authorized_domain {tsdistributions}

Distribution Authorized Domain

Description

Calculated the region of Skewness-Kurtosis for which a density exists.

Usage

authorized_domain(distribution, max_kurt = 30, n = 25, lambda = 1)

Arguments

distribution

a valid distribution with skew and shape parameters.

max_kurt

the maximum kurtosis for which to determine the bounds for the skewness-kurtosis domain.

n

the number of points between the lower and upper bounds of the skew and shape parameters for which to evaluate the skewness and excess kurtosis. This determines the kurtosis interval (3 - max_kurt) for which to calculate (solver based) the maximum skewness.

lambda

additional shape parameter for the Generalized Hyperbolic distribution.

Value

A list with the lower half of the skewness and kurtosis values.