plotShapeTriangle: Plot the Shape Triangle

In GeneralizedHyperbolic: The Generalized Hyperbolic Distribution

Plot the Shape Triangle

Description

Plots the shape triangle for a hyperbolic distribution or generalized hyperbolic distribution. For the hyperbolic distribution the parameter \chi is related to the skewness, and the parameter \xi is related to the kurtosis. See Barndorff-Nielsen, O. and Blæsild, P. (1981).

Usage

plotShapeTriangle(xgap = 0.025, ygap = 0.0625/2,
                  main = "Shape Triangle", ...)

Arguments

xgap	Gap between the left- and right-hand edges of the shape triangle and the border surrounding the graph.
ygap	Gap between the top and bottom of the shape triangle and the border surrounding the graph.
main	Title for the plot.
...	Values of other graphical parameters.

Author(s)

David Scott [e-mail]

References

Barndorff-Nielsen, O. and Blæsild, P (1981). Hyperbolic distributions and ramifications: contributions to theory and application. In Statistical Distributions in Scientific Work, eds., Taillie, C., Patil, G. P., and Baldessari, B. A., Vol. 4, pp. 19–44. Dordrecht: Reidel.

Examples

plotShapeTriangle()

GeneralizedHyperbolic documentation built on Nov. 26, 2023, 3 p.m.