ghyp.moments {ghyp} | R Documentation |
This function computes moments of arbitrary orders of the univariate generalized hyperbolic distribution.
ghyp.moment(object, order = 3:4, absolute = FALSE, central = TRUE, ...)
object |
An univarite generalized hyperbolic object inheriting from class
ghyp . |
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 . |
A vector containing the moments.
David Lüthi
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)