gigCalcRange {HyperbolicDist} | R Documentation |
Given the parameter vector Theta of a generalized inverse Gaussian
distribution, this function determines the range outside of which the density
function is negligible, to a specified tolerance. The parameterization
used is the (chi, psi) one (see
dgig
). To use another parameterization, use
gigChangePars
.
gigCalcRange(Theta, tol = 10^(-5), density = TRUE, ...)
Theta |
Value of parameter vector specifying the generalized inverse Gaussian distribution. |
tol |
Tolerance. |
density |
Logical. If TRUE , the bounds are for the density
function. If FALSE , they should be for the probability
distribution, but this has not yet been implemented. |
... |
Extra arguments for calls to uniroot . |
The particular generalized inverse Gaussian distribution being
considered is specified by the value of the parameter value
Theta
.
If density = TRUE
, the function gives a range, outside of which
the density is less than the given tolerance. Useful for plotting the
density. Also used in determining break points for the separate
sections over which numerical integration is used to determine the
distribution function. The points are found by using
uniroot
on the density function.
If density = FALSE
, the function returns the message:
"Distribution function bounds not yet implemented
".
A two-component vector giving the lower and upper ends of the range.
David Scott d.scott@auckland.ac.nz
Jörgensen, B. (1982). Statistical Properties of the Generalized Inverse Gaussian Distribution. Lecture Notes in Statistics, Vol. 9, Springer-Verlag, New York.
Theta <- c(-0.5,5,2.5) maxDens <- dgig(gigMode(Theta), Theta) gigRange <- gigCalcRange(Theta, tol = 10^(-3)*maxDens) gigRange curve(dgig(x, Theta), gigRange[1], gigRange[2]) ## Not run: gigCalcRange(Theta, tol = 10^(-3), density = FALSE)