search for: lambdastar

...an of the sample for days of rain mdr=mean(drain) mdr #calculate the parameter of the exponential distribution lambdahat = 1.0/mdr lambdahat #draw the bootstrap sample from Exponential x = rexp(n*b, lambdahat) x bootstrapsample = matrix(x, nrow=n, ncol=b) bootstrapsample # Compute the bootstrap lambdastar lambdastar = 1.0/colMeans(bootstrapsample) lambdastar # Compute the differences deltastar = lambdastar - lambdahat deltastar # Find the 0.05 and 0.95 quantile for deltastar d = quantile(deltastar, c(0.05,0.95)) d # Calculate the 95% confidence interval for lambda. ci = lambdahat - c(d[2], d[1])...

...W <- rGIG(n, lambda, chi, psi); Z <- rnorm(n,0,1); y<-mu + beta * W + sqrt(W) * Z *gamma; for (i in 1:n){ theldastar<-rep(0,n) zi<-rep(0,n) ti<-rep(0,n) muthelda<-mu gammathelda<-thelda*gamma sigmathelda<-(thelda^2)*sigma betathelda<-(thelda^2)*sigma*beta lambdastar<-lambda-0.5 theldastar[i]<-sqrt(1+((y[i]-muthelda)/sigmathelda)^2) gammastar<-sqrt((gammathelda^2)+((betathelda/sigmathelda)^2)) klambda1<-besselM3(lambdastar+1, x=2, logvalue=FALSE) klambda<-besselM3(lambdastar,x=2,logvalue=FALSE) klambda2<-besselM3(lambdastar-1,x=2,logvalue...