nigtransform {tsdistributions}

Parameter Transformation

Description

Transforms parameters from standardized representation to distribution specific representation for the nig and gh distributions.

Usage

nigtransform(mu = 0, sigma = 1, skew = 0, shape = 3)

ghyptransform(mu = 0, sigma = 1, skew = 0, shape = 3, lambda = -0.5)

Arguments

mu

mean.

sigma

standard deviation.

skew

skew parameter.

shape

shape parameter.

lambda

additional shape parameter for the Generalized Hyperbolic distribution.

Value

The (alpha, beta, delta, mu) representation.