coef-methods              package:ghyp              R Documentation

_E_x_t_r_a_c_t _p_a_r_a_m_e_t_e_r_s _o_f _g_e_n_e_r_a_l_i_z_e_d _h_y_p_e_r_b_o_l_i_c _d_i_s_t_r_i_b_u_t_i_o_n _o_b_j_e_c_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     The function 'coef' reutrns the parameters of a generalized
     hyperbolic distribution  object as a list. The user can choose
     between the "chi/psi" and the "alpha.bar" parametrization. The
     function 'coefficients' is a synonym for 'coef'.

_U_s_a_g_e:

     ## S4 method for signature 'ghyp':
     coef(object, type = c("chipsi", "alpha.bar"))

     ## S4 method for signature 'ghyp':
     coefficients(object, type = c("chipsi", "alpha.bar"))

_A_r_g_u_m_e_n_t_s:

  object: An object inheriting from class 'ghyp'.

    type: According to 'type' the parameters of either the "chi/psi" or
          the "alpha.bar" parametrization will be returned.

_V_a_l_u_e:

     If 'type' is "chipsi" a list with components:

       'lambda'  Shape parameter.
          'chi'  Shape parameter.
          'psi'  Shape parameters.
           'mu'  Location parameter.
        'sigma'  Dispersion parameter.
        'gamma'  Skewness parameter.

     If 'type' is "alpha.bar" a list with components:

          'lambda'  Shape parameter.
       'alpha.bar'  Shape parameter.
              'mu'  Location parameter.
           'sigma'  Dispersion parameter.
           'gamma'  Skewness parameter.

_A_u_t_h_o_r(_s):

     David Lthi

_S_e_e _A_l_s_o:

     'fit.ghypuv', 'fit.ghypmv',  'ghyp.fit.info', 'transform',
     '[.ghyp'

_E_x_a_m_p_l_e_s:

       ghyp.mv <- ghyp(lambda=1, alpha.bar=0.1, mu=rep(0,2), sigma=diag(rep(1,2)), 
                       gamma=rep(0,2),data=matrix(rt(1000,df=4),ncol=2))
       ## Get parameters
       coef(ghyp.mv, type = "alpha.bar")
       coefficients(ghyp.mv, type = "chipsi") 
       
       ## Simple modification (do not modify slots directly e.g. object@mu <- 0:1)
       param <- coef(ghyp.mv, type = "alpha.bar")
       param$mu <- 0:1
       do.call("ghyp", param) # returns a new 'ghyp' object
       
       

