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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: DESCRIPTION:
# hypMean Returns true hyperbolic mean
# hypVar Returns true hyperbolic variance
# hypSkew Returns true hyperbolic skewness
# hypKurt Returns true hyperbolic kurtosis
# FUNCTION: DESCRIPTION:
# hypMoments Returns true hyperbolic moments
################################################################################
hypMean <-
function(alpha=1, beta=0, delta=1, mu=0)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns true hyperbolic mean
# FUNCTION:
# Return Value:
ghMean(alpha, beta, delta, mu, lambda=1)
}
# ------------------------------------------------------------------------------
hypVar <-
function(alpha=1, beta=0, delta=1, mu=0)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns true hyperbolic variance
# FUNCTION:
# Return Value:
ghVar(alpha, beta, delta, mu, lambda=1)
}
# ------------------------------------------------------------------------------
hypSkew <-
function(alpha=1, beta=0, delta=1, mu=0)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns true hyperbolic skewness
# FUNCTION:
# Return Value:
ghSkew(alpha, beta, delta, mu, lambda=1)
}
# ------------------------------------------------------------------------------
hypKurt <-
function(alpha=1, beta=0, delta=1, mu=0)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns true hyperbolic kurtosis
# FUNCTION:
# Return Value:
ghKurt(alpha, beta, delta, mu, lambda=1)
}
# ------------------------------------------------------------------------------
hypMoments <-
function(order, type = c("raw", "central", "mu"),
alpha=1, beta=0, delta=1, mu=0)
{
# A function implemented by Diethelm Wuertz
# Descriptions:
# Returns true moments of the hyperbolic distribution
# FUNCTION:
# Settings:
type = match.arg(type)
# Moments:
lambda = 1
if (type == "raw") {
ans = .ghRawMoments(order, alpha, beta, delta, mu, lambda)
} else if (type == "central") {
ans = .ghCentralMoments(order, alpha, beta, delta, mu, lambda)
} else if (type == "central") {
ans = .ghMuMoments(order, alpha, beta, delta, mu, lambda)
}
# Return Value:
ans
}
################################################################################
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