gigChangePars {HyperbolicDist} | R Documentation |
Change Parameterizations of the Generalized Inverse Gaussian Distribution
Description
This function interchanges between the following 4 parameterizations of the generalized inverse Gaussian distribution:
1. (\lambda,\chi,\psi)
2. (\lambda,\delta,\gamma)
3. (\lambda,\alpha,\beta)
4. (\lambda,\omega,\eta)
See Jörgensen (1982) and Dagpunar (1989)
Usage
gigChangePars(from, to, Theta, noNames = FALSE)
Arguments
from |
The set of parameters to change from. |
to |
The set of parameters to change to. |
Theta |
“ |
noNames |
Logical. When |
Details
The range of \lambda
is the whole real line.
In each parameterization, the other two parameters must take positive
values.
Value
A numerical vector of length 3 representing Theta
in the
“to
” parameterization.
Author(s)
David Scott d.scott@auckland.ac.nz
References
Jörgensen, B. (1982). Statistical Properties of the Generalized Inverse Gaussian Distribution. Lecture Notes in Statistics, Vol. 9, Springer-Verlag, New York.
Dagpunar, J. S. (1989). An easily implemented generalised inverse Gaussian generator, Commun. Statist.—Simula., 18, 703–710.
See Also
Examples
Theta1 <- c(-0.5,5,2.5) # Parameterisation 1
Theta2 <- gigChangePars(1, 2, Theta1) # Convert to parameterization 2
Theta2 # Parameterization 2
gigChangePars(2, 1, as.numeric(Theta2)) # Convert back to parameterization 1