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This function interchanges between the following 4 parameterizations of the generalized inverse Gaussian distribution:
1.
2.
3.
4.
See J<U+001B29E5>nsen (1982) and Dagpunar (1989)
gigChangePars(from, to, param, noNames = FALSE)
The set of parameters to change from.
The set of parameters to change to.
“from
” parameter vector consisting of 3
numerical elements.
Logical. When TRUE
, suppresses the parameter
names
in the output.
A numerical vector of length 3 representing param
in the
“to
” parameterization.
The range of
J<U+001B29E5>nsen, B. (1982). Statistical Properties of the Generalized Inverse Gaussian Distribution. Lecture Notes in Statistics, Vol. 9, Springer-Verlag, New York.
Dagpunar, J. S. (1989). An easily implemented generalised inverse Gaussian generator, Commun. Statist.---Simula., 18, 703--710.
# NOT RUN {
param1 <- c(2.5, 0.5, 5) # Parameterisation 1
param2 <- gigChangePars(1, 2, param1) # Convert to parameterization 2
param2 # Parameterization 2
gigChangePars(2, 1, as.numeric(param2)) # Convert back to parameterization 1
# }
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