SMFI5 (version 1.0)

sim.n.chi2: Simulates a non-central chi-square variable.

Description

Simulates a non-central chi-square variable with parameters nu (degrees of freedom) and lambda (non-centrality).

Usage

sim.n.chi2(nu, lambda)

Arguments

nu

Degrees of freedom.

lambda

Non centrality parameter.

Value

x

Generated random variable.

References

Chapter 5 of 'Statistical Methods for Financial Engineering, B. Remillard, CRC Press, (2013).

Examples

x = sim.n.chi2(10,4.5)