dist-nigRobMoments: Robust Moments for the NIG

In fBasics: Rmetrics - Markets and Basic Statistics

Robust Moments for the NIG

Description

Computes the first four robust moments for the Normal Inverse Gaussian Distribution.

Usage

nigMED(alpha = 1, beta = 0, delta = 1, mu = 0)
nigIQR(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	shape parameter.
beta	skewness parameter beta, 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 nig prefix from the name of the corresponding function.

Author(s)

Diethelm Wuertz.

Examples

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

## nigIQR -
   # Inter-quartile Range:
   nigIQR(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 Nov. 3, 2023, 5:10 p.m.