Robust Moments for the NIG

Computes the first four robust moments for the Normal Inverse Gaussian Distribution.

Usage

nigMED(alpha = 1, beta = 0, delta = 1, mu = 0)
nigIQR(alpha = 1, beta = 0, delta = 1, mu = 0)
nigSKEW(alpha = 1, beta = 0, delta = 1, mu = 0)
nigKURT(alpha = 1, beta = 0, delta = 1, mu = 0)

Arguments

alpha

shape parameter.

beta

skewness parameter beta, abs(beta) is in the range (0, alpha).

delta

scale parameter, must be zero or positive.

mu

location parameter, by default 0.

Value

a named numerical value. The name is one of MED, IQR, SKEW, or KURT, obtained by dropping the nig prefix from the name of the corresponding function.

Author

Diethelm Wuertz.

Examples

## nigMED -
   # Median:
   nigMED(alpha = 1, beta = 0, delta = 1, mu = 0)
#>           MED 
#> -1.058612e-07 

## nigIQR -
   # Inter-quartile Range:
   nigIQR(alpha = 1, beta = 0, delta = 1, mu = 0)
#>      IQR 
#> 1.079179 

## nigSKEW -
   # Robust Skewness:
   nigSKEW(alpha = 1, beta = 0, delta = 1, mu = 0)
#>          SKEW 
#> -8.292074e-08 

## nigKURT -
   # Robust Kurtosis:
   nigKURT(alpha = 1, beta = 0, delta = 1, mu = 0)
#>     KURT 
#> 1.387172