# gigCheckPars: Check Parameters of the Generalized Inverse Gaussian... In HyperbolicDist: The Hyperbolic Distribution

 gigCheckPars R Documentation

## Check Parameters of the Generalized Inverse Gaussian Distribution

### Description

Given a putative set of parameters for the generalized inverse Gaussian distribution, the functions checks if they are in the correct range, and if they correspond to the boundary cases.

### Usage

``````gigCheckPars(Theta, ...)
``````

### Arguments

 `Theta` Numeric. Putative parameter values for a generalized inverse Gaussian distribution. `...` Further arguments for calls to `all.equal`.

### Details

The vector `Theta` takes the form `c(lambda,chi,psi)`.

If either `chi` or `psi` is negative, an error is returned.

If `chi` is 0 (to within tolerance allowed by `all.equal`) then `psi` and `lambda` must be positive or an error is returned. If these conditions are satisfied, the distribution is identified as a gamma distribution.

If `psi` is 0 (to within tolerance allowed by `all.equal`) then `chi` must be positive and `lambda` must be negative or an error is returned. If these conditions are satisfied, the distribution is identified as an inverse gamma distribution.

If both `chi` and `psi` are positive, then the distribution is identified as a normal generalized inverse Gaussian distribution.

### Value

A list with components:

 `case` Whichever of `'error'`, `'gamma'`, `invgamma`, or `'normal'` is identified by the function. `errMessage` An appropriate error message if an error was found, the empty string `""` otherwise.

### Author(s)

David Scott d.scott@auckland.ac.nz

### References

Paolella, Marc S. (2007) Intermediate Probability: A Computational Approach, Chichester: Wiley

`dgig`

### Examples

``````gigCheckPars(c(-0.5,5,2.5))      # normal
gigCheckPars(c(0.5,-5,2.5))      # error
gigCheckPars(c(0.5,5,-2.5))      # error
gigCheckPars(c(0.5,-5,-2.5))     # error
gigCheckPars(c(0.5,0,2.5))       # gamma
gigCheckPars(c(-0.5,0,2.5))      # error
gigCheckPars(c(0.5,0,0))         # error
gigCheckPars(c(-0.5,0,0))        # error
gigCheckPars(c(0.5,5,0))         # error
gigCheckPars(c(-0.5,5,0))        # invgamma
``````

HyperbolicDist documentation built on Nov. 26, 2023, 9:07 a.m.