fBasics (version 4032.96)

nigRobMoments: Robust Moments for the NIG

Description

Computes the first four robust moments for the Normal Inverse Gaussian Distribution.

Usage

nigMED(alpha = 1, beta = 0, delta = 1, mu = 0)
nigIQR(alpha = 1, beta = 0, delta = 1, mu = 0)
nigSKEW(alpha = 1, beta = 0, delta = 1, mu = 0)
nigKURT(alpha = 1, beta = 0, delta = 1, mu = 0)

Value

a named numerical value. The name is one of MED, IQR, SKEW, or KURT, obtained by dropping the nig prefix from the name of the corresponding function.

Arguments

alpha

shape parameter.

beta

skewness parameter beta, abs(beta) is in the range (0, alpha).

delta

scale parameter, must be zero or positive.

mu

location parameter, by default 0.

Author

Diethelm Wuertz.

Examples

## nigMED -
   # Median:
   nigMED(alpha = 1, beta = 0, delta = 1, mu = 0)

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

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

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