random_distpars function

Create random distribution parameter values

random_distpars generates random distribution parameter values

random_distpars(d, cond_dist)

Arguments

• cond_dist: specifies the conditional distribution of the model as "Gaussian", "Student", "ind_Student", or "ind_skewed_t", where "ind_Student" the Student's $t$ distribution with independent components, and "ind_skewed_t" is the skewed $t$ distribution with independent components (see Hansen, 1994).

Returns

Returns a numeric vector ...

• If cond_dist == "Gaussian":: of length zero.
• If cond_dist == "Student":: of length one containing a df param strictly larger than two.
• If cond_dist == "ind_Student":: of length d containing df params strictly larger than two.
• If cond_dist == "ind_skewed_t":: of length 2d containing df params strictly larger than two in the first d elements and skewness params strictly between -1 and 1 in the rest d elements.