Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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

Example:
library("distribs")
library("xplore")
randomize(21)
alpha = 2
beta = 0
delta = 1
mu = 0
x = rndhyp(alpha,beta,delta,mu,5,3)
x

Result:
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



Author: S. Borak, R. Weron 20030304, Y. Chen 20051210 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006