Usage: |
y = pdfghd(x, lambda, alpha, beta, delta, mu)
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Input: |
| x | n x 1 vector, real numbers where the density is calculated.
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| lambda | scalar, a parameter of generalized hyperbolic distribution.
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| alpha | scalar, a parameter of generalized hyperbolic distribution,
positive when lambda is nonnegative,
nonnegative when lambda is negative.
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| beta | scalar, a parameter of generalized hyperbolic distribution,
|beta|<alpha when lambda is nonnegative,
|beta|<=alpha when lambda is negative.
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| delta | scalar, a parameter of generalized hyperbolic distribution,
positive when lambda is less than or equal to zero,
nonnegative when lambda is positive.
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| mu | scalar, a parameter of generalized hyperbolic distribution.
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Output: |
| y | n x 1 vector, values of the hyperbolic density |