Library: | distribs |
See also: | rndnig pdfhyp cdfhyp |
Quantlet: | rndhyp | |
Description: | generates arrays up to eight dimensions of pseudo random variables with hyperbolic (HYP) distribution. |
Usage: | y = rndhyp(alpha,beta,delta,mu,d1{,d2,d3,{...,d8}}) | |
Input: | ||
alpha | scalar, parameter of HYP distribution | |
beta | scalar, parameter of HYP distribution | |
delta | scalar, parameter of HYP distribution | |
mu | scalar, parameter of HYP distribution | |
d1,...,d8 | scalar, array dimensions (d2 to d8 optionals, default=0) | |
Output: | ||
y | d1 x d2 x ... x dn matrix containing pseudo random variables with hyperbolic distribution |
library("distribs") library("xplore") randomize(21) alpha = 2 beta = 0 delta = 1 mu = 0 x = rndhyp(alpha,beta,delta,mu,5,3) x
Contents of y [1,] -2.4786 0.81477 -0.012016 [2,] -0.27951 1.6172 0.57585 [3,] -2.3158 0.29505 0.78339 [4,] -0.83153 0.11504 -7.3105e-05 [5,] 0.41628 0.50511 0.57174