fBasics (version 4041.97)

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

a named numerical value. The name is one of MED, IQR, SKEW, or KURT, obtained by dropping the ght prefix from the name of the corresponding function.

Arguments

beta

skewness parameter in the range (0, alpha).

delta

scale parameter, must be zero or positive.

mu

location parameter, by default 0.

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.

Details

The parameters are those of the first parameterization.

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)