swh:1:snp:d1587d616651317fdcebcbb237dce82c32266449
Tip revision: 944271d20ffa4fb36a171791c34afaae5325f74a authored by Rmetrics Core Team on 08 February 2010, 00:00:00 UTC
version 2110.79
version 2110.79
Tip revision: 944271d
dist-ghtMoments.R
# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: DESCRIPTION:
# ghtMean Returns true GH Student-t mean
# ghtVar Returns true GH Student-t variance
# ghtSkew Returns true GH Student-t skewness
# ghtKurt Returns true GH Student-t kurtosis
# FUNCTION: DESCRIPTION:
# ghtMoments Returns true GH Student-t moments
################################################################################
ghtMean <-
function(beta=0.1, delta=1, mu=0, nu=10)
{
# A function implemented by Diethelm Wuertz
# Descriptions:
# Returns true Mean of the GH Student-t distribution
# FUNCTION:
# GH Parameters:
alpha = abs(beta) + 1e-6
lambda = -nu/2
# Return Value:
ghMean(alpha, beta, delta, mu, lambda)
}
# ------------------------------------------------------------------------------
ghtVar <-
function(beta=0.1, delta=1, mu=0, nu=10)
{
# A function implemented by Diethelm Wuertz
# Descriptions:
# Returns true variance of the GH Student-t distribution
# FUNCTION:
# GH Parameters:
alpha = abs(beta) + 1e-6
lambda = -nu/2
# Return Value:
ghVar(alpha, beta, delta, mu, lambda)
}
# ------------------------------------------------------------------------------
ghtSkew <-
function(beta=0.1, delta=1, mu=0, nu=10)
{
# A function implemented by Diethelm Wuertz
# Descriptions:
# Returns true Skewness of the GH Student-t distribution
# FUNCTION:
# GH Parameters:
alpha = abs(beta) + 1e-6
lambda = -nu/2
# Return Value:
ghSkew(alpha, beta, delta, mu, lambda)
}
# ------------------------------------------------------------------------------
ghtKurt <-
function(beta=0.1, delta=1, mu=0, nu=10)
{
# A function implemented by Diethelm Wuertz
# Descriptions:
# Returns true Kurtosis of the GH Student-t distribution
# FUNCTION:
# GH Parameters:
alpha = abs(beta) + 1e-6
lambda = -nu/2
# Return Value:
ghKurt(alpha, beta, delta, mu, lambda)
}
################################################################################
ghtMoments <-
function(order, type = c("raw", "central", "mu"),
beta=0.1, delta=1, mu=0, nu=10)
{
# A function implemented by Diethelm Wuertz
# Descriptions:
# Returns moments of the GH Student-t distribution
# FUNCTION:
# Settings:
type = match.arg(type)
# GH Parameters:
alpha = abs(beta) + 1e-6
lambda = -nu/2
# Return Value:
ghMoments(order, type, alpha, beta, delta, mu, lambda)
}
################################################################################