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dist-nigRobMoments

Robust Moments for the NIG


Description

Computes the first four robust moments for the Normal Inverse Gaussian Distribution.

Usage

nigMED(alpha = 1, beta = 0, delta = 1, mu = 0)
nigIQR(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)

Arguments

alpha, beta, delta, mu

are numeric values where alpha is the location parameter, beta is the location parameter, delta is the first shape parameter, and mu is the second shape parameter.

Value

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.

Author(s)

Diethelm Wuertz.

Examples

## nigMED -
   # Median:
   nigMED(alpha = 1, beta = 0, delta = 1, mu = 0)

## nigIQR -
   # Inter-quartile Range:
   nigIQR(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)

fBasics

Rmetrics - Markets and Basic Statistics

v3042.89.1
GPL (>= 2)
Authors
Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] Martin Maechler [ctb]
Initial release
2017-11-12

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