coef-methods {ghyp} | R Documentation |
The function coef
reutrns the parameters of a generalized hyperbolic distribution
object as a list. The user can choose between the “chi/psi” and the “alpha.bar”
parametrization. The function coefficients
is a synonym for coef
.
## S4 method for signature 'ghyp': coef(object, type = c("chipsi", "alpha.bar")) ## S4 method for signature 'ghyp': coefficients(object, type = c("chipsi", "alpha.bar"))
object |
An object inheriting from class ghyp . |
type |
According to type the parameters of either the “chi/psi” or the “alpha.bar”
parametrization will be returned. |
If type
is “chipsi” a list with components:
lambda | Shape parameter. |
chi | Shape parameter. |
psi | Shape parameters. |
mu | Location parameter. |
sigma | Dispersion parameter. |
gamma | Skewness parameter. |
type
is “alpha.bar” a list with components:
lambda | Shape parameter. |
alpha.bar | Shape parameter. |
mu | Location parameter. |
sigma | Dispersion parameter. |
gamma | Skewness parameter. |
David Lüthi
fit.ghypuv
, fit.ghypmv
,
ghyp.fit.info
, transform
, [.ghyp
ghyp.mv <- ghyp(lambda=1, alpha.bar=0.1, mu=rep(0,2), sigma=diag(rep(1,2)), gamma=rep(0,2),data=matrix(rt(1000,df=4),ncol=2)) ## Get parameters coef(ghyp.mv, type = "alpha.bar") coefficients(ghyp.mv, type = "chipsi") ## Simple modification (do not modify slots directly e.g. object@mu <- 0:1) param <- coef(ghyp.mv, type = "alpha.bar") param$mu <- 0:1 do.call("ghyp", param) # returns a new 'ghyp' object