hyperb.change.pars {HyperbolicDist} | R Documentation |
This function interchanges between the following 3 parameterisations of the Hyperbolic Distribution: 1. pi, zeta, delta, mu 2. alpha, beta, delta, mu 3. phi, gamma, delta, mu
hyperb.change.pars(from, to, theta, no.names=FALSE)
from |
the set of parameters to change from |
to |
the set of parameters to change to |
theta |
"from" parameter vector consisting of 4 numerical elements |
no.names |
logical; when TRUE , suppresses the parameter
names in the output |
In the 3 parameterisations, the following must be positive: 1. zeta, delta 2. alpha, delta 3. phi, gamma, delta Furthermore, note that in the second parameterisation alpha must must be greater than the absolute value of beta.
A numerical vector of length 4 representing theta
in the
to
parameterisation.
David Scott d.scott@auckland.ac.nz, Jennifer Tso, Richard Trendall
Barndorff-Nielsen, O. and Blaesild, P (1983). Hyperbolic distributions. In Encyclopedia of Statistical Sciences, eds., Johnson, N. L., Kotz, S. and Read, C. B., Vol. 3, pp. 700–707. New York: Wiley.
theta1 <- c(-2,1,3,0) # Parameter vector in parameterisation 1 theta2 <- hyperb.change.pars(1,2,theta1) # Convert to parameterisation 2 theta2 # Parameter vector in parameterisation 2 hyperb.change.pars(2,1,as.numeric(theta2)) # Convert back to parameterisation 1