ghyp-internal {ghyp}R Documentation

Internal ghyp functions

Description

Internal ghyp functions. These functions are not to be called by the user.

Usage

abar2chipsi(alpha.bar, lambda, eps = .Machine$double.eps) 

besselM3(lambda = 9/2, x = 2, logvalue = FALSE)

check.data(data, case = c("uv", "mv"), na.rm = T, fit = TRUE, dim = NULL)

check.gig.pars(lambda, chi, psi)
                        
check.norm.pars(mu, sigma, gamma)

check.opt.pars(opt.pars)

fit.ghyp(object, llh = 0, n.iter = 0, converged = FALSE, error.code = 0, 
         error.message = "", parameter.variance, fitted.params, aic)
         
gh.model(lambda, chi, psi, gamma) 

identity(x)

t.transform(lambda)    

integrate.moment.gig(x, moment = 1, ...)

integrate.moment.ghypuv(x, moment = 1, ...)  

internal.dghyp(x, lambda = 1, chi = 1, psi = 1, alpha.bar = NULL, 
               mu = 1, sigma = 1, gamma = 0, logvalue = F)

internal.dghypmv(x, lambda, chi, psi, mu, sigma, gamma, logvalue = F)  

mle.default(data, pdf, vars, opt.pars = rep(F, length(vars)), 
            transform = rep("identity", length(vars)), se = F, 
            na.rm = F, silent = FALSE, ...)
            
p.default(q,pdf,pdf.args,lower,...)

q.default(p, pdf, pdf.args, interval, p.lower, ...)

test.class.ghyp(object, case = c("ghypbase","ghypuv","ghypmv"))

llh.surface(obj,param=c("alpha.bar","lambda","mu","sigma","gamma"),
            x.seq=NULL,y.seq=NULL,x.range=c(0,1),y.range=c(0,1),
            n.grid=100, percent=FALSE,plot.it=TRUE)

Details

abar2chipsi
Convert “alpha.bar” to “chi” and “psi” when using the “alpha.bar” parametrization.

besselM3
Wrapper function for besselK.

check.data
This function checks data for consistency. Only data objects of typ data.frame, matrix or numeric are accepted.

check.gig.pars
Some combinations of the GIG parameters are not allowed. This function checks whether this is the case or not.

check.norm.pars
This function simply checks if the dimensions match.

check.gig.pars
Some combinations of the GIG parameters are not allowed. This function checks whether the parameters are valid or not.

check.opt.pars
When calling the fitting routines (fit.ghypuv and fit.ghypmv) a named vector containing the parameters which should not be fitted can be passed. By default all parameters will be fitted.

fit.ghyp
This function is called by the functions fit.ghypuv and fit.ghypmv to create objects of class mle.ghypuv and mle.ghypmv.

gh.model
Check if the parameters denote a special case of the generalized hyperbolic distribution.

identity
Identity function used in fit.ghypuv as a transformation function of certain parameters which have to be optimized numerically.

t.transfrom
Transformation function used in fit.ghypuv for certain parameters which have to be optimized numerically.

integrate.moment.gig
This function is used when computing the conditional expectation of a generalized inverse gaussian distribution.

integrate.moment.ghypuv
This function is used when computing the conditional expectation of a univariate generalized hyperbolic distribution.

internal.dghyp
This function is used during the fitting procedure. Use dghyp to compute the density of generalized hyperbolic distribution objects.

internal.dghypmv
This function is used during the fitting procedure. Use dghyp to compute the density of generalized hyperbolic distribution objects.

mle.default
This function serves as a generic function for maximum likelihood estimation. It is for internal use only. See fit.ghypuv which wraps this function.

p.default
A generic distribution function integrator given a density function. See pghyp for a wrapper of this function.

q.default
A generic quantile function calculator given a density function. See qghyp for a wrapper of this function.

test.class.ghyp
This function tests whether the object is of class ghypbase, ghypuv or ghypmv according to the argument case and states a corresponding error if not.

llh.surface
This function is intended to draw surface plots of the log-likelihood function either over a one or two-dimensional parameter space.

Author(s)

Wolfgang Breymann, David Lüthi


[Package ghyp version 0.9.2 Index]