ghyp (version 0.9.3)

lin.transf: Linear transformation of generalized hyperbolic distributed random numbers

Description

This function may be useful when generalized hyperbolic distribution objects should be linearly transformed. A generalized hyperbolic distribution object will be returned.

Usage

lin.transf(object, summand, multiplier)

Arguments

object

An object inheriting from class ghypbase.

summand

A vector.

multiplier

A vector or a matrix.

Value

• An object of class ghypuv or ghypmv.

See Also

redim, ghyp

Examples

## Mutivariate generalized hyperbolic distribution
  multivariate.ghyp <- ghyp(sigma=var(matrix(rnorm(9),ncol=3)),mu=1:3,gamma=-2:0)
  ## Dimension reduces to 2
  lin.transf(multivariate.ghyp,multiplier=matrix(1:6,nrow=2),summand=10:11)
  ## Dimension reduces to 1
  lin.transf(multivariate.ghyp, multiplier=1:3)
  ## Simple transformation
  lin.transf(multivariate.ghyp, summand=100:102)