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