Hi, I am trying to calculate probability density of normal inverse gaussian distribution. I am using dnig function of fBasics package. However, I am getting following result. The density at x = 0.003042866 is:
> dnig(x= 0.003042866, alpha=5.184868, beta= 0.11841, delta= 0.06038513, mu= > -0.0003520626) [1] 6.550251 I am not sure why it is 6.550251. Can anyone tell me why density is more than 1? Thank you for your time. --Raj ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.