transform-extract-methods {ghyp}R Documentation

Linear transformation and extraction of generalized hyperbolic distributions

Description

The transform function can be used to linearly transform generalized hyperbolic distribution objects. The extraction operator [ extracts some margins of a multivariate generalized hyperbolic distribution object.

Usage

## S4 method for signature 'ghyp':
transform(`_data`, summand, multiplier)

## S3 method for class 'ghyp':
x[i = c(1, 2)]

Arguments

_data An object inheriting from class ghyp.
summand A vector.
multiplier A vector or a matrix.
x A multivariate generalized hyperbolic distribution inheriting from class ghyp.
i Index specifying which dimensions to extract.
... Arguments passed to transform.

Value

An object of class ghyp.

Author(s)

David Lüthi

See Also

ghyp, fit.ghypuv and fit.ghypmv for constructors of ghyp objects.

Examples

  ## Mutivariate generalized hyperbolic distribution
  multivariate.ghyp <- ghyp(sigma=var(matrix(rnorm(9),ncol=3)), mu=1:3, gamma=-2:0)
  
  ## Dimension reduces to 2
  transform(multivariate.ghyp, multiplier=matrix(1:6,nrow=2), summand=10:11)
  
  ## Dimension reduces to 1
  transform(multivariate.ghyp, multiplier=1:3)
  
  ## Simple transformation
  transform(multivariate.ghyp, summand=100:102)
  
  ## Extract some dimension
  multivariate.ghyp[1]
  multivariate.ghyp[c(1, 3)]

[Package ghyp version 1.2.0 Index]