File:NIG-process.png
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| Description | three sample paths of normal inverse gaussian (levy) processes |
| Date | |
| Source | created with GNU R. script by Martin Keller-Ressel on this website https://www.fam.tuwien.ac.at/~mkeller/ , permission personally given. |
| Author | Thomas Steiner and Martin Keller-Ressel |
| Permission (Reusing this file) |
Thomas Steiner put it under the CC-by-SA 2.5. |
This file is licensed under the Creative Commons Attribution-Share Alike 2.5 Generic license.
- You are free:
- to share – to copy, distribute and transmit the work
- to remix – to adapt the work
- Under the following conditions:
- attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
- share alike – If you remix, transform, or build upon the material, you must distribute your contributions under the same or compatible license as the original.
use his skript, then execute the following lines to get exacly this plot:
png("NIG-process.png",1000,800)
set.seed(123)
plot.multi(NIG.proc,sigma=0.4,theta=-0.1,kappa=0.8) ## Normal Inverse Gaussian process
dev.off()
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 14:05, 6 July 2007 | | 1,000 × 800 (8 KB) | Thire (talk | contribs) | {{Information |Description = three sample paths of normal inverse gaussian (levy) processes |Source = created with GNU R. script by Martin Keller-Ressel on this website https://www.fam.tuwien.ac.at/~mkeller/ , permission personally given. |Date = 6 july 2 |
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