ghyp (version 0.9.3)

redim: Extract dimensions of multivariate generalized hyperbolic distributions

Description

This function may be useful when certain dimensions of a multivariate generalized hyperbolic distribution are requested. A generalized hyperbolic distribution object will be returned.

Usage

redim(object, dim = c(1, 2))

Arguments

object

An object of class ghypmv.

dim

An integer vector with dimensions.

Value

• An object of class ghypuv or ghypmv.

See Also

fit.ghypmv, lin.transf

Examples

## Mutivariate generalized hyperbolic distribution
  multivariate.ghyp <- ghyp(sigma=var(matrix(rnorm(9),ncol=3)),mu=1:3,gamma=-(2:0))
  redim(multivariate.ghyp,dim=1)
  redim(multivariate.ghyp,dim=c(1,3))