udhyperbolic | R Documentation |
Create UNU.RAN object for a Hyperbolic distribution
with location parameter mu
, tail (shape) parameter
alpha
, asymmetry (shape) parameter beta
, and scale
parameter delta
.
[Distribution] – Hyperbolic.
udhyperbolic(alpha, beta, delta, mu, lb=-Inf, ub=Inf)
alpha |
tail (shape) parameter (must be strictly larger than
absolute value of |
beta |
asymmetry (shape) parameter. |
delta |
scale parameter (must be strictly positive). |
mu |
location parameter. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
The hyperbolic distribution with parameters mu,alpha,beta, and delta has density proportional to
f(x) = exp( -alpha * sqrt(delta^2 + (x - mu)^2) + beta*(x-mu) )
where alpha > |beta| and delta>0.
The domain of the distribution can be truncated to the
interval (lb
,ub
).
An object of class "unuran.cont"
.
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
unuran.cont
.
## Create distribution object for hyperbolic distribution distr <- udhyperbolic(alpha=3,beta=2,delta=1,mu=0) ## Generate generator object; use method PINV (inversion) gen <- pinvd.new(distr) ## Draw a sample of size 100 x <- ur(gen,100)
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