ghypbase-class

Base class of <code><a href="/link/ghypuv?package=ghyp&version=0.9.3&to=%3Dghypuv-class" rd-options="=ghypuv-class" data-mini-rdoc="=ghypuv-class::ghypuv">ghypuv</a></code> and <code><a href="/link/ghypmv?package=ghyp&version=0.9.3&to=%3Dghypmv-class" rd-options="=ghypmv-class" data-mini-rdoc="=ghypmv-class::ghypmv">ghypmv</a></code>.

classes

This package provides all about univariate and multivariate generalized hyperbolic distributions and its special cases (Hyperbolic, Normal Inverse Gaussian, Variance Gamma and skewed Student-t distribution). Especially fitting procedures, computation of the density, quantile, probability, random variates, expected shortfall and some portfolio optimization and plotting routines. In addition the generalized inverse gaussian distribution is contained in this package.

David Lthi

ghyp

A package on generalized hyperbolic distributions

ghypbase-class function

No objects should be created from this class.

Objects from the Class

A <dquote>mean</dquote> method (see <code><a href="/link/mean?package=ghyp&version=0.9.3&to=%3Dmean.ghypbase" rd-options="=mean.ghypbase" data-mini-rdoc="=mean.ghypbase::mean">mean</a></code>). A <dquote>vcov</dquote> method (see <code><a href="/link/vcov?package=ghyp&version=0.9.3&to=%3Dvcov.ghypbase" rd-options="=vcov.ghypbase" data-mini-rdoc="=vcov.ghypbase::vcov">vcov</a></code>).

ghypbase-class: Class ghypbase

Description

Arguments

Objects from the Class

Methods

See Also