# gigChangePars: Change Parameterizations of the Generalized Inverse Gaussian... In HyperbolicDist: The Hyperbolic Distribution

 gigChangePars R Documentation

## Change Parameterizations of the Generalized Inverse Gaussian 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 Jörgensen (1982) and Dagpunar (1989)

### Usage

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

Jörgensen, 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

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 Nov. 26, 2023, 9:07 a.m.