| Library: | stats |
| See also: | pdfhyp cdfhyp qhyp mlnig rndhyp qnig |
| Quantlet: | mlhyp | |
| Description: | estimates distributional parameters of univariate Hyperbolic (HYP) distributed variable |
| Usage: | para = mlhyp(data) | |
| Input: | ||
| data | array, observations of HYP variable | |
| Output: | ||
| para.alpha | scalar, parameter of HYP variable | |
| para.beta | scalar, parameter of HYP variable | |
| para.delta | scalar, parameter of HYP variable | |
| para.mu | scalar, parameter of HYP variable | |
library("stats")
randomize(21)
alpha = 1.8
beta = 0
delta = 1
mu =0
x = rndhyp(alpha,beta,delta,mu,1000)
para = mlhyp(x)
para
Contents of para.alpha [1,] 2.0625 Contents of para.beta [1,] 0.026612 Contents of para.delta [1,] 1.2249 Contents of para.mu [1,] 0.010653