SkewHyperbolic (version 0.4-2)

skewhypParam: Parameter Sets for the Skew Hyperbolic t-Distribution

Description

These objects store different parameter sets of the skew hyperbolic \(t\) distribution for testing or demonstrating purpose as matrices.

Specifically, the parameter sets skewhypSmallShape and skewhypLargeShape have constant location parameter of \(\mu = 0\) and scale parameter of \(\delta = 1\).

The skewness parameter \(\beta\) takes values from {0,2} in skewhypSmallShape and skewhypSmallParam, and from {-5,0,1,2,5} in skewhypLargeShape and skewhypLargeParam.

The shape parameter \(\nu\) takes values from {1,5} in skewhypSmallShape and skewhypSmallParam, and from {1,2,5,10,20} in skewhypLargeShape and skewhypLargeParam.

Usage

data(skewhypParam)

Format

skewhypSmallShape: a 4 by 4 matrix;

skewhypLargeShape: a 25 by 4 matrix;

skewhypSmallParam: a 16 by 4 matrix;

skewhypLargeParam: a 400 by 4 matrix.

Author

David Scott

Examples

data(skewhypParam)
### Testing the accuracy of skewhypMean
for (i in 1:nrow(skewhypSmallParam)) {
  param <- skewhypSmallParam[i, ]
  x <- rskewhyp(1000, param = param)
  sampleMean <- mean(x)
  distMean <- skewhypMean(param = param)
  difference <- abs(sampleMean - distMean)
  print(difference)
}