Description Usage Arguments Value Note Author(s) References Examples
Simulates a non-central chi-square variable with parameters nu (degrees of freedom) and lambda (non-centrality).
1 | sim.n.chi2(nu, lambda)
|
nu |
Degrees of freedom. |
lambda |
Non centrality parameter. |
x |
Generated random variable. |
Translated from Matlab by David-Shaun Guay (HEC Montreal grant).
Bruno Remillard
Chapter 5 of 'Statistical Methods for Financial Engineering, B. Remillard, CRC Press, (2013).
1 2 | x = sim.n.chi2(10,4.5)
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