fBasics (version 4041.97)

snigFit: Fit of a Standardized NIG Distribution

Description

Estimates the parameters of a standardized normal inverse Gaussian distribution.

Usage

snigFit(x, zeta = 1, rho = 0, scale = TRUE, doplot = TRUE, 
    span = "auto", trace = TRUE, title = NULL, description = NULL, ...)

Value

an object from class "fDISTFIT".

Slot fit is a list with the same components as the result from

snigFit.

Arguments

zeta, rho

shape parameter zeta is positive, skewness parameter rho is in the range (-1, 1).

description

a character string which allows for a brief description.

doplot

a logical flag. Should a plot be displayed?

scale

a logical flag, by default TRUE. Should the time series be scaled by its standard deviation to achieve a more stable optimization?

span

x-coordinates for the plot, by default 100 values automatically selected and ranging between the 0.001, and 0.999 quantiles. Alternatively, you can specify the range by an expression like span=seq(min, max, times = n), where, min and max are the left and right endpoints of the range, and n gives the number of the intermediate points.

title

a character string which allows for a project title.

trace

a logical flag. Should the parameter estimation process be traced?

x

a numeric vector.

...

parameters to be parsed.

Examples

## Simulate Random Variates:
set.seed(1953)
s <- rsnig(n = 2000, zeta = 0.7, rho = 0.5) 

## snigFit -  
   # Fit Parameters:
   snigFit(s, zeta = 1, rho = 0, doplot = TRUE)