fBasics (version 4021.93)

ghtRobMoments: Robust Moments for the GHT

Description

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)

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.

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.

Author

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)