vgMom(VarianceGamma)
vgMom()所属R语言包：VarianceGamma
Calculate Moments of the Variance Gamma Distribution
计算的方差Gamma分布时刻
译者：生物统计家园网 机器人LoveR
描述----------Description----------
This function can be used to calculate raw moments, mu moments, central moments and moments about any other given location for the variance gamma (VG) distribution.
此功能可用于计算任何其他位置的方差伽玛（VG）分配生的时刻，亩时刻，中央时刻和时刻。
用法----------Usage----------
vgMom(order, vgC = 0, sigma = 1, theta = 0, nu = 1,
param = c(vgC,sigma,theta,nu), momType = "raw", about = 0)
参数----------Arguments----------
参数：order
Numeric. The order of the moment to be calculated. Not permitted to be a vector. Must be a positive whole number except for moments about zero.
数字。的那一刻的顺序来计算的。不允许是一个向量。必须是一个正整数的力矩为零除外。
参数：vgC
The location parameter c, default is 0.
位置参数c，默认为0。
参数：sigma
The spread parameter sigma, default is 1, must be positive.
扩散参数sigma，默认为1，必须是积极的。
参数：theta
The asymmetry parameter theta, default is 0.
的不对称参数theta，默认为0。
参数：nu
The shape parameter nu, default is 1, must be positive.
形状参数nu，默认为1，必须是积极的。
参数：param
Specifying the parameters as a vector which takes the form c(vgC,sigma,theta,nu).
指定的参数作为向量的形式c(vgC,sigma,theta,nu)。
参数：momType
Common types of moments to be calculated, default is "raw". See Details.
常见的类型来计算的时刻，默认为“原始”。查看详细信息。
参数：about
Numeric. The point around which the moment is to be calculated, default is 0. See Details.
数字。要计算点周围的那一刻，默认为0。查看详细信息。
Details
详细信息----------Details----------
For the parameters of the variance gamma distribution, users may either specify the values individually or as a vector. If both forms are specified but with different values, then the values specified by vector param will always overwrite the other ones. In addition, the parameters values are examined by calling the function vgCheckPars to see if they are valid for the VG distribution.
方差伽玛分布的参数，用户可以单独或作为一个向量指定的值。如果这两种形式都规定，但不同的值，然后指定的值的矢量param将始终覆盖其他的人。此外，检查的参数值调用函数vgCheckPars，看看他们是否是有效的VG分布。
order is also checked by calling the function is.wholenumber in DistributionUtils package to see whether a whole number is given.
order也通过调用函数检查is.wholenumberDistributionUtils包，看是否是一个整数。
momType can be either "raw" (moments about zero), "mu" (moments about vgC), or "central" (moments about mean). If one of these moment types is specified, then there is no need to specify the about value. For moments about any other location, the about value must be specified. In the case that both momType and about are specified and contradicting, the function will always calculate the moments based on about rather than momType.
momType是不是“原始”（力矩为零），“亩”（力矩VGC），或“中央”（片刻约的意思）。如果这些时刻类型之一被指定，那么就没有必要指定about值。有关的其他任何位置的时刻，about这个值必须被指定。的情况下，都momType和about指定和矛盾，该函数将总是计算的基础上about而不是momType的时刻。
To calculate moments of the VG distribution, the function first calculates mu moments by the formula defined below and then transforms mu moments to central moments or raw moments or moments about any other location as required by calling momChangeAbout in DistributionUtils package.
要计算的VG分布的时刻，该函数首先计算亩时刻由下面的公式，然后转换亩时刻中心矩或原始的时刻，或作为需要通过调用momChangeAboutDistributionUtils的有关的其他任何位置的时刻包。
To calculate mu moments of the variance gamma distribution, the function first transforms the parameterization of c,sigma,theta,nu to the generalized hyperbolic distribution's parameterization of lambda,alpha,beta,mu (see vgChangePars for details). Then, the mu moments of the variance gamma distribution are given by
伽玛分布的方差计算亩的时刻，该函数首先将参数化的c,sigma,theta,nu广义双曲线分布的参数化lambda,alpha,beta,mu（见vgChangePars的详细信息）。“然后，亩时刻的方差伽玛分布的
where k = order and k > 0 and a_{k, l} is the recursive coefficient (see momRecursion for details).
k = order和k > 0和a_{k, l}是的递归系数（见momRecursion）。
This formula is developed from the mu moments formula of the generalized hyperbolic distribution given in Scott, W眉rtz and Tran (2008). Note that the part in [] of this equation is actually equivalent to the formula of raw moments of the gamma distribution. So the function calls gammaRawMom in GeneralizedHyperbolic package when implementing the computations.
这个公式是发展的万亩时刻，武尔茨在斯科特和Tran（2008）广义双曲线分布公式。请注意，在[]这个公式实际上是相当于原料的时刻，伽玛分布的公式。因此，该函数调用gammaRawMom中GeneralizedHyperbolic包时执行计算。
值----------Value----------
The moment specified. In the case of raw moments, Inf is returned if the moment is infinite.
指定的那一刻。的情况下，原材料时刻，Inf返回的那一刻是无限的。
（作者）----------Author(s)----------
David Scott <a href="mailto:d.scott@auckland.ac.nz">d.scott@auckland.ac.nz</a>,
Christine Yang Dong <a href="mailto:c.dong@auckland.ac.nz">c.dong@auckland.ac.nz</a>
参考文献----------References----------
Intermediate Probability: A Computational Approach, Chichester: Wiley Scott, D. J., W眉rtz, D. and Tran, T. T. (2008) Moments of the Generalized Hyperbolic Distribution. Preprint.
参见----------See Also----------
vgCheckPars, vgChangePars, vgMean, vgVar, vgSkew, vgKurt, is.wholenumber, momRecursion, momChangeAbout and
vgCheckPars，vgChangePars，vgMean，vgVar，vgSkew，vgKurt，is.wholenumber，momRecursion，momChangeAbout
实例----------Examples----------
### Raw moments of the VG distribution[＃＃生的时刻，VG分布]
vgMom(3, param=c(2,1,2,1), momType = "raw")
### Mu moments of the VG distribution[＃＃亩的时刻，VG分布]
vgMom(2, param=c(2,1,2,1), momType = "mu")
### Central moments of the VG distribution[＃＃中央的时刻，VG分布]
vgMom(4, param=c(2,1,2,1), momType = "central")
### Moments about any locations[＃＃时刻任何地点]
vgMom(4, param=c(2,1,2,1), about = 1)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注：
注1：为了方便大家学习，本文档为生物统计家园网机器人LoveR翻译而成，仅供个人R语言学习参考使用，生物统计家园保留版权。
注2：由于是机器人自动翻译，难免有不准确之处，使用时仔细对照中、英文内容进行反复理解，可以帮助R语言的学习。
注3：如遇到不准确之处，请在本贴的后面进行回帖，我们会逐渐进行修订。
|
发表于 2012-10-1 14:25:44
