Library: | distribs |
See also: | rndhyp normal |
Quantlet: | rndnig | |
Description: | generates arrays up to eight dimensions of pseudo random variables with Normal Inverse Gaussian (NIG) distribution. |
Usage: | y = rndnig(alpha,beta,delta,mu,d1{,d2,d3,{...,d8}}) | |
Input: | ||
alpha | scalar, parameter of NIG distribution | |
beta | scalar, parameter of NIG distribution | |
delta | scalar, parameter of NIG distribution | |
mu | scalar, parameter of NIG 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 NIG distribution |
library("distribs") library("xplore") randomize(21) alpha = 2 beta = 0 delta = 1 mu =0 x = rndnig(alpha,beta,delta,mu,5,3) x
Contents of x [1,] -1.8591 0.59785 -0.0085651 [2,] -0.20624 1.1944 0.42365 [3,] -1.7281 0.21756 0.57497 [4,] -0.61381 0.084498 0.00017038 [5,] 0.30584 0.37054 0.42066