transform-extract-methods: Linear transformation and extraction of generalized...
In ghyp: A package on the generalized hyperbolic distribution and its special cases

Description Usage Arguments Details Value Author(s) See Also Examples

The transform function can be used to linearly transform generalized hyperbolic distribution objects (see Details). The extraction operator [ extracts some margins of a multivariate generalized hyperbolic distribution object.

## S4 method for signature 'ghyp'
transform(`_data`, summand, multiplier)

## S3 method for class 'ghyp'
x[i = c(1, 2)]

`_data`	An object inheriting from class `ghyp`.
`summand`	A `vector`.
`multiplier`	A `vector` or a `matrix`.
`x`	A multivariate generalized hyperbolic distribution inheriting from class `ghyp`.
`i`	Index specifying which dimensions to extract.
`...`	Arguments passed to `transform`.

If X is GH distributed, transform gives the distribution object of “multiplier * X + summand”, where X is the argument named _data.

If the object is of class mle.ghyp, iformation concerning the fitting procedure (cf. ghyp.fit.info) will be lost as the return value is an object of class ghyp.

An object of class ghyp.

David Luethi

scale, ghyp, fit.ghypuv and fit.ghypmv for constructors of ghyp objects.

  ## Mutivariate generalized hyperbolic distribution
  multivariate.ghyp <- ghyp(sigma=var(matrix(rnorm(9),ncol=3)), mu=1:3, gamma=-2:0)

  ## Dimension reduces to 2
  transform(multivariate.ghyp, multiplier=matrix(1:6,nrow=2), summand=10:11)

  ## Dimension reduces to 1
  transform(multivariate.ghyp, multiplier=1:3)

  ## Simple transformation
  transform(multivariate.ghyp, summand=100:102)

  ## Extract some dimension
  multivariate.ghyp[1]
  multivariate.ghyp[c(1, 3)]