fBasics (version 2110.79)

nigShapeTriangle: NIG Shape Triangle

Description

Plots the normal inverse Gaussian Shape Triangle.

Usage

nigShapeTriangle(object, add = FALSE, labels = TRUE, ...)

Arguments

object

an object of class "fDISTFIT" as returned by the function nigFit.

add

a logical value. Should another point added to the NIG shape triangle? By default FALSE, a new plot will be created.

labels

a logical flag by default TRUE. Should the logarithm of the density be returned?

...

arguments to be passed to the function integrate.

Value

• displays the parameters of fitted distributions in the NIG shape triangle.

References

Atkinson, A.C. (1982); The simulation of generalized inverse Gaussian and hyperbolic random variables, SIAM J. Sci. Stat. Comput. 3, 502--515.

Barndorff-Nielsen O. (1977); Exponentially decreasing distributions for the logarithm of particle size, Proc. Roy. Soc. Lond., A353, 401--419.

Barndorff-Nielsen O., Blaesild, P. (1983); Hyperbolic distributions. In Encyclopedia of Statistical Sciences, Eds., Johnson N.L., Kotz S. and Read C.B., Vol. 3, pp. 700--707. New York: Wiley.

Raible S. (2000); Levy Processes in Finance: Theory, Numerics and Empirical Facts, PhD Thesis, University of Freiburg, Germany, 161 pages.

Examples

## nigShapeTriangle -
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