R: Moments for the Normal Inverse Gaussian

nigMoments {fBasics} | R Documentation

## Moments for the Normal Inverse Gaussian

### Description

Computes the first four moments for the normal inverse Gaussian distribution.

### Usage

    nigMean(alpha = 1, beta = 0, delta = 1, mu = 0)
    nigVar(alpha = 1, beta = 0, delta = 1, mu = 0)
    nigSkew(alpha = 1, beta = 0, delta = 1, mu = 0)
    nigKurt(alpha = 1, beta = 0, delta = 1, mu = 0)

### Arguments

`alpha, beta, delta, mu` | are numeric values where `alpha` is the location parameter, `beta` is the location parameter, `delta` is the first shape parameter, and `mu` is the second shape parameter.

### Value

All values for the `*nig` functions are numeric vectors: `d*` returns the density, `p*` returns the distribution function, `q*` returns the quantile function, and `r*` generates random deviates.

All values have attributes named `"param"` listing the values of the distributional parameters.

### Author(s)

Diethelm Wuertz.

### References

Scott, D. J., Wuertz, D. and Tran, T. T. (2008) Moments of the Generalized Hyperbolic Distribution. Preprint.

### Examples

    ## nigMean -
       # Median:
       nigMean(alpha = 1, beta = 0, delta = 1, mu = 0)

    ## nigVar -
       # Inter-quartile Range:
       nigVar(alpha = 1, beta = 0, delta = 1, mu = 0)

    ## nigSKEW -
       # Robust Skewness:
       nigSkew(alpha = 1, beta = 0, delta = 1, mu = 0)

    ## nigKurt -
       # Robust Kurtosis:
       nigKurt(alpha = 1, beta = 0, delta = 1, mu = 0)

[Package fBasics version 3042.89 Index]