I want to simulate stock prices with the variance gamma process. The model is given by:

$S\_T=S\_0 e^{ {[}(r-1)T + \omega + z{]}} $

where

$S\_0= $ starting value

$T= $ Time

$\omega=\frac{T}{\nu}ln(1-\theta \nu - \sigma^2 \frac{\nu }{2})$ 

$r= $ interest rate

$z= $ normally distributed variable with mean $\theta g$ and standard deviation $\sigma \sqrt{g}$

I know, that I have to simulate first the g values by a random generator (using gamma function with parameters), then generate random numbers z using the g's. But my problem is, how does I specify the three parameters $\nu$ and $\theta$ and r? The T means years, so if I have e.g. 10 trading days, this would be 10 divided by 365. I had a another simulation with the geometric brownian motion before, there I used the sample mean, sample standard deviation, 22 trading days, and starting value 20. So I thought to make it comparable:

$T=22/365$

$S\_0=20$

Nut what about $\theta$, $\nu$ and r? Is r just the sample mean?