NIG Shape Triangle
Plots the normal inverse Gaussian Shape Triangle.
nigShapeTriangle(object, add = FALSE, labels = TRUE, ...)
object |
an object of class |
add |
a logical value. Should another point added to the NIG shape triangle? By default FALSE, a new plot will be created. |
labels |
a logical flag by default |
... |
arguments to be passed to the function |
displays the parameters of fitted distributions in the NIG shape triangle.
David Scott for code implemented from R's
contributed package HyperbolicDist.
Atkinson, A.C. (1982); The simulation of generalized inverse Gaussian and hyperbolic random variables, SIAM J. Sci. Stat. Comput. 3, 502–515.
Barndorff-Nielsen O. (1977); Exponentially decreasing distributions for the logarithm of particle size, Proc. Roy. Soc. Lond., A353, 401–419.
Barndorff-Nielsen O., Blaesild, P. (1983); Hyperbolic distributions. In Encyclopedia of Statistical Sciences, Eds., Johnson N.L., Kotz S. and Read C.B., Vol. 3, pp. 700–707. New York: Wiley.
Raible S. (2000); Levy Processes in Finance: Theory, Numerics and Empirical Facts, PhD Thesis, University of Freiburg, Germany, 161 pages.
## nigShapeTriangle - #
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