ntwk (version 1.0.0)

fit_ghyp_diffusion: Fit a Generalised Hyperbolic distribution.

Description

Fit a Generalised Hyperbolic distribution.

Usage

fit_ghyp_diffusion(data, ghyp_names = "FULL", silent = TRUE, ...)

Arguments

data

Data to fit.

ghyp_names

Ghyp distribution names (in c('NIG', 'GAUSS', 'VG', 'ST', 'FULL')).

silent

Boolean to silence the noise inference.

...

Extra options given to the ghyp fitting.

Value

List of fitted Generalised Hyperbolic distribution.

Examples

# NOT RUN {
n <- 500
data <- cbind(ghyp::rghyp(n, ghyp::ghyp()), ghyp::rghyp(n, ghyp::ghyp()))
fit_ghyp_diffusion(data = data, silent = TRUE)
# }