# dist-ghRobMoments: Robust Moments for the GH In fBasics: Rmetrics - Markets and Basic Statistics

## Description

Computes the first four robust moments for the generalized hyperbolic distribution..

## Usage

 ```1 2 3 4``` ```ghMED(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = -1/2) ghIQR(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) ```

## 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. These are the meanings of the parameters in the first parameterization `pm=1` which is the default parameterization. In the second parameterization, `pm=2` `alpha` and `beta` take the meaning of the shape parameters (usually named) `zeta` and `rho`. In the third parameterization, `pm=3` `alpha` and `beta` take the meaning of the shape parameters (usually named) `xi` and `chi`. In the fourth parameterization, `pm=4` `alpha` and `beta` take the meaning of the shape parameters (usually named) `a.bar` and `b.bar`.

## Value

All values for the `*gh` functions are numeric vectors: `d*` returns the density, `p*` returns the distribution function, `q*` returns the quantile function, and `r*` generates random deviates.

All values have attributes named `"param"` listing the values of the distributional parameters.

Diethelm Wuertz.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15``` ```## ghMED - # Median: ghMED(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = -1/2) ## ghIQR - # Inter-quartile Range: ghIQR(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = -1/2) ## ghSKEW - # Robust Skewness: ghSKEW(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = -1/2) ## ghKURT - # Robust Kurtosis: ghKURT(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = -1/2) ```

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