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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:
# hypMED Returns true hyp median
# hypIQR Returns true hyp inter quartal range
# hypSKEW Returns true hyp robust skewness
# hypKURT Returns true hyp robust kurtosis
################################################################################
hypMED <-
function(alpha = 1, beta = 0, delta = 1, mu = 0)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns true gh median
# Arguments:
# beta - a numeric value, the location parameter
# delta - a numeric value, the scale parameter
# mu - a numeric value, the first shape parameter
# nu - a numeric value, the second parameter
# FUNCTION:
# gh Median
Q = qgh(p=0.5, alpha, beta, delta, mu, lambda=1)
med = c(MED = Q)
# Return Value:
med
}
# ------------------------------------------------------------------------------
hypIQR <-
function(alpha = 1, beta = 0, delta = 1, mu = 0)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns true gh inter quartal range
# Arguments:
# beta - a numeric value, the location parameter
# delta - a numeric value, the scale parameter
# mu - a numeric value, the first shape parameter
# nu - a numeric value, the second parameter
# FUNCTION:
# gh Inter Quartile Range
Q = numeric()
Q[1] = qgh(p=0.25, alpha, beta, delta, mu, lambda=1)
Q[2] = qgh(p=0.75, alpha, beta, delta, mu, lambda=1)
iqr = c(IQR = Q[[2]] - Q[[1]])
# Return Value:
iqr
}
# ------------------------------------------------------------------------------
hypSKEW <-
function(alpha = 1, beta = 0, delta = 1, mu = 0)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns true gh robust gh skewness
# Arguments:
# beta - a numeric value, the location parameter
# delta - a numeric value, the scale parameter
# mu - a numeric value, the first shape parameter
# nu - a numeric value, the second parameter
# FUNCTION:
# gh Robust Skewness:
Q = numeric()
Q[1] = qgh(p=0.25, alpha, beta, delta, mu, lambda=1)
Q[2] = qgh(p=0.50, alpha, beta, delta, mu, lambda=1)
Q[3] = qgh(p=0.75, alpha, beta, delta, mu, lambda=1)
skew = c(SKEW = ( Q[[3]] + Q[[1]] - 2* Q[[2]] ) / (Q[[3]] - Q[[1]] ) )
# Return Value:
skew
}
# ------------------------------------------------------------------------------
hypKURT <-
function(alpha = 1, beta = 0, delta = 1, mu = 0)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns true gh robust gh kurtosis
# Arguments:
# beta - a numeric value, the location parameter
# delta - a numeric value, the scale parameter
# mu - a numeric value, the first shape parameter
# nu - a numeric value, the second parameter
# FUNCTION:
# gh Robust Kurtosis:
Q = numeric()
for (p in (1:7)/8) Q = c(Q, qgh(p, alpha, beta, delta, mu, lambda=1))
kurt = c(KURT = (Q[[7]] - Q[[5]] + Q[[3]] - Q[[1]]) / (Q[[6]] - Q[[2]]))
# Return Value:
kurt
}
################################################################################
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