skewhypParam {SkewHyperbolic} | R Documentation |
Parameter Sets for the Skew Hyperbolic t-Distribution
Description
These objects store different parameter sets of the skew hyperbolic
t
distribution for testing or demonstrating purpose as matrices.
Specifically, the parameter sets skewhypSmallShape
and
skewhypLargeShape
have constant location parameter of \mu
= 0
and scale parameter of \delta = 1
.
The skewness parameter \beta
takes values from {0,2} in
skewhypSmallShape
and skewhypSmallParam
, and from
{-5,0,1,2,5} in skewhypLargeShape
and
skewhypLargeParam
.
The shape parameter \nu
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)
}