Vectorized version of rgig
Usage
my_gig(n, lambda, chi, psi)
Arguments
- n
A single integer indicating the number of draws to generate.
- lambda
vector of shape parameters.
- chi
vector of shape/scale parameters. Must be nonnegative for positive lambdas and positive else.
- psi
vector of shape/scale parameters. Must be nonnegative for negative lambdas and positive else.
Value
Matrix of dimension c(n,m), where m is the maximum length of lambda, psi and chi.
Examples
gigsamples <- my_gig(2, c(1,1), c(1,1), c(1,1))
