qnig {rugarch}

Functions exported for use in rmgarch

Description

Quantile for NIG and GH distributions in alpha, beta, delta, mu and lambda parametrizations.

Usage

qnig(p, alpha = 1, beta = 0, delta = 1, mu = 0)
qgh(p, alpha = 1, beta = 0, delta = 1, mu = 0, lambda = 1)

Arguments

p

Probabilities

alpha

parameter in alpha, beta, delta, mu, lambda parametrization of the gh distribution.

beta

parameter in alpha, beta, delta, mu, lambda parametrization of the gh distribution.

delta

parameter in alpha, beta, delta, mu, lambda parametrization of the gh distribution.

mu

parameter in alpha, beta, delta, mu, lambda parametrization of the gh distribution.

lambda

parameter in alpha, beta, delta, mu, lambda parametrization of the gh distribution.

Details

For use internally by rmgarch.

Value

A vector

Author(s)

Alexios Galanos