# dist-ghMoments: Generalized Hyperbolic Distribution Moments In fBasics: Rmetrics - Markets and Basic Statistics

## Description

Calculates moments of the generalized hyperbbolic distribution function

## Usage

 ```1 2 3 4 5 6 7``` ```ghMean(alpha=1, beta=0, delta=1, mu=0, lambda=-1/2) ghVar(alpha=1, beta=0, delta=1, mu=0, lambda=-1/2) ghSkew(alpha=1, beta=0, delta=1, mu=0, lambda=-1/2) ghKurt(alpha=1, beta=0, delta=1, mu=0, lambda=-1/2) ghMoments(order, type = c("raw", "central", "mu"), alpha = 1, beta=0, delta=1, mu=0, lambda=-1/2) ```

## Arguments

 `alpha, beta, delta, mu, lambda` numeric values. `alpha` is the first shape parameter; `beta` is the second shape parameter in the range `(0, alpha)`; `delta` is the scale parameter, must be zero or positive; `mu` is the location parameter, by default 0; and `lambda` defines the sublclass, by default -1/2. `order` an integer value, the order of the moment. `type` a character value, `"raw"` returns the moments about zero, `"central"` returns the central moments about the mean, and `"mu"` returns the moments about the location parameter `mu`.

## Value

a numerical value.

Diethelm Wuertz.

## References

Scott, D. J., Wuertz, D. and Tran, T. T. (2008) Moments of the Generalized Hyperbolic Distribution. Preprint.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12``` ``` ## ghMean - ghMean(alpha=1.1, beta=0.1, delta=0.8, mu=-0.3, lambda=1) ## ghKurt - ghKurt(alpha=1.1, beta=0.1, delta=0.8, mu=-0.3, lambda=1) ## ghMoments - ghMoments(4, alpha=1.1, beta=0.1, delta=0.8, mu=-0.3, lambda=1) ghMoments(4, "central", alpha=1.1, beta=0.1, delta=0.8, mu=-0.3, lambda=1) ```

fBasics documentation built on March 13, 2020, 9:09 a.m.