ghRobMoments {fBasics}

Robust Moments for the GH

Description

Computes the first four robust moments for the generalized hyperbolic distribution.

Usage

ghMED(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = -1/2)
ghIQR(alpha= 1, beta = 0, delta = 1, mu = 0, lambda = -1/2)
ghSKEW(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = -1/2)
ghKURT(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = -1/2)

Arguments

alpha

first shape parameter.

beta

second shape parameter, should in the range (0, alpha).

delta

scale parameter, must be zero or positive.

mu

location parameter, by default 0.

lambda

defines the sublclass, by default -1/2.

Details

The meanings of the parameters correspond to the first parameterization, see gh for further details.

Value

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

Author(s)

Diethelm Wuertz.

Examples

## ghMED -
   # Median:
   ghMED(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = -1/2)

## ghIQR -
   # Inter-quartile Range:
   ghIQR(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = -1/2)

## ghSKEW -
   # Robust Skewness:
   ghSKEW(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = -1/2)

## ghKURT -
   # Robust Kurtosis:
   ghKURT(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = -1/2)