# gigChangePars: Change Parameterizations of the Generalized Inverse Gaussian... In HyperbolicDist: The hyperbolic distribution

## 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.

`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.