ghst: Generalized Hyperbolic Skewed Student Distribution

In tsdistributions: Location Scale Standardized Distributions

Generalized Hyperbolic Skewed Student Distribution

Description

Density, distribution, quantile function and random number generation for the generalized hyperbolic skew student distribution parameterized in terms of mean, standard deviation, skew and shape parameters.

Usage

dghst(x, mu = 0, sigma = 1, skew = 1, shape = 8, log = FALSE)

rghst(n, mu = 0, sigma = 1, skew = 1, shape = 8)

pghst(
  q,
  mu = 0,
  sigma = 1,
  skew = 1,
  shape = 8,
  lower_tail = TRUE,
  log = FALSE
)

qghst(
  p,
  mu = 0,
  sigma = 1,
  skew = 1,
  shape = 8,
  lower_tail = TRUE,
  log = FALSE
)

Arguments

x, q	vector of quantiles.
mu	mean.
sigma	standard deviation.
skew	skew parameter.
shape	shape parameter.
log	(logical) if TRUE, probabilities p are given as log(p).
n	Number of observations.
lower_tail	if TRUE (default), probabilities are P[X \le x] otherwise, P[X > x].
p	vector of probabilities.

Value

d gives the density, p gives the distribution function, q gives the quantile function and r generates random deviates. Output depends on x or q length, or n for the random number generator.

tsdistributions documentation built on June 8, 2025, 11:20 a.m.