| 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