Parameter Sets for the Generalized Inverse Gaussian Distribution
These objects store different parameter sets of the generalized inverse Gaussian distribution as matrices for testing or demonstration purposes.
The parameter sets gigSmallParam and gigLargeParam give
combinations of values of the parameters chi,
psi and lambda. For gigSmallParam,
the values of chi and psi are chosen from {0.1,
0.5, 2, 5, 20, 50}, and the values of lambda from
{-0.5, 0, 0.5, 1, 5}. For gigLargeParam, the values of
chi and psi are chosen from {0.1, 0.2, 0.5, 1,
2, 5, 10, 20, 50, 100}, and the values of lambda from
{-2, -1, -0.5, 0, 0.1, 0.2, 0.5, 1, 2, 5, 10}.
gigSmallParam gigLargeParam
gigSmallParam: a 125 by 3 matrix;
gigLargeParam: a 1100 by 3 matrix.
David Scott d.scott@auckland.ac.nz
data(gigParam)
## Check values of chi and psi
plot(gigLargeParam[, 1], gigLargeParam[, 2])
### Check all three parameters
pairs(gigLargeParam,
labels = c(expression(chi),expression(psi),expression(lambda)))
## Testing the accuracy of gigMean
for (i in 1:nrow(gigSmallParam)) {
param <- gigSmallParam[i, ]
x <- rgig(1000, param = param)
sampleMean <- mean(x)
funMean <- gigMean(param = param)
difference <- abs(sampleMean - funMean)
print(difference)
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