dist-nigShapeTriangle: NIG Shape Triangle

In fBasics: Rmetrics - Markets and Basic Statistics

NIG Shape Triangle

Description

Plots the normal inverse Gaussian Shape Triangle.

Usage

nigShapeTriangle(object, add = FALSE, labels = TRUE, ...)

Arguments

object	an object of class "fDISTFIT" as returned by the function nigFit.
add	a logical value. Should another point added to the NIG shape triangle? By default FALSE, a new plot will be created.
labels	a logical flag by default TRUE. Should the logarithm of the density be returned?
...	arguments to be passed to the function integrate.

Value

displays the parameters of fitted distributions in the NIG shape triangle.

Author(s)

David Scott for code implemented from R's contributed package HyperbolicDist.

References

Atkinson, A.C. (1982); The simulation of generalized inverse Gaussian and hyperbolic random variables, SIAM J. Sci. Stat. Comput. 3, 502–515.

Barndorff-Nielsen O. (1977); Exponentially decreasing distributions for the logarithm of particle size, Proc. Roy. Soc. Lond., A353, 401–419.

Barndorff-Nielsen O., Blaesild, 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.

Raible S. (2000); Levy Processes in Finance: Theory, Numerics and Empirical Facts, PhD Thesis, University of Freiburg, Germany, 161 pages.

Examples

   
## nigShapeTriangle -
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fBasics documentation built on Aug. 20, 2024, 3:01 a.m.