VarianceGamma (version 0.3-0)

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.

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.

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.

See Also

dvg, vgMom

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