Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/ghypCalcRange.R
Given the parameter vector Theta of a generalized hyperbolic distribution,
this function determines the range outside of which the density
function is negligible, to a specified tolerance. The parameterization used
is the (alpha, beta) one (see
dghyp
). To use another parameterization, use
ghypChangePars
.
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mu |
mu is the location parameter. By default this is set to 0. |
delta |
delta is the scale parameter of the distribution. A default value of 1 has been set. |
alpha |
alpha is the tail parameter, with a default value of 1. |
beta |
beta is the skewness parameter, by default this is 0. |
lambda |
lambda is the shape parameter and dictates the shape that the distribution shall take. Default value is 1. |
param |
Value of parameter vector specifying the generalized
hyperbolic distribution. This takes the form |
tol |
Tolerance. |
density |
Logical. If |
... |
Extra arguments for calls to |
The particular generalized hyperbolic distribution being considered is
specified by the value of the parameter value param
.
If density = TRUE
, the function gives a range, outside of which
the density is less than the given tolerance. Useful for plotting the
density. Also used in determining break points for the separate
sections over which numerical integration is used to determine the
distribution function. The points are found by using
uniroot
on the density function.
If density = FALSE
, the function returns the message:
"Distribution function bounds not yet implemented
".
A two-component vector giving the lower and upper ends of the range.
David Scott [email protected]
Barndorff-Nielsen, O. and Bl<c3><a6>sild, P (1983). Hyperbolic distributions. In Encyclopedia of Statistical Sciences, eds., Johnson, N. L., Kotz, S. and Read, C. B., Vol. 3, pp. 700–707. New York: Wiley.
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