Library: | distribs |
See also: | qnig mlnig pdfnig rndnig cdfhyp |
Quantlet: | cdfnig | |
Description: | generates cdf of Normal Inverse Gaussian (NIG) distributed variable |
Usage: | y = cdfnig(data,alpha,beta,delta,mu) | |
Input: | ||
data | scalar, observations of NIG variable | |
alpha | scalar, parameter of NIG variable | |
beta | scalar, parameter of NIG variable | |
delta | scalar, parameter of NIG variable | |
mu | scalar, parameter of NIG variable | |
Output: | ||
y | scalar, cdf of the NIG variable |
library("distribs") randomize(21) alpha = 1 beta = 0 delta = 1 x = rndnig(alpha,beta,delta,mu,20) y = cdfnig(x[1:3],alpha,beta,delta,mu) y
Contents of y [1,] 0.0089811 [2,] 0.36644 [3,] 0.01246