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ghyp

summary-method

mle.ghyp summary

Description

Produces a formatted output of a fitted generalized hyperbolic distribution.

Usage

## S4 method for signature 'mle.ghyp'
summary(object)

Arguments

object

An object of class mle.ghyp.

Value

Nothing is returned.

Author(s)

David Luethi

See Also

Fitting functions fit.ghypuv and fit.ghypmv, coef, mean, vcov and ghyp.fit.info for accessor functions for mle.ghyp objects.

Examples

data(smi.stocks)
  mle.ghyp.object <- fit.NIGmv(smi.stocks[, c("Nestle", "Swiss.Re", "Novartis")])
  summary(mle.ghyp.object)
ghyp

Generalized Hyperbolic Distribution and Its Special Cases

v1.6.1
GPL (>= 2)
Authors
Marc Weibel, David Luethi, Wolfgang Breymann
Initial release
2020-04-27

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