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\name{nigShapeTriangle}
\alias{nigShapeTriangle}
\title{NIG Shape Triangle}
\description{
Plots the normal inverse Gaussian Shape Triangle.
}
\usage{
nigShapeTriangle(object, add = FALSE, labels = TRUE, \dots)
}
\arguments{
\item{object}{
an object of class \code{"fDISTFIT"} as returned by the function
\code{nigFit}.
}
\item{add}{
a logical value. Should another point added to the NIG
shape triangle? By default FALSE, a new plot will be created.
}
\item{labels}{
a logical flag by default \code{TRUE}.
Should the logarithm of the density be returned?
}
\item{\dots}{
arguments to be passed to the function \code{integrate}.
}
}
\value{
displays the parameters of fitted distributions in the
NIG shape triangle.
}
\author{
David Scott for code implemented from \R's
contributed package \code{HyperbolicDist}.
}
\references{
Atkinson, A.C. (1982);
\emph{The simulation of generalized inverse Gaussian and hyperbolic
random variables},
SIAM J. Sci. Stat. Comput. 3, 502--515.
Barndorff-Nielsen O. (1977);
\emph{Exponentially decreasing distributions for the logarithm of
particle size},
Proc. Roy. Soc. Lond., A353, 401--419.
Barndorff-Nielsen O., Blaesild, P. (1983);
\emph{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);
\emph{Levy Processes in Finance: Theory, Numerics and Empirical Facts},
PhD Thesis, University of Freiburg, Germany, 161 pages.
}
\examples{
## nigShapeTriangle -
#
}
\keyword{distribution}
|
