[R] fBasics package: dnig

[Rajdeep Das]

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