R: NIG Shape Triangle

nigShapeTriangle {fBasics} | R Documentation

## NIG Shape Triangle

### Description

Plots the normal inverse Gaussian Shape Triangle.

### Usage

    nigShapeTriangle(object, add = FALSE, labels = TRUE, ...)

### Arguments

`object` | an object of class `"fDISTFIT"` as returned by the function `nigFit`.
`add` | a logical value. Should another point added to the NIG shape triangle? By default FALSE, a new plot will be created.
`labels` | a logical flag by default `TRUE`. Should the logarithm of the density be returned?
`...` | arguments to be passed to the function `integrate`.

### Value

displays the parameters of fitted distributions in the NIG shape triangle.

### Author(s)

David Scott for code implemented from R's contributed package `HyperbolicDist`.

### References

Atkinson, A.C. (1982); The simulation of generalized inverse Gaussian and hyperbolic random variables, SIAM J. Sci. Stat. Comput. 3, 502–515.

Barndorff-Nielsen O. (1977); Exponentially decreasing distributions for the logarithm of particle size, Proc. Roy. Soc. Lond., A353, 401–419.

Barndorff-Nielsen O., Blaesild, P. (1983); Hyperbolic distributions. In Encyclopedia of Statistical Sciences, Eds., Johnson N.L., Kotz S. and Read C.B., Vol. 3, pp. 700–707. New York: Wiley.

Raible S. (2000); Levy Processes in Finance: Theory, Numerics and Empirical Facts, PhD Thesis, University of Freiburg, Germany, 161 pages.

### Examples

    ## nigShapeTriangle -
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[Package fBasics version 3042.89 Index]