Moments for the Normal Inverse Gaussian
Computes the first four moments for the normal inverse Gaussian distribution.
nigMean(alpha = 1, beta = 0, delta = 1, mu = 0) nigVar(alpha = 1, beta = 0, delta = 1, mu = 0) nigSkew(alpha = 1, beta = 0, delta = 1, mu = 0) nigKurt(alpha = 1, beta = 0, delta = 1, mu = 0)
alpha, beta, delta, mu |
are numeric values where
|
All values for the *nig functions are numeric vectors:
d* returns the density,
p* returns the distribution function,
q* returns the quantile function, and
r* generates random deviates.
All values have attributes named "param" listing
the values of the distributional parameters.
Diethelm Wuertz.
Scott, D. J., Wuertz, D. and Tran, T. T. (2008) Moments of the Generalized Hyperbolic Distribution. Preprint.
## nigMean - # Median: nigMean(alpha = 1, beta = 0, delta = 1, mu = 0) ## nigVar - # Inter-quartile Range: nigVar(alpha = 1, beta = 0, delta = 1, mu = 0) ## nigSKEW - # Robust Skewness: nigSkew(alpha = 1, beta = 0, delta = 1, mu = 0) ## nigKurt - # Robust Kurtosis: nigKurt(alpha = 1, beta = 0, delta = 1, mu = 0)
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.