Description Usage Arguments Value Author(s) References Examples
Calculates moments of the generalized hyperbbolic distribution function
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)
|
alpha, beta, delta, mu, lambda |
numeric values.
|
order |
an integer value, the order of the moment. |
type |
a character value,
|
a numerical value.
Diethelm Wuertz.
Scott, D. J., Wuertz, D. and Tran, T. T. (2008) Moments of the Generalized Hyperbolic Distribution. Preprint.
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