Estimates the parameters of a standardized normal inverse Gaussian distribution.
snigFit(x, zeta = 1, rho = 0, scale = TRUE, doplot = TRUE,
span = "auto", trace = TRUE, title = NULL, description = NULL, ...)an object from class "fDISTFIT".
Slot fit is a list with the same components as the result from
snigFit.
shape parameter zeta is positive,
skewness parameter rho is in the range (-1, 1).
a character string which allows for a brief description.
a logical flag. Should a plot be displayed?
a logical flag, by default TRUE. Should the time series
be scaled by its standard deviation to achieve a more stable
optimization?
x-coordinates for the plot, by default 100 values
automatically selected and ranging between the 0.001,
and 0.999 quantiles. Alternatively, you can specify
the range by an expression like span=seq(min, max,
times = n), where, min and max are the
left and right endpoints of the range, and n gives
the number of the intermediate points.
a character string which allows for a project title.
a logical flag. Should the parameter estimation process be traced?
a numeric vector.
parameters to be parsed.
## Simulate Random Variates:
set.seed(1953)
s <- rsnig(n = 2000, zeta = 0.7, rho = 0.5)
## snigFit -
# Fit Parameters:
snigFit(s, zeta = 1, rho = 0, doplot = TRUE)
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