rmixnorm

Generates random numbers from a mixture of 2 normal distributions

Implementations of a large number of tests for symmetry and their
bootstrap variants, which can be used for testing the symmetry of random
samples around a known or unknown mean. Functions are also there for testing
the symmetry of model residuals around zero. Currently, the supported models
are linear models and generalized autoregressive conditional
heteroskedasticity (GARCH) models (fitted with the 'fGarch' package). All
tests are implemented using the 'Rcpp' package which ensures great
performance of the code.

Blagoje Ivanović

symmetry

Testing for Symmetry of Data and Model Residuals

rmixnorm function

<dl><dt>n</dt>
<dd>number of observations</dd>
<dt>mean1</dt>
<dd>mean of the first normal</dd>
<dt>sd1</dt>
<dd>standard deviation of the first normal</dd>
<dt>mean2</dt>
<dd>mean of the second normal</dd>
<dt>sd2</dt>
<dd>standard deviation of the second normal</dd>
<dt>p</dt>
<dd>probability of the first normal</dd></dl>

Arguments

Mixture of 2 normal distributions — rmixnorm

<dl>

<dt>n</dt>
<dd>number of observations</dd>


<dt>mean1</dt>
<dd>mean of the first normal</dd>


<dt>sd1</dt>
<dd>standard deviation of the first normal</dd>


<dt>mean2</dt>
<dd>mean of the second normal</dd>


<dt>sd2</dt>
<dd>standard deviation of the second normal</dd>


<dt>p</dt>
<dd>probability of the first normal</dd>

</dl>

rmixnorm: Mixture of 2 normal distributions

Description

Usage

Value

Arguments