fGarch (version 290.76)

absMoments: Absolute Moments of GARCH Distributions

Description

Computes absolute Moments of the skew Normal, skew GED, and standardized skew Student-t distributions

Usage

absMoments(n, density = c("dnorm", "dged", "dstd"), ...)

Arguments

density

a character string naming the symmetric density function.

n

the number of absolute Moments.

...

parameters passed to the density function.

Value

• absMoments returns a numeric vector of length n with the values of the absolute moments of the selected density function.

References

Fernandez C., Steel M.F.J. (2000); On Bayesian Modelling of Fat Tails and Skewness, Preprint, 31 pages.

Examples

## absMoment -
    absMoments(4, "dstd", nu = 4)