gigParam {GeneralizedHyperbolic} | R Documentation |
Parameter Sets for the Generalized Inverse Gaussian Distribution
Description
These objects store different parameter sets of the generalized inverse Gaussian distribution as matrices for testing or demonstration purposes.
The parameter sets gigSmallParam
and gigLargeParam
give
combinations of values of the parameters ,
and
. For
gigSmallParam
,
the values of and
are chosen from {0.1,
0.5, 2, 5, 20, 50}, and the values of
from
{-0.5, 0, 0.5, 1, 5}. For
gigLargeParam
, the values of
and
are chosen from {0.1, 0.2, 0.5, 1,
2, 5, 10, 20, 50, 100}, and the values of
from
{-2, -1, -0.5, 0, 0.1, 0.2, 0.5, 1, 2, 5, 10}.
Usage
gigSmallParam
gigLargeParam
Format
gigSmallParam
: a 125 by 3 matrix;
gigLargeParam
: a 1100 by 3 matrix.
Author(s)
David Scott d.scott@auckland.ac.nz
Examples
data(gigParam)
## Check values of chi and psi
plot(gigLargeParam[, 1], gigLargeParam[, 2])
### Check all three parameters
pairs(gigLargeParam,
labels = c(expression(chi),expression(psi),expression(lambda)))
## Testing the accuracy of gigMean
for (i in 1:nrow(gigSmallParam)) {
param <- gigSmallParam[i, ]
x <- rgig(1000, param = param)
sampleMean <- mean(x)
funMean <- gigMean(param = param)
difference <- abs(sampleMean - funMean)
print(difference)
}
[Package GeneralizedHyperbolic version 0.8-6 Index]