| 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