Robust Moments for the GHT
dist-ghtRobMoments.Rd
Computes the first four robust moments for the generalized hyperbolic Student-t.
Usage
ghtMED(beta = 0.1, delta = 1, mu = 0, nu = 10)
ghtIQR(beta = 0.1, delta = 1, mu = 0, nu = 10)
ghtSKEW(beta = 0.1, delta = 1, mu = 0, nu = 10)
ghtKURT(beta = 0.1, delta = 1, mu = 0, nu = 10)
Arguments
- beta
skewness parameter in the range
(0, alpha)
.- delta
scale parameter, must be zero or positive.
- mu
location parameter, by default 0.
- nu
-
a numeric value, the number of degrees of freedom. Note,
alpha
takes the limit ofabs(beta)
, andlambda=-nu/2
.
Value
a named numerical value. The name is
one of MED
, IQR
, SKEW
, or KURT
, obtained
by dropping the ght
prefix from the name of the corresponding
function.
Examples
## ghtMED -
# Median:
ghtMED(beta = 0.1, delta = 1, mu = 0, nu = 10)
#> MED
#> 0.01111361
## ghtIQR -
# Inter-quartile Range:
ghtIQR(beta = 0.1, delta = 1, mu = 0, nu = 10)
#> IQR
#> 0.44269
## ghtSKEW -
# Robust Skewness:
ghtSKEW(beta = 0.1, delta = 1, mu = 0, nu = 10)
#> SKEW
#> 0.002441764
## ghtKURT -
# Robust Kurtosis:
ghtKURT(beta = 0.1, delta = 1, mu = 0, nu = 10)
#> KURT
#> 1.27687