vgParam {VarianceGamma} | R Documentation |
These objects store different parameter sets of the Variance Gamma distribution
for testing or demonstrating purpose as matrixes. Specifically, the parameter
sets smallShape
and largeShape
have constant (standard) location
and spread parameters of c=0 and sigma=1;
where asymmetry and shape parameters vary from theta=(-2, 0, 2)
and nu=(0.5, 1, 2) for smallShape
and
theta=(-4, -2, 0, 2, 4)
and nu=(0.25, 0.5, 1, 2, 4) for largeShape
.
The parameter sets smallParam
and largeParam
have varied
values of all 4 parameters. smallParam
contains all of the parameter
combinations from c=(-2, 0, 2), sigma=(0.5, 1, 2),
theta=(-2, 0, 2) and nu=(0.5, 1, 2).
largeParam
contains all of the parameter combinations from
c=(-4, -2, 0, 2, 4), sigma=(0.25, 0.5, 1, 2, 4),
theta=(-4, -2, 0, 2, 4) and nu=(0.25, 0.5, 1, 2, 4).
smallShape largeShape smallParam largeParam
smallShape
: a 9 by 4 matrix;
largeShape
: a 25 by 4 matrix;
smallParam
: a 81 by 4 matrix;
largeParam
: a 625 by 4 matrix.
David Scott d.scott@auckland.ac.nz, Christine Yang Dong
data(vgParam) ## Testing the accuracy of vgMean for (i in 1:nrow(smallParam)) { param <- smallParam[i,] x <- rvg(10000,param = param) sampleMean <- mean(x) funMean <- vgMean(param = param) difference <- abs(sampleMean - funMean) print(difference) }