ghyp-examples.R

> library(GeneralizedHyperbolic)
> dghyp(2)
[1] 0.08878272
> dghyp(0)
[1] 0.3055948
> dghyp(3, mu = 4)
[1] 0.2019553
> dghyp(3, mu = 4, alpha = 3)
[1] 0.1789202
> ghypdata <- rghyp(1000)
> fitteddata <- hyperbFit(ghypdata, hessian = TRUE)
> summary(fitteddata) # Printing fitted paramaters & std errors

Data:      ghypdata 
Parameter estimates:
       mu        delta       alpha        beta  
   -0.02921     0.57314     0.94262    -0.03066 
  ( 0.08689)  ( 0.19332)  ( 0.05222)  ( 0.03881)
Likelihood:         -1852.273 
Method:             Nelder-Mead 
Convergence code:   0 
Iterations:         169