tsdistributions (version 1.0.2)

dghst: Generalized Hyperbolic Skewed Student Distribution

Description

Density, distribution, quantile function and random number generation for the generalized hyperbolic skew student distribution parameterized in terms of mean, standard deviation, skew and shape parameters.

Usage

dghst(x, mu = 0, sigma = 1, skew = 1, shape = 8, log = FALSE)
rghst(n, mu = 0, sigma = 1, skew = 1, shape = 8)
pghst(
  q,
  mu = 0,
  sigma = 1,
  skew = 1,
  shape = 8,
  lower_tail = TRUE,
  log = FALSE
)
qghst(
  p,
  mu = 0,
  sigma = 1,
  skew = 1,
  shape = 8,
  lower_tail = TRUE,
  log = FALSE
)

Value

d gives the density, p gives the distribution function, q gives the quantile function and r generates random deviates. Output depends on x or q length, or n for the random number generator.

Arguments

x, q

vector of quantiles.

mu

mean.

sigma

standard deviation.

skew

skew parameter.

shape

shape parameter.

log

(logical) if TRUE, probabilities p are given as log(p).

n

Number of observations.

lower_tail

if TRUE (default), probabilities are \(P[X \le x]\) otherwise, \(P[X > x]\).

p

vector of probabilities.