Check Parameters of the Generalized Inverse Gaussian Distribution
Given a putative set of parameters for the generalized inverse Gaussian distribution, the functions checks if they are in the correct range, and if they correspond to the boundary cases.
gigCheckPars(param, ...)
param |
Numeric. Putative parameter values for a generalized inverse Gaussian distribution. |
... |
Further arguments for calls to |
The vector param takes the form c(chi, psi, lambda).
If either chi or psi is negative, an error is returned.
If chi is 0 (to within tolerance allowed by all.equal)
then psi and lambda must be positive or an error is
returned. If these conditions are satisfied, the distribution is
identified as a gamma distribution.
If psi is 0 (to within tolerance allowed by all.equal)
then chi must be positive and lambda must be negative or
an error is returned. If these conditions are satisfied, the
distribution is identified as an inverse gamma distribution.
If both chi and psi are positive, then the distribution
is identified as a normal generalized inverse Gaussian distribution.
A list with components:
case |
Whichever of |
errMessage |
An appropriate error message if an error was found,
the empty string |
David Scott d.scott@auckland.ac.nz
Paolella, Marc S. (2007) Intermediate Probability: A Computational Approach, Chichester: Wiley
gigCheckPars(c(5, 2.5, -0.5)) # normal gigCheckPars(c(-5, 2.5, 0.5)) # error gigCheckPars(c(5, -2.5, 0.5)) # error gigCheckPars(c(-5, -2.5, 0.5)) # error gigCheckPars(c(0, 2.5, 0.5)) # gamma gigCheckPars(c(0, 2.5, -0.5)) # error gigCheckPars(c(0, 0, 0.5)) # error gigCheckPars(c(0, 0, -0.5)) # error gigCheckPars(c(5, 0, 0.5)) # error gigCheckPars(c(5, 0, -0.5)) # invgamma
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