skewhypParam {SkewHyperbolic} | R Documentation |
Parameter Sets for the Skew Hyperbolic t-Distribution
Description
These objects store different parameter sets of the skew hyperbolic
distribution for testing or demonstrating purpose as matrices.
Specifically, the parameter sets skewhypSmallShape
and
skewhypLargeShape
have constant location parameter of and scale parameter of
.
The skewness parameter takes values from {0,2} in
skewhypSmallShape
and skewhypSmallParam
, and from
{-5,0,1,2,5} in skewhypLargeShape
and
skewhypLargeParam
.
The shape parameter takes values from {1,5} in
skewhypSmallShape
and skewhypSmallParam
, and from
{1,2,5,10,20} in skewhypLargeShape
and
skewhypLargeParam
.
Usage
data(skewhypParam)
Format
skewhypSmallShape
: a 4 by 4 matrix;
skewhypLargeShape
: a 25 by 4 matrix;
skewhypSmallParam
: a 16 by 4 matrix;
skewhypLargeParam
: a 400 by 4 matrix.
Author(s)
David Scott d.scott@auckland.ac.nz
Examples
data(skewhypParam)
### Testing the accuracy of skewhypMean
for (i in 1:nrow(skewhypSmallParam)) {
param <- skewhypSmallParam[i, ]
x <- rskewhyp(1000, param = param)
sampleMean <- mean(x)
distMean <- skewhypMean(param = param)
difference <- abs(sampleMean - distMean)
print(difference)
}