tests/testmomChangeAbout.R

In HyperbolicDist: The Hyperbolic Distribution

library(HyperbolicDist)

### Gamma distribution
k <- 4
shape <- 2
old <- 0
new <- 1
sampSize <- 1000000

### Calculate 1st to 4th raw moments
m <- numeric(k)
for (i in 1:k){
   m[i] <- gamma(shape + i)/gamma(shape)
}
m

### Calculate 4th moment about new
momChangeAbout(k, m, old, new)
### Calculate 3rd about new
momChangeAbout(3, m, old, new)

### Calculate 1st to 4th moments about new
momChangeAbout(oldMom = m, oldAbout = old, newAbout = new)
momChangeAbout(order = "all", m, old, new)

### Approximate kth moment about new using sampling
x <- rgamma(sampSize, shape)
mean((x - new)^k)