gnlCheckPars: Check Parameters of the Generalised Normal Laplace...

Description Usage Arguments Details Author(s) References Examples

Description

Given a set of parameters for the Generalised Normal Laplace distribution, the functions checks the validity of each parameter and if they and if they correspond to the boundary cases.

Usage

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gnlCheckPars(param)

Arguments

param

Numeric. Parameter values for the Generalised Normal Laplace distribution.

Details

The vector param takes the form c(mu, sigma, alpha, beta, rho).

If any of sigma, alpha, beta or rho is negative or NA, an error is returned.

Author(s)

Simon Potter

References

William J. Reed. (2006) The Normal-Laplace Distribution and Its Relatives. In Advances in Distribution Theory, Order Statistics and Inference, pp. 61–74. Birkhäuser, Boston.

Examples

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## Correct parameters
gnlCheckPars(c(0, 1.5, 1, 2, 1))
gnlCheckPars(c(3, 1, 1.5, 2, 2))

## Incorrect parameters, each error providing a different error message
gnlCheckPars(c(2, -1, 1, 1, 1))             # invalid sigma
gnlCheckPars(c(2, 1, -1, 2, 1))             # invalid alpha
gnlCheckPars(c(0, 1, 2, -1, 1))             # invalid beta
gnlCheckPars(c(0, 1, 2, 1, -1))             # invalid rho
gnlCheckPars(c(0, -0.01, -0.1, 1, 1))       # sigma and alpha incorrect
gnlCheckPars(c(2, -0.5, 1, -0.2, 1))        # sigma and beta incorrect
gnlCheckPars(c(2, -0.5, 1, 0.2, -1))        # sigma and rho incorrect
gnlCheckPars(c(1, 1, -0.2, -1, 1))          # alpha and beta incorrect
gnlCheckPars(c(1, 1, -0.2, 1, -1))          # alpha and rho incorrect
gnlCheckPars(c(1, 1, 0.2, -1, -1))          # beta and rho incorrect
gnlCheckPars(c(1, -1, -0.2, -1, 1))         # sigma, alpha and beta incorrect
gnlCheckPars(c(1, -1, -0.2, 1, -1))         # sigma, alpha and rho incorrect
gnlCheckPars(c(1, -1, 0.2, -1, -1))         # sigma, beta and rho incorrect
gnlCheckPars(c(1, 1, -0.2, -1, -1))         # alpha, beta and rho incorrect
gnlCheckPars(c(0, -0.1, -0.2, -0.3, -0.4))  # all four parameters erroneous
gnlCheckPars(c(0.5, NA, 1, 1, 1))           # NA introduced
gnlCheckPars(c(-1, 1, 1))                   # incorrect number of parameters

sjp/NormalLaplace documentation built on May 30, 2019, 12:06 a.m.