# dist-ghtRobMoments: Robust Moments for the GHT In fBasics: Rmetrics - Markets and Basic Statistics

## Description

Computes the first four robust moments for the generalized hyperbolic Student-t.

## Usage

 ```1 2 3 4``` ```ghtMED(beta = 0.1, delta = 1, mu = 0, nu = 10) ghtIQR(beta = 0.1, delta = 1, mu = 0, nu = 10) ghtSKEW(beta = 0.1, delta = 1, mu = 0, nu = 10) ghtKURT(beta = 0.1, delta = 1, mu = 0, nu = 10) ```

## Arguments

 `beta, delta, mu` numeric values. `beta` is the skewness parameter in the range `(0, alpha)`; `delta` is the scale parameter, must be zero or positive; `mu` is the location parameter, by default 0. These are the parameters in the first parameterization. `nu` a numeric value, the number of degrees of freedom. Note, `alpha` takes the limit of `abs(beta)`, and `lambda=-nu/2`.

## Value

All values for the `*ght` functions are numeric vectors: `d*` returns the density, `p*` returns the distribution function, `q*` returns the quantile function, and `r*` generates random deviates.

All values have attributes named `"param"` listing the values of the distributional parameters.

Diethelm Wuertz.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15``` ```## ghtMED - # Median: ghtMED(beta = 0.1, delta = 1, mu = 0, nu = 10) ## ghtIQR - # Inter-quartile Range: ghtIQR(beta = 0.1, delta = 1, mu = 0, nu = 10) ## ghtSKEW - # Robust Skewness: ghtSKEW(beta = 0.1, delta = 1, mu = 0, nu = 10) ## ghtKURT - # Robust Kurtosis: ghtKURT(beta = 0.1, delta = 1, mu = 0, nu = 10) ```

fBasics documentation built on Nov. 17, 2017, 2:14 p.m.