R/dist-snigFit.R

In fBasics: Rmetrics - Markets and Basic Statistics

# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA  02111-1307  USA


################################################################################
# FUNCTION:            DESCRIPTION:
#  snigFit              Fits parameters of a standardized NIG density
################################################################################


snigFit =
function(x, zeta = 1, rho = 0, scale = TRUE, doplot = TRUE, 
    span = "auto", trace = TRUE, title = NULL, description = NULL, ...) 
{   

    # Update Slots: 
    if (is.null(title)) title = "SNIG Parameter Estimation"
    
    # Quick and dirty ...
    ans = sghFit(x, zeta = zeta, rho = rho, lambda = -0.5, include.lambda = FALSE,
        scale = scale, doplot = doplot, span = span, trace = trace, 
        title = title, description = description, ...) 
    
    # Update Slots:    
    ans@call = match.call()
    ans@model = "Standarized NIG Distribution"
    
    # Return Value:
    ans
}


################################################################################