 7:38 p.m.