fit_ghyp_diffusion: Fit a Generalised Hyperbolic distribution.

In ntwk: Statistical Inference for Network Time Series

Description

Fit a Generalised Hyperbolic distribution.

Usage

fit_ghyp_diffusion(data, ghyp_names = "FULL", silent = TRUE, ...)

Arguments

data	Data to fit.
ghyp_names	Ghyp distribution names (in c('NIG', 'GAUSS', 'VG', 'ST', 'FULL')).
silent	Boolean to silence the noise inference.
...	Extra options given to the ghyp fitting.

Value

List of fitted Generalised Hyperbolic distribution.

Note

ghyp fitting is forced to be silent.

Examples

n <- 500
data <- cbind(ghyp::rghyp(n, ghyp::ghyp()), ghyp::rghyp(n, ghyp::ghyp()))
fit_ghyp_diffusion(data = data, silent = TRUE)

ntwk documentation built on Sept. 13, 2021, 9:07 a.m.