ghyp-internal              package:ghyp              R Documentation

_I_n_t_e_r_n_a_l _g_h_y_p _f_u_n_c_t_i_o_n_s

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

     Internal ghyp functions. These functions are not to be called by
     the user.

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

     abar2chipsi(alpha.bar, lambda, eps = .Machine$double.eps) 

     besselM3(lambda = 9/2, x = 2, logvalue = FALSE)

     check.data(data, case = c("uv", "mv"), na.rm = TRUE, fit = TRUE, dim = NULL)

     check.gig.pars(lambda, chi, psi)
                             
     check.norm.pars(mu, sigma, gamma, dimension)

     check.opt.pars(opt.pars, symmetric)

     fit.ghyp(object, llh = 0, n.iter = 0, converged = FALSE, error.code = 0, 
              error.message = "", parameter.variance, fitted.params, aic)
              
     ghyp.model(lambda, chi, psi, gamma) 

     t.transform(lambda)

     inv.t.transform(lambda.transf)    

     integrate.moment.gig(x, moment = 1, ...)

     integrate.moment.ghypuv(x, moment = 1, ...)  

     internal.dghyp(x, lambda = 1, chi = 1, psi = 1, alpha.bar = NULL, 
                    mu = 1, sigma = 1, gamma = 0, logvalue = FALSE)

     internal.dghypmv(x, lambda, chi, psi, mu, sigma, gamma, logvalue = F)  

     mle.default(data, pdf, vars, opt.pars = rep(TRUE, length(vars)), 
                 transform = NULL, se = FALSE, 
                 na.rm = FALSE, silent = FALSE, ...)
                 
     p.default(q,pdf,pdf.args,lower,...)

     q.default(p, pdf, pdf.args, interval, p.lower, ...)

     test.ghyp(object, case = c("ghyp", "univariate", "multivariate"))

     llh.surface(obj, param=c("alpha.bar","lambda","mu","sigma","gamma"),
                 x.seq=NULL, y.seq=NULL, x.range=c(0,1), y.range=c(0,1),
                 n.grid=100, percent=FALSE, plot.it=TRUE)

_D_e_t_a_i_l_s:

     'abar2chipsi' 
      Convert "alpha.bar" to "chi" and "psi" when using the 
     "alpha.bar" parametrization.

     'besselM3' 
      Wrapper function for 'besselK'.

     'check.data' 
      This function checks 'data' for consistency. Only data objects of
     typ 'data.frame', 'matrix' or 'numeric' are accepted.

     'check.gig.pars' 
      Some combinations of the GIG parameters are not allowed. This 
     function checks whether this is the case or not. 

     'check.norm.pars' 
      This function simply checks if the dimensions match.

     'check.gig.pars' 
      Some combinations of the GIG parameters are not allowed. This 
     function checks whether the parameters are valid or not. 

     'check.opt.pars' 
      When calling the fitting routines ('fit.ghypuv' and 'fit.ghypmv')
     a named vector containing the parameters which should not be
     fitted can be passed.  By default all parameters will be fitted.

     'fit.ghyp' 
      This function is called by the functions 'fit.ghypuv' and
     'fit.ghypmv' to create objects of class 'mle.ghyp' and 
     'mle.ghyp'.

     'ghyp.model' 
      Check if the parameters denote a special case of the generalized
     hyperbolic distribution.

     't.transfrom' 
      Transformation  function used in 'fit.ghypuv' for parameter nu
     belonging to the Student-t distribution.

     'inv.t.transfrom' 
      The inverse of 't.transfrom'.

     'integrate.moment.gig' 
      This function is used when computing the conditional expectation
     of a generalized inverse gaussian distribution.

     'integrate.moment.ghypuv' 
      This function is used when computing the conditional expectation
     of a univariate generalized hyperbolic distribution.

     'internal.dghyp' 
      This function is used during the fitting procedure. Use 'dghyp' 
     to compute the density of generalized hyperbolic distribution
     objects.

     'internal.dghypmv' 
      This function is used during the fitting procedure. Use 'dghyp' 
     to compute the density of generalized hyperbolic distribution
     objects. 

     'mle.default' 
      This function serves as a generic function for maximum likelihood
     estimation. It is for internal use only. See 'fit.ghypuv' which
     wraps this function. 

     'p.default' 
      A generic distribution function integrator given a density
     function. See 'pghyp' for a wrapper of this function.

     'q.default' 
      A generic quantile function calculator given a density function. 
     See 'qghyp' for a wrapper of this   function.

     'test.ghyp' 
      This function tests whether the object is of class 'ghyp' and
     sometimes whether it is univariate or  multivariate according to
     the argument 'case' and states a corresponding error if not.

     'llh.surface' 
      This function is intended to draw surface plots of the
     log-likelihood function  either over a one or two-dimensional
     parameter space.

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

     Wolfgang Breymann, David Lthi

