ghyp (version 1.1.0)

coef-methods: Extract parameters of generalized hyperbolic distribution objects

Description

The function coef reutrns the parameters of a generalized hyperbolic distribution object as a list. The user can choose between the chi/psi and the alpha.bar parametrization. The function coefficients is a synonym for coef.

Usage

## S3 method for class 'ghyp':
coef(object, type = c("chipsi", "alpha.bar"))
## S3 method for class 'ghyp':
coefficients(object, type = c("chipsi", "alpha.bar"))

Arguments

object

An object inheriting from class ghyp.

type

According to type the parameters of either the chi/psi or the alpha.bar parametrization will be returned.

Value

• If type is chipsi a list with components: rl{ lambda Shape parameter. chi Shape parameter. psi Shape parameters. mu Location parameter. sigma Dispersion parameter. gamma Skewness parameter. } If type is alpha.bar a list with components: rl{ lambda Shape parameter. alpha.bar Shape parameter. mu Location parameter. sigma Dispersion parameter. gamma Skewness parameter. }

See Also

fit.ghypuv, fit.ghypmv, ghyp.fit.info, transform, [.ghyp

Examples

ghyp.mv <- ghyp(lambda=1, alpha.bar=0.1, mu=rep(0,2), sigma=diag(rep(1,2)), 
                  gamma=rep(0,2),data=matrix(rt(1000,df=4),ncol=2))
  ## Get parameters
  coef(ghyp.mv, type = "alpha.bar")
  coefficients(ghyp.mv, type = "chipsi") 
  
  ## Simple modification (do not modify slots directly e.g. object@mu <- 0:1)
  param <- coef(ghyp.mv, type = "alpha.bar")
  param$mu <- 0:1
  do.call("ghyp", param) # returns a new 'ghyp' object