my_gig {bayesianVARs}

Draw from generalized inverse Gaussian

Description

Vectorized version of rgig

Usage

my_gig(n, lambda, chi, psi)

Arguments

n

A single integer indicating the number of draws to generate.

lambda

vector of shape parameters.

chi

vector of shape/scale parameters. Must be nonnegative for positive lambdas and positive else.

psi

vector of shape/scale parameters. Must be nonnegative for negative lambdas and positive else.

Value

Matrix of dimension c(n,m), where m is the maximum length of lambda, psi and chi.

Examples

gigsamples <- my_gig(2, c(1,1), c(1,1), c(1,1))