Hyperbolic Distribution Moments
Calculates moments of the hyperbbolic distribution function
hypMean(alpha=1, beta=0, delta=1, mu=0)
hypVar(alpha=1, beta=0, delta=1, mu=0)
hypSkew(alpha=1, beta=0, delta=1, mu=0)
hypKurt(alpha=1, beta=0, delta=1, mu=0)
hypMoments(order, type = c("raw", "central", "mu"),
alpha=1, beta=0, delta=1, mu=0)alpha, beta, delta, mu |
numeric values.
|
order |
an integer value, the order of the moment. |
type |
a character value,
|
a numerical value.
Diethelm Wuertz.
Scott, D. J., Wuertz, D. and Tran, T. T. (2008) Moments of the Generalized Hyperbolic Distribution. Preprint.
## hypMean - hypMean(alpha=1.1, beta=0.1, delta=0.8, mu=-0.3) ## ghKurt - hypKurt(alpha=1.1, beta=0.1, delta=0.8, mu=-0.3) ## hypMoments - hypMoments(4, alpha=1.1, beta=0.1, delta=0.8, mu=-0.3) hypMoments(4, "central", alpha=1.1, beta=0.1, delta=0.8, mu=-0.3)
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