scale-methods: Scaling and Centering of ghyp Objects

scale-methodsR Documentation

Scaling and Centering of ghyp Objects

Description

scale centers and/or scales a generalized hyperbolic distribution to zero expectation and/or unit variance.

Usage

## S4 method for signature 'ghyp'
scale(x, center = TRUE, scale = TRUE)

Arguments

x

An object inheriting from class ghyp.

center

A logical value stating whether the object shall be centered to zero expectation.

scale

A logical value stating whether the object shall be scaled to unit variance.

Value

An object of class ghyp.

Author(s)

David Luethi

See Also

transform, mean, vcov.

Examples

  data(indices)

  t.fit <- fit.tmv(indices)
  gauss.fit <- fit.gaussmv(indices)

  ## Compare the fitted Student-t and Gaussian density.
  par(mfrow = c(1, 2))

  ## Once on the real scale...
  plot(t.fit[1], type = "l")
  lines(gauss.fit[1], col = "red")

  ## ...and once scaled to expectation = 0, variance = 1
  plot(scale(t.fit)[1], type = "l")
  lines(scale(gauss.fit)[1], col = "red")

ghyp documentation built on Sept. 12, 2024, 7:38 a.m.