Plot univariate generalized hyperbolic densities
These functions plot probability densities of generalized hyperbolic distribution objects.
## S4 method for signature 'ghyp,missing' plot(x, range = qghyp(c(0.001, 0.999), x), length = 1000, ...) ## S4 method for signature 'ghyp' lines(x, range = qghyp(c(0.001, 0.999), x), length = 1000, ...)
x |
An univariate |
range |
The range over which the density will be plotted. The default is the range from
the 0.1 % quantile to the 99.9 % quantile. When |
length |
The desired length of the density vector. |
... |
When the density is very skewed, the computation of the quantile
may fail. See qghyp for details.
David Luethi
data(smi.stocks) smi.fit <- fit.tuv(data = smi.stocks[,"SMI"], symmetric = TRUE) nestle.fit <- fit.tuv(data = smi.stocks[,"Nestle"], symmetric = TRUE) ## Student-t distribution plot(smi.fit, type = "l", log = "y") lines(nestle.fit, col = "blue") ## Empirical lines(density(smi.stocks[,"SMI"]), lty = "dashed") lines(density(smi.stocks[,"Nestle"]), lty = "dashed", col = "blue")
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