mean-vcov-methods {ghyp} | R Documentation |
The function mean
returns the expected value. The function vcov
returns
the variance in the univariate case and the variance-covariance matrix in the
multivariate case.
## S4 method for signature 'ghyp': mean(x) ## S4 method for signature 'ghyp': vcov(object)
x, object |
An object inheriting from class
ghyp . |
Either the expected value or the variance.
David Lüthi
ghyp
, ghyp-class
, Egig
to
compute the expected value and the variance of the generalized inverse gaussian
mixing distribution distributed and its special cases.
## Univariate: Parametric vg.dist <- VG(lambda = 1.1, mu = 10, sigma = 10, gamma = 2) mean(vg.dist) vcov(vg.dist) ## Univariate: Empirical vg.sim <- rghyp(10000, vg.dist) mean(vg.sim) var(vg.sim) ## Multivariate: Parametric vg.dist <- VG(lambda = 0.1, mu = c(55, 33), sigma = diag(c(22, 888)), gamma = 1:2) mean(vg.dist) vcov(vg.dist) ## Multivariate: Empirical vg.sim <- rghyp(50000, vg.dist) colMeans(vg.sim) var(vg.sim)