lin.transf {ghyp} | R Documentation |
This function may be useful when generalized hyperbolic distribution objects should be linearly transformed. A generalized hyperbolic distribution object will be returned.
lin.transf(object, summand, multiplier)
object |
An object inheriting from class ghypbase . |
summand |
A vector . |
multiplier |
A vector or a matrix. |
An object of class ghypuv
or
ghypmv
.
David Lüthi
## Mutivariate generalized hyperbolic distribution multivariate.ghyp <- ghyp(sigma=var(matrix(rnorm(9),ncol=3)),mu=1:3,gamma=-2:0) ## Dimension reduces to 2 lin.transf(multivariate.ghyp,multiplier=matrix(1:6,nrow=2),summand=10:11) ## Dimension reduces to 1 lin.transf(multivariate.ghyp, multiplier=1:3) ## Simple transformation lin.transf(multivariate.ghyp, summand=100:102)