my_gig: Draw from generalized inverse Gaussian

In bayesianVARs: MCMC Estimation of Bayesian Vectorautoregressions

Draw from generalized inverse Gaussian

Description

Vectorized version of rgig

Usage

my_gig(n, lambda, chi, psi)

Arguments

n	A single integer indicating the number of draws to generate.
lambda	vector of shape parameters.
chi	vector of shape/scale parameters. Must be nonnegative for positive lambdas and positive else.
psi	vector of shape/scale parameters. Must be nonnegative for negative lambdas and positive else.

Value

Matrix of dimension c(n,m), where m is the maximum length of lambda, psi and chi.

Examples

gigsamples <- my_gig(2, c(1,1), c(1,1), c(1,1))

bayesianVARs documentation built on April 3, 2025, 6:25 p.m.