ghypmv-class {ghyp} | R Documentation |
The class “ghypmv” inherits from the base class “ghypbase”. All the parameters, the alternative parameters, the expected value, the variance and the model are stored in an object of class “ghypmv”.
Objects can be created by calls of the form
ghyp(lambda=1, alpha.bar=0.1, mu=rep(0,2), sigma=diag(rep(1,2)), gamma=rep(0,2))
.
lambda
:"numeric"
.alpha.bar
:"numeric"
.chi
:"numeric"
.psi
:"numeric"
.mu
:"numeric"
.sigma
:"matrix"
.gamma
:"numeric"
.model
:"character"
.dimension
:"numeric"
.expected.value
:"numeric"
.variance
:"matrix"
.data
:"matrix"
. When an object of class
ghypmv
is instantiated the user can decide whether the
data should be stored within the object or not. This may be useful
when fitting eneralized hyperbolic distributions to data and
perform further analysis afterwards.
Class "ghypbase"
, directly.
A “pairs” method (see pairs
).
A “mean” method (see mean
).
A “vcov” method (see vcov
).
David Lüthi
ghyp
, mle.ghypmv-class
and fit.ghypmv
ghyp(lambda=1, alpha.bar=0.1, mu=rep(0,2), sigma=diag(rep(1,2)), gamma=rep(0,2))