Computes the first four robust moments for the
generalized hyperbolic Student-t.
Usage
ghtMED(beta = 0.1, delta = 1, mu = 0, nu = 10)
ghtIQR(beta = 0.1, delta = 1, mu = 0, nu = 10)
ghtSKEW(beta = 0.1, delta = 1, mu = 0, nu = 10)
ghtKURT(beta = 0.1, delta = 1, mu = 0, nu = 10)
Arguments
beta, delta, mu
numeric values.
beta is the skewness parameter in the range (0, alpha);
delta is the scale parameter, must be zero or positive;
mu is the location parameter, by default 0.
These are the parameters in the first parameterization.
nu
a numeric value, the number of degrees of freedom.
Note, alpha takes the limit of abs(beta),
and lambda=-nu/2.
Value
All values for the *ght functions are numeric vectors:
d* returns the density,
p* returns the distribution function,
q* returns the quantile function, and
r* generates random deviates.
All values have attributes named "param" listing
the values of the distributional parameters.
Author(s)
Diethelm Wuertz.
Examples
## ghtMED -
# Median:
ghtMED(beta = 0.1, delta = 1, mu = 0, nu = 10)
## ghtIQR -
# Inter-quartile Range:
ghtIQR(beta = 0.1, delta = 1, mu = 0, nu = 10)
## ghtSKEW -
# Robust Skewness:
ghtSKEW(beta = 0.1, delta = 1, mu = 0, nu = 10)
## ghtKURT -
# Robust Kurtosis:
ghtKURT(beta = 0.1, delta = 1, mu = 0, nu = 10)