Plots the normal inverse Gaussian Shape Triangle.
nigShapeTriangle(object, add = FALSE, labels = TRUE, ...)
displays the parameters of fitted distributions in the NIG shape triangle.
an object of class "fDISTFIT" as returned by the function
nigFit.
a logical value. Should another point added to the NIG shape triangle? By default FALSE, a new plot will be created.
a logical flag by default TRUE.
Should the logarithm of the density be returned?
arguments to be passed to the function integrate.
David Scott for code implemented from R's contributed package
HyperbolicDist.
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.