fBasics (version 3011.87)

hypRobMoments: Robust Moments for the HYP

Description

Computes the first four robust moments for the hyperbolic distribution.

Usage

hypMED(alpha = 1, beta = 0, delta = 1, mu = 0) hypIQR(alpha = 1, beta = 0, delta = 1, mu = 0) hypSKEW(alpha = 1, beta = 0, delta = 1, mu = 0) hypKURT(alpha = 1, beta = 0, delta = 1, mu = 0)

Arguments

alpha, beta, delta, mu
shape parameter alpha; skewness parameter beta, abs(beta) is in the range (0, alpha); scale parameter delta, delta must be zero or positive; location parameter mu, by default 0. These is the meaning of the parameters in the first parameterization pm=1 which is the default parameterization selection. In the second parameterization, pm=2 alpha and beta take the meaning of the shape parameters (usually named) zeta and rho. In the third parameterization, pm=3 alpha and beta take the meaning of the shape parameters (usually named) xi and chi. In the fourth parameterization, pm=4 alpha and beta take the meaning of the shape parameters (usually named) a.bar and b.bar.

Value

All values for the *hyp functions are numeric vectors: d* returns the density, p* returns the distribution function, q* returns the quantile function, and r* generates random deviates.All values have attributes named "param" listing the values of the distributional parameters.

Examples

Run this code
## hypMED -
   # Median:
   hypMED(alpha = 1, beta = 0, delta = 1, mu = 0)

## hypIQR -
   # Inter-quartile Range:
   hypIQR(alpha = 1, beta = 0, delta = 1, mu = 0)

## hypSKEW -
   # Robust Skewness:
   hypSKEW(alpha = 1, beta = 0, delta = 1, mu = 0)

## hypKURT -
   # Robust Kurtosis:
   hypKURT(alpha = 1, beta = 0, delta = 1, mu = 0)

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