# dist-nigMoments: Moments for the Normal Inverse Gaussian In fBasics: Rmetrics - Markets and Basic Statistics

## Description

Computes the first four moments for the normal inverse Gaussian distribution.

## Usage

 ```1 2 3 4``` ```nigMean(alpha = 1, beta = 0, delta = 1, mu = 0) nigVar(alpha = 1, beta = 0, delta = 1, mu = 0) nigSkew(alpha = 1, beta = 0, delta = 1, mu = 0) nigKurt(alpha = 1, beta = 0, delta = 1, mu = 0) ```

## Arguments

 `alpha, beta, delta, mu` are numeric values where `alpha` is the location parameter, `beta` is the location parameter, `delta` is the first shape parameter, and `mu` is the second shape parameter.

## Value

All values for the `*nig` 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.

## 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 13 14 15 16``` ``` ## nigMean - # Median: nigMean(alpha = 1, beta = 0, delta = 1, mu = 0) ## nigVar - # Inter-quartile Range: nigVar(alpha = 1, beta = 0, delta = 1, mu = 0) ## nigSKEW - # Robust Skewness: nigSkew(alpha = 1, beta = 0, delta = 1, mu = 0) ## nigKurt - # Robust Kurtosis: nigKurt(alpha = 1, beta = 0, delta = 1, mu = 0) ```

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