rNIG: Simulates nig distribution
In davidbolin/ngme: Linear Mixed Effects Models With Flexible Distributions
View source: R/simulation.functions.R
rNIG R Documentation
Simulates nig distribution
Description
internal function for simulating nig iid random variables using
V ~ IG(nu,h^2 nu)
Z ~ N(0, 1)
X ~ delta + (V - h) * mu + sqrt(V) * sigma * Z
Usage
rNIG(n = 1, delta, mu, sigma, nu, h = NULL)
Arguments
n
number of simulations (if h is not NULL then n is ignored)
delta
(real) location parameter
mu
(real) symmetric parameter
sigma
(real) scale parameter
nu
(real, >0) shape parameter
h
(m x 1) (h = 1) discritization vector
davidbolin/ngme documentation built on Dec. 5, 2023, 11:48 p.m.
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View source: R/simulation.functions.R
| rNIG | R Documentation |
Simulates nig distribution
Description
internal function for simulating nig iid random variables using V ~ IG(nu,h^2 nu) Z ~ N(0, 1) X ~ delta + (V - h) * mu + sqrt(V) * sigma * Z
Usage
rNIG(n = 1, delta, mu, sigma, nu, h = NULL)
Arguments
n |
number of simulations (if h is not NULL then n is ignored) |
delta |
(real) location parameter |
mu |
(real) symmetric parameter |
sigma |
(real) scale parameter |
nu |
(real, >0) shape parameter |
h |
(m x 1) (h = 1) discritization vector |
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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