gigCheckPars: Check Parameters of the Generalized Inverse Gaussian...

In GeneralizedHyperbolic: The Generalized Hyperbolic Distribution

Check Parameters of the Generalized Inverse Gaussian Distribution

Description

Given a putative set of parameters for the generalized inverse Gaussian distribution, the functions checks if they are in the correct range, and if they correspond to the boundary cases.

Usage

gigCheckPars(param, ...)

Arguments

param	Numeric. Putative parameter values for a generalized inverse Gaussian distribution.
...	Further arguments for calls to all.equal.

Details

The vector param takes the form c(chi, psi, lambda).

If either chi or psi is negative, an error is returned.

If chi is 0 (to within tolerance allowed by all.equal) then psi and lambda must be positive or an error is returned. If these conditions are satisfied, the distribution is identified as a gamma distribution.

If psi is 0 (to within tolerance allowed by all.equal) then chi must be positive and lambda must be negative or an error is returned. If these conditions are satisfied, the distribution is identified as an inverse gamma distribution.

If both chi and psi are positive, then the distribution is identified as a normal generalized inverse Gaussian distribution.

Value

A list with components:

case	Whichever of "error", "gamma", invgamma, or "normal" is identified by the function.
errMessage	An appropriate error message if an error was found, the empty string "" otherwise.

Author(s)

David Scott [e-mail]

References

Paolella, Marc S. (2007) Intermediate Probability: A Computational Approach, Chichester: Wiley

See Also

dgig

Examples

gigCheckPars(c(5, 2.5, -0.5))      # normal
gigCheckPars(c(-5, 2.5, 0.5))      # error
gigCheckPars(c(5, -2.5, 0.5))      # error
gigCheckPars(c(-5, -2.5, 0.5))     # error
gigCheckPars(c(0, 2.5, 0.5))       # gamma
gigCheckPars(c(0, 2.5, -0.5))      # error
gigCheckPars(c(0, 0, 0.5))         # error
gigCheckPars(c(0, 0, -0.5))        # error
gigCheckPars(c(5, 0, 0.5))         # error
gigCheckPars(c(5, 0, -0.5))        # invgamma

GeneralizedHyperbolic documentation built on April 1, 2025, 3 a.m.