GeneralizedHyperbolicRNG.this

Constructor

class GeneralizedHyperbolicRNG(T, UniformRNG = Random)
this
(
ref UniformRNG rng
,,
T chi
,
T psi
,)
if (
isFloatingPoint!T
)

Parameters

rng UniformRNG

uniform random number generator

lambda T

generalized inverse Gaussian parameter lambda

chi T

generalized inverse Gaussian chi parameter

psi T

generalized inverse Gaussian psi parameter

beta T

mixture scale parameter: Y*U^(1/2)+beta*U

Meta