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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:
# ghMode Computes mode of the generalized hyperbolic DF
################################################################################
ghMode <-
function(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = -1/2)
{
# A function implemented by Diethelm Wuertz
# Description:
# Computes the mode of the Generalized Hyperbolic PDF
# FUNCTION:
# Find Maximum:
min = qgh(0.01, alpha, beta, delta, mu, lambda)
max = qgh(0.99, alpha, beta, delta, mu, lambda)
ans = optimize(f = dgh, interval = c(min, max),
alpha = alpha, beta = beta, delta = delta, mu = mu, lambda = lambda,
maximum = TRUE, tol = .Machine$double.eps)$maximum
# Return Value:
ans
}
################################################################################
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