| Library: | stats |
| See also: | qnig cdfnig pdfnig rndnig mlhyp |
| Quantlet: | mlnig | |
| Description: | estimates the distributional parameters of univariate Normal Inverse Gaussian (NIG) distributed variable |
| Usage: | para = mlnig(data) | |
| Input: | ||
| data | array, observations of NIG variable | |
| Output: | ||
| para.alpha | scalar, parameter of NIG variable | |
| para.beta | scalar, parameter of NIG variable | |
| para.delta | scalar, parameter of NIG variable | |
| para.mu | scalar, parameter of NIG variable | |
library("stats")
randomize(21)
alpha = 3
beta = 1
delta = 1
mu =0
x = rndnig(alpha,beta,delta,mu,2000)
para = mlnig(x)
para
Contents of para.alpha [1,] 3.3666 Contents of para.beta [1,] 1.1218 Contents of para.delta [1,] 1.119 Contents of para.mu [1,] -0.017778