Library: | distribs |
See also: | qnig cdfnig mlnig rndnig pdfhyp |
Quantlet: | pdfnig | |
Description: | generates the pdf of Normal Inverse Gaussian (NIG) distribution |
Usage: | y = pdfnig(data,alpha,beta,delta,mu) | |
Input: | ||
data | n x 1 vector, input arguments | |
alpha | scalar, parameter of NIG distribution | |
beta | scalar, parameter of NIG distribution | |
delta | scalar, parameter of NIG distribution | |
mu | scalar, parameter of NIG distribution | |
Output: | ||
y | n x 1 vector, pdf of the NIG distribution |
library("distribs") library("plot") library("smoother") library("distribs") randomize(21) alpha = 2 beta = 0 delta = 1 mu =0 x = rndnig(alpha,beta,delta,mu,1000) x = sort(x) y = pdfnig(x,alpha,beta,delta,mu) pdfline = setmask(x~y,"line","blue") pdfne = setmask(denest(x),"line","dotted") d = createdisplay(1,1) show(d,1,1,pdfline,pdfne) setgopt(d,1,1,"title","Density function of NIG distribution","border",0)
density is displayed graphically