ghyp: Generalized Hyperbolic Distribution (alpha-beta-delta-mu...

In tsdistributions: Location Scale Standardized Distributions

Generalized Hyperbolic Distribution (alpha-beta-delta-mu parameterization)

Description

Density, distribution, quantile function and random number generation for the generalized hyperbolic distribution using the alpha-beta-delta-mu-lambda parameterization.

Usage

dghyp(x, alpha = 1, beta = 0, delta = 1, mu = 0, lambda = 1, log = FALSE)

pghyp(
  q,
  alpha = 1,
  beta = 0,
  delta = 1,
  mu = 0,
  lambda = 1,
  lower_tail = TRUE,
  log = FALSE
)

qghyp(
  p,
  alpha = 1,
  beta = 0,
  delta = 1,
  mu = 0,
  lambda = 1,
  lower_tail = TRUE,
  log = FALSE
)

rghyp(n, alpha = 1, beta = 0, delta = 1, mu = 0, lambda = 1)

Arguments

x, q	vector of quantiles.
alpha	tail parameter.
beta	skewness parameter.
delta	scale parameter.
mu	location parameter.
lambda	additional shape parameter determining subfamilies of this distributions.
log	(logical) if TRUE, probabilities p are given as log(p).
lower_tail	if TRUE (default), probabilities are P[X \le x] otherwise, P[X > x].
p	vector of probabilities.
n	number of observations.

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.