Computes the mode of the generalized hyperbolic function.
ghMode(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = -1/2)
a numeric value, the mode of the generalized hyperbolic distribution
first shape parameter.
second shape parameter, should in the range (0, alpha).
scale parameter, must be zero or positive.
location parameter, by default 0.
defines the sublclass, by default \(-1/2\).
The meanings of the parameters correspond to the first
parameterization, see gh
for further details.
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.