ghyp-internal: Internal ghyp functions

Description

Internal ghyp functions. These functions are not to be called by the user.

Usage

abar2chipsi(alpha.bar, lambda, eps = .Machine$double.eps) 
besselM3(lambda = 9/2, x = 2, logvalue = FALSE)
check.data(data, case = c("uv", "mv"), na.rm = T, fit = TRUE, dim = NULL)
check.gig.pars(lambda, chi, psi)
                        
check.norm.pars(mu, sigma, gamma)
check.opt.pars(opt.pars)
fit.ghyp(object, llh = 0, n.iter = 0, converged = FALSE, error.code = 0, 
         error.message = "", parameter.variance, fitted.params, aic)
         
gh.model(lambda, chi, psi, gamma) 
identity(x)
t.transform(lambda)    
integrate.moment.gig(x, moment = 1, ...)
integrate.moment.ghypuv(x, moment = 1, ...)  
internal.dghyp(x, lambda = 1, chi = 1, psi = 1, alpha.bar = NULL, 
               mu = 1, sigma = 1, gamma = 0, logvalue = F)
internal.dghypmv(x, lambda, chi, psi, mu, sigma, gamma, logvalue = F)  
mle.default(data, pdf, vars, opt.pars = rep(F, length(vars)), 
            transform = rep("identity", length(vars)), se = F, 
            na.rm = F, silent = FALSE, ...)
            
p.default(q,pdf,pdf.args,lower,...)
q.default(p, pdf, pdf.args, interval, p.lower, ...)
test.class.ghyp(object, case = c("ghypbase","ghypuv","ghypmv"))
llh.surface(obj,param=c("alpha.bar","lambda","mu","sigma","gamma"),
            x.seq=NULL,y.seq=NULL,x.range=c(0,1),y.range=c(0,1),
            n.grid=100, percent=FALSE,plot.it=TRUE)

Arguments

Details

abar2chipsi Convert alpha.bar to chi and psi when using the alpha.bar parametrization.

besselM3 Wrapper function for besselK.

check.data This function checks data for consistency. Only data objects of typ data.frame, matrix or numeric are accepted.

check.gig.pars Some combinations of the GIG parameters are not allowed. This function checks whether this is the case or not.

check.norm.pars This function simply checks if the dimensions match. check.gig.pars Some combinations of the GIG parameters are not allowed. This function checks whether the parameters are valid or not.

check.opt.pars When calling the fitting routines (fit.ghypuv and fit.ghypmv) a named vector containing the parameters which should not be fitted can be passed. By default all parameters will be fitted.

fit.ghyp This function is called by the functions fit.ghypuv and fit.ghypmv to create objects of class mle.ghypuv and mle.ghypmv.

gh.model Check if the parameters denote a special case of the generalized hyperbolic distribution.

identity Identity function used in fit.ghypuv as a transformation function of certain parameters which have to be optimized numerically.

t.transfrom Transformation function used in fit.ghypuv for certain parameters which have to be optimized numerically.

integrate.moment.gig This function is used when computing the conditional expectation of a generalized inverse gaussian distribution.

integrate.moment.ghypuv This function is used when computing the conditional expectation of a univariate generalized hyperbolic distribution.

internal.dghyp This function is used during the fitting procedure. Use dghyp to compute the density of generalized hyperbolic distribution objects.

internal.dghypmv This function is used during the fitting procedure. Use dghyp to compute the density of generalized hyperbolic distribution objects. mle.default This function serves as a generic function for maximum likelihood estimation. It is for internal use only. See fit.ghypuv which wraps this function.

p.default A generic distribution function integrator given a density function. See pghyp for a wrapper of this function.

q.default A generic quantile function calculator given a density function. See qghyp for a wrapper of this function. test.class.ghyp This function tests whether the object is of class ghypbase, ghypuv or ghypmv according to the argument case and states a corresponding error if not. llh.surface This function is intended to draw surface plots of the log-likelihood function either over a one or two-dimensional parameter space.