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R/rgh.R
In OpVaR: Statistical Methods for Modelling Operational Risk
Defines functions
rgh
Documented in
rgh
rgh <-
function(n, A,B,g,h) {
if(h>=0) {
z=stats::rnorm(n)
A+B*T_g(z,g)*T_h(z,h)
}
else {
base::stop("negative kurtosis parameter")
}
}
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OpVaR documentation built on Sept. 8, 2021, 5:07 p.m.
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Defines functions rgh
Documented in rgh
rgh <-
function(n, A,B,g,h) {
if(h>=0) {
z=stats::rnorm(n)
A+B*T_g(z,g)*T_h(z,h)
}
else {
base::stop("negative kurtosis parameter")
}
}
Try the OpVaR package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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