ghypmv-class {ghyp}R Documentation

Class ghypmv

Description

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 from the Class

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)).

Slots

lambda:
Shape parameter of class "numeric".
alpha.bar:
Shape parameter of class "numeric".
chi:
Shape parameter of an alternative parametrization. Object of class "numeric".
psi:
Shape parameter of an alternative parametrization. Object of class "numeric".
mu:
Location parameter of lass "numeric".
sigma:
Dispersion parameter of class "matrix".
gamma:
Skewness parameter of class "numeric".
model:
Model, i.e., (a)symmetric generalized hyperbolic distribution or (a)symmetric special case. Object of class "character".
dimension:
Dimension of the generalized hyperbolic distribution. Object of class "numeric".
expected.value:
The expected value of a generalized hyperbolic distribution. Object of class "numeric".
variance:
The expected value of a generalized hyperbolic distribution. Object of class "matrix".
data:
Data of class "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.

Extends

Class "ghypbase", directly.

Methods

A “pairs” method (see pairs).
A “mean” method (see mean).
A “vcov” method (see vcov).

Author(s)

David Lüthi

See Also

ghyp, mle.ghypmv-class and fit.ghypmv

Examples

  ghyp(lambda=1, alpha.bar=0.1, mu=rep(0,2), sigma=diag(rep(1,2)), gamma=rep(0,2))

[Package ghyp version 0.9.0 Index]