GRAN5: Gauss procedure to generate heteroskedastic normal random numbers
Generation of heteroskedastic normal pseudo-random numbers using GAUSS (version 3.6 or later). Drawings from a Chi-square with nu degrees of freedom are done first. Standard normal random numbers are next generated, and then they are transformed to have variances equal to the values of the Chi-square deviates.
|Date of creation:||Mar 2007|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.ccm.itesm.mx/egap/|
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:ega:comcod:200706. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Amaranta Arroyo)The email address of this maintainer does not seem to be valid anymore. Please ask Amaranta Arroyo to update the entry or send us the correct address
If references are entirely missing, you can add them using this form.