sim.n.chi2: Simulates a non-central chi-square variable.

Description Usage Arguments Value Note Author(s) References Examples

Description

Simulates a non-central chi-square variable with parameters nu (degrees of freedom) and lambda (non-centrality).

Usage

1
sim.n.chi2(nu, lambda)

Arguments

nu

Degrees of freedom.

lambda

Non centrality parameter.

Value

x

Generated random variable.

Note

Translated from Matlab by David-Shaun Guay (HEC Montreal grant).

Author(s)

Bruno Remillard

References

Chapter 5 of 'Statistical Methods for Financial Engineering, B. Remillard, CRC Press, (2013).

Examples

1
2
x = sim.n.chi2(10,4.5)
  

SMFI5 documentation built on May 2, 2019, 10:25 a.m.

Related to sim.n.chi2 in SMFI5...