| 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