Revision e45edf477b8874a1a9fa0db5c018e97af0632201 authored by Yohan Chalabi on 14 September 2012, 00:00:00 UTC, committed by Gabor Csardi on 14 September 2012, 00:00:00 UTC
1 parent 60e3e5c
dist-ghtMode.Rd
\name{ghtMode}
\alias{ghtMode}
\title{Generalized Hyperbolic Student-t Mode}
\description{
Computes the mode of the generalized hyperbolic
Student-t distribution.
}
\usage{
ghtMode(beta = 0.1, delta = 1, mu = 0, nu = 10)
}
\arguments{
\item{beta, delta, mu}{
numeric values.
\code{beta} is the skewness parameter in the range \code{(0, alpha)};
\code{delta} is the scale parameter, must be zero or positive;
\code{mu} is the location parameter, by default 0.
These are the parameters in the first parameterization.
}
\item{nu}{
a numeric value, the number of degrees of freedom.
Note, \code{alpha} takes the limit of \code{abs(beta)},
and \code{lambda=-nu/2}.
}
}
\value{
returns the mode for the generalized hyperbolic Student-t
distribution. A numeric value.
}
\references{
Atkinson, A.C. (1982);
\emph{The simulation of generalized inverse Gaussian and hyperbolic
random variables},
SIAM J. Sci. Stat. Comput. 3, 502--515.
Barndorff-Nielsen O. (1977);
\emph{Exponentially decreasing distributions for the logarithm of
particle size},
Proc. Roy. Soc. Lond., A353, 401--419.
Barndorff-Nielsen O., Blaesild, P. (1983);
\emph{Hyperbolic distributions. In Encyclopedia of Statistical
Sciences},
Eds., Johnson N.L., Kotz S. and Read C.B.,
Vol. 3, pp. 700--707. New York: Wiley.
Raible S. (2000);
\emph{Levy Processes in Finance: Theory, Numerics and Empirical Facts},
PhD Thesis, University of Freiburg, Germany, 161 pages.
}
\examples{
## ghtMode -
ghtMode()
}
\keyword{distribution}
Computing file changes ...