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plotShapeTriangle

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)

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

The Generalized Hyperbolic Distribution

v0.8-4
GPL (>= 2)
Authors
David Scott <d.scott@auckland.ac.nz>
Initial release
2018-05-15

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