skewhypMeanVarMode(SkewHyperbolic)
skewhypMeanVarMode()所属R语言包:SkewHyperbolic
Moments and Mode of the Skew Hyperbolic Student t-Distribution.
矩和学生t分布的“倾斜”双曲型的模式。
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Functions to calculate the mean, variance, skewness, kurtosis and mode of a specified skew hyperbolic t-distribution.
函数计算指定的偏移双曲t分布的均值,方差,偏度,峰度和模式。
用法----------Usage----------
skewhypMean(mu = 0, delta = 1, beta = 1, nu = 1,
param = c(mu,delta,beta,nu))
skewhypVar(mu = 0, delta = 1, beta = 1, nu = 1,
param = c(mu,delta,beta,nu))
skewhypSkew(mu = 0, delta = 1, beta = 1, nu = 1,
param = c(mu,delta,beta,nu))
skewhypKurt(mu = 0, delta = 1, beta = 1, nu = 1,
param = c(mu,delta,beta,nu))
skewhypMode(mu = 0, delta = 1, beta = 1, nu = 1,
param = c(mu,delta,beta,nu),
tolerance = .Machine$double.eps ^ 0.5)
参数----------Arguments----------
参数:mu
Location parameter mu, default is 0.
位置参数mu,默认为0。
参数:delta
Scale parameter delta, default is 1.
尺度参数delta,默认值是1。
参数:beta
Skewness parameter beta, default is 1.
偏度参数beta,默认值是1。
参数:nu
Shape parameter ν, default is 1.
形状参数ν,默认值是1。
参数:param
Specifying the parameters as a vector of the form<br> c(mu,delta,beta,nu).
指定参数作为一个向量的形式<br>物理化学学报c(mu,delta,beta,nu)。
参数:tolerance
A difference smaller than this value is taken to be zero.
小于该值的差被视为零。
Details
详细信息----------Details----------
Users may either specify the values of the parameters individually or as a vector. If both forms are specified, then the values specified by the vector param will overwrite the other ones.In addition the parameter values are examined by calling the function skewhypCheckPars to see if they are valid.
用户可以指定单独或作为一个向量参数的值。如果两种形式都被指定,那么向量param指定的值将覆盖其他ones.In另外的参数值是通过调用函数skewhypCheckPars看,如果他们是有效的检查。
The moments are calculated as per formulae in Aas&Haff(2006) and the mode is calculated by numerical optimisation of the density function using optim.
的时刻是在AAS的Haff(2006年),按公式计算,计算的密度函数的数值优化使用optim的模式。
Note that the mean does not exist when nu = 2, the variance does not exist for nu <= 4, the skewness does not exist for nu <= 6, and the kurtosis does not exist for nu <= 8.
需要注意的是平均不存在,当nu = 2,方差不存在nu <= 4,偏态不存在nu <= 6,以及峰度不存在nu <= 8 。
值----------Value----------
skewhypMean gives the mean of the skew hyperbolic t-distribution, skewhypVar the variance, skewhypSkew the skewness, skewhypKurt the kurtosis and skewhypMode the mode.
skewhypMean歪斜双曲型t-分布给出了平均值,skewhypVar的方差,skewhypSkew的偏斜度,skewhypKurt的峰度和skewhypMode的模式。
(作者)----------Author(s)----------
David Scott <a href="mailto:d.scott@auckland.ac.nz">d.scott@auckland.ac.nz</a>, Fiona Grimson
参考文献----------References----------
The Generalised Hyperbolic Skew Student's t-distribution, Journal of Financial Econometrics, 4, 275–309.
参见----------See Also----------
dskewhyp, optim, skewhypCheckPars, skewhypMom
dskewhyp,optim,skewhypCheckPars,skewhypMom
实例----------Examples----------
param <- c(10,1,5,9)
skewhypMean(param = param)
skewhypVar(param = param)
skewhypSkew(param = param)
skewhypKurt(param = param)
skewhypMode(param = param)
range <- skewhypCalcRange(param = param)
curve(dskewhyp(x, param = param), range[1], range[2])
abline(v = skewhypMode(param = param), col = "red")
abline(v = skewhypMean(param = param), col = "blue")
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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