| Library: | distribs |
| See also: | pdfnig cdfnig mlnig rndnig |
| Quantlet: | qnig | |
| Description: | generates the p-th quantile of Normal Inverse Gaussian (NIG) distributed variable in the interval [a,b] |
| Usage: | y = qnig(p,a,b,alpha,beta,delta,mu) | |
| Input: | ||
| p | scalar, probability of NIG variable | |
| a | scalar, lower bound of the quantile | |
| b | scalar, upper bound of the quantile | |
| 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, p-th quantile of the NIG variable | |
library("distribs")
lambda = -0.5
alpha = 1
beta = 0
delta = 1
mu =0
p = aseq(0.01,5,0.1)
a = matrix(5,1)*(-5)
b = matrix(5,1)*5
y = qnig(p,a,b,alpha,beta,delta,mu)
y
Contents of y [1,] -2.7019 [2,] -1.0775 [3,] -0.65692 [4,] -0.38893 [5,] -0.17518