skewhypParam: Parameter Sets for the Skew Hyperbolic t-Distribution

In SkewHyperbolic: The Skew Hyperbolic Student t-Distribution

Parameter Sets for the Skew Hyperbolic t-Distribution

Description

These objects store different parameter sets of the skew hyperbolic t distribution for testing or demonstrating purpose as matrices.

Specifically, the parameter sets skewhypSmallShape and skewhypLargeShape have constant location parameter of \mu = 0 and scale parameter of \delta = 1.

The skewness parameter \beta takes values from {0,2} in skewhypSmallShape and skewhypSmallParam, and from {-5,0,1,2,5} in skewhypLargeShape and skewhypLargeParam.

The shape parameter \nu takes values from {1,5} in skewhypSmallShape and skewhypSmallParam, and from {1,2,5,10,20} in skewhypLargeShape and skewhypLargeParam.

Usage

  data(skewhypParam)

Format

skewhypSmallShape: a 4 by 4 matrix;

skewhypLargeShape: a 25 by 4 matrix;

skewhypSmallParam: a 16 by 4 matrix;

skewhypLargeParam: a 400 by 4 matrix.

Author(s)

David Scott [e-mail]

Examples

data(skewhypParam)
### Testing the accuracy of skewhypMean
for (i in 1:nrow(skewhypSmallParam)) {
  param <- skewhypSmallParam[i, ]
  x <- rskewhyp(1000, param = param)
  sampleMean <- mean(x)
  distMean <- skewhypMean(param = param)
  difference <- abs(sampleMean - distMean)
  print(difference)
}

SkewHyperbolic documentation built on Nov. 26, 2023, 1:06 a.m.