dist-hypRobMoments: Robust moments for the HYP

In fBasics: Rmetrics - Markets and Basic Statistics

Robust moments for the HYP

Description

Computes the first four robust moments for the hyperbolic distribution.

Usage

hypMED(alpha = 1, beta = 0, delta = 1, mu = 0)
hypIQR(alpha = 1, beta = 0, delta = 1, mu = 0)
hypSKEW(alpha = 1, beta = 0, delta = 1, mu = 0)
hypKURT(alpha = 1, beta = 0, delta = 1, mu = 0)

Arguments

alpha	shape parameter, a positive number. alpha can also be a vector of length four, containing alpha, beta, delta and mu (in that order).
beta	skewness parameter, abs(beta) is in the range (0, alpha).
delta	scale parameter, must be zero or positive.
mu	location parameter, by default 0.

Value

a named numerical value. The name is one of MED, IQR, SKEW, or KURT, obtained by dropping the hyp prefix from the name of the corresponding function.

Author(s)

Diethelm Wuertz

Examples

## hypMED -
   # Median:
   hypMED(alpha = 1, beta = 0, delta = 1, mu = 0)

## hypIQR -
   # Inter-quartile Range:
   hypIQR(alpha = 1, beta = 0, delta = 1, mu = 0)

## hypSKEW -
   # Robust Skewness:
   hypSKEW(alpha = 1, beta = 0, delta = 1, mu = 0)

## hypKURT -
   # Robust Kurtosis:
   hypKURT(alpha = 1, beta = 0, delta = 1, mu = 0)

fBasics documentation built on Sept. 11, 2024, 6:34 p.m.