VarianceGamma: vgCheckPars – R documentation

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vgCheckPars

Check Parameters of the Variance Gamma Distribution

Description

Given a putative set of parameters for the variance gamma distribution, the functions checks if the parameters are in the correct range, and if the set has the correct length of 4.

Usage

vgCheckPars(param, ...)

Arguments

`param`	Numeric. Putative parameter values for a Variance Gamma distribution.
`...`	Further arguments for calls to `all.equal`.

Details

The vector param takes the form c(c, sigma, theta, nu). If either sigma or nu is negative, then an error message is returned.

If the vector param has a length not equal to 4, then an error message is returned.

Value

A list with components:

`case`	Whichever of `'error'` or `'normal'` is identified by the function.
`errMessage`	An appropriate error message if an error was found, the empty string `""` otherwise.

Author(s)

David Scott d.scott@auckland.ac.nz, Christine Yang Dong c.dong@auckland.ac.nz

Examples

vgCheckPars(c(0,1,0,1))      # normal
 vgCheckPars(c(0,0,0,1))      # error
 vgCheckPars(c(0,1,0,-2))     # error
 vgCheckPars(c(0,1,0))        # error

VarianceGamma

The Variance Gamma Distribution

v0.4-0

GPL (>= 2)

Authors

David Scott <d.scott@auckland.ac.nz> and Christine Yang Dong <c.dong@auckland.ac.nz>

Initial release

2018-11-26