ghyp moment computation {ghyp}R Documentation

Compute moments of ghyp distributions

Description

This function computes moments of arbitrary orders of the univariate generalized hyperbolic distribution.

Usage

ghyp.moment(object, order = 3:4, absolute = FALSE, central = TRUE, ...)

Arguments

object An object inheriting from class ghypuv.
order A vector containing the order of the moments.
absolute Indicate whether the absolute value is taken or not. Must be TRUE if order is not integer.
central If TRUE the moment about the expected value is computed.
... Arguments passed to integrate.

Value

A vector which contains the moments.

Author(s)

David Lüthi

See Also

mean, vcov, Egig

Examples

  nig.uv <- NIG(alpha.bar=0.1, mu=1.1, sigma=3, gamma=-2)
  # Moments of integer order
  ghyp.moment(nig.uv, order = 1:6)
  # Moments of fractional order  
  ghyp.moment(nig.uv, order = 0.2 * 1:20, absolute = TRUE)

[Package ghyp version 0.9.3 Index]