ghyptransform: Parameter Transformation
In tsdistributions: Location Scale Standardized Distributions
nigtransform R Documentation
Parameter Transformation
Description
Transforms parameters from standardized representation to distribution
specific representation for the nig and gh distributions.
Usage
nigtransform(mu = 0, sigma = 1, skew = 0, shape = 3)
ghyptransform(mu = 0, sigma = 1, skew = 0, shape = 3, lambda = -0.5)
Arguments
mu
mean.
sigma
standard deviation.
skew
skew parameter.
shape
shape parameter.
lambda
additional shape parameter for the Generalized Hyperbolic
distribution.
Value
The (alpha, beta, delta, mu) representation.
tsdistributions documentation built on June 8, 2025, 11:20 a.m.
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| nigtransform | R Documentation |
Parameter Transformation
Description
Transforms parameters from standardized representation to distribution specific representation for the nig and gh distributions.
Usage
nigtransform(mu = 0, sigma = 1, skew = 0, shape = 3)
ghyptransform(mu = 0, sigma = 1, skew = 0, shape = 3, lambda = -0.5)
Arguments
mu |
mean. |
sigma |
standard deviation. |
skew |
skew parameter. |
shape |
shape parameter. |
lambda |
additional shape parameter for the Generalized Hyperbolic distribution. |
Value
The (alpha, beta, delta, mu) representation.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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