ProperGeneralizedHyperbolicRNG.this

Constructor

class ProperGeneralizedHyperbolicRNG(T, UniformRNG = Random)
this
(
ref UniformRNG rng
,,
T eta
,,)
if (
isFloatingPoint!T
)

Parameters

rng UniformRNG

uniform random number generator

lambda T

proper generalized inverse Gaussian parameter lambda

eta T

proper generalized inverse Gaussian scale parameter

omega T

proper generalized inverse Gaussian concetration parameter

beta T

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

Meta