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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: DESCRIPTION:
# ghtMode Computes the generalized hyperbolic Student-t mode
################################################################################
ghtMode <-
function(beta = 0.1, delta = 1, mu = 0, nu = 10)
{
# A function implemented by Diethelm Wuertz
# Description:
# Computes the mode of the Generalized Hyperbolic Student-t PDF
# Arguments:
# beta - skewness parameter
# delta - scale parameter
# mu - location parameter
# nu - shape parameter
# Example:
# ghtMode()
# FUNCTION:
# Find Maximum:
min = qght(0.01, beta, delta, mu, nu)
max = qght(0.99, beta, delta, mu, nu)
ans = optimize(f = dght, interval = c(min, max),
beta = beta, delta = delta, mu = mu, nu = nu,
maximum = TRUE, tol = .Machine$double.eps)$maximum
# Return Value:
ans
}
################################################################################
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