vgCheckPars: Check Parameters of the Variance Gamma Distribution

In VarianceGamma: The Variance Gamma Distribution

Check Parameters of the Variance Gamma Distribution

Description

Given a putative set of parameters for the variance gamma distribution, the functions checks if the parameters are in the correct range, and if the set has the correct length of 4.

Usage

  vgCheckPars(param, ...)

Arguments

param	Numeric. Putative parameter values for a Variance Gamma distribution.
...	Further arguments for calls to all.equal.

Details

The vector param takes the form c(c, sigma, theta, nu). If either sigma or nu is negative, then an error message is returned.

If the vector param has a length not equal to 4, then an error message is returned.

Value

A list with components:

case	Whichever of 'error' 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], Christine Yang Dong [e-mail]

See Also

dvg, vgMom

Examples

 vgCheckPars(c(0,1,0,1))      # normal
 vgCheckPars(c(0,0,0,1))      # error
 vgCheckPars(c(0,1,0,-2))     # error
 vgCheckPars(c(0,1,0))        # error

VarianceGamma documentation built on Nov. 26, 2023, 3:01 p.m.