tsdistributions (version 1.0.2)

dghyp: Generalized Hyperbolic Distribution (alpha-beta-delta-mu parameterization)

Description

Density, distribution, quantile function and random number generation for the generalized hyperbolic distribution using the alpha-beta-delta-mu-lambda parameterization.

Usage

dghyp(x, alpha = 1, beta = 0, delta = 1, mu = 0, lambda = 1, log = FALSE)
pghyp(
  q,
  alpha = 1,
  beta = 0,
  delta = 1,
  mu = 0,
  lambda = 1,
  lower_tail = TRUE,
  log = FALSE
)
qghyp(
  p,
  alpha = 1,
  beta = 0,
  delta = 1,
  mu = 0,
  lambda = 1,
  lower_tail = TRUE,
  log = FALSE
)
rghyp(n, alpha = 1, beta = 0, delta = 1, mu = 0, lambda = 1)

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.

alpha

tail parameter.

beta

skewness parameter.

delta

scale parameter.

mu

location parameter.

lambda

additional shape parameter determining subfamilies of this distributions.

log

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

lower_tail

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

p

vector of probabilities.

n

number of observations.