transform-extract-methods {ghyp} | R Documentation |
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.
## S4 method for signature 'ghyp': transform(`_data`, summand, multiplier) ## S3 method for class 'ghyp': x[i = c(1, 2)]
_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 . |
An object of class ghyp
.
David Luethi
ghyp
, fit.ghypuv
and fit.ghypmv
for constructors of ghyp
objects.
## 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)]