Scaling and Centering of ghyp Objects
scale centers and/or scales a generalized hyperbolic distribution
to zero expectation and/or unit variance.
## S4 method for signature 'ghyp' scale(x, center = TRUE, scale = TRUE)
x |
An object inheriting from class |
center |
A logical value stating whether the object shall be centered to zero expectation. |
scale |
A logical value stating whether the object shall be scaled to unit variance. |
An object of class ghyp.
David Luethi
data(indices) t.fit <- fit.tmv(indices) gauss.fit <- fit.gaussmv(indices) ## Compare the fitted Student-t and Gaussian density. par(mfrow = c(1, 2)) ## Once on the real scale... plot(t.fit[1], type = "l") lines(gauss.fit[1], col = "red") ## ...and once scaled to expectation = 0, variance = 1 plot(scale(t.fit)[1], type = "l") lines(scale(gauss.fit)[1], col = "red")
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.