Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: distribs
See also: rndhyp pdfhyp qhyp mlhyp pdfnig

Quantlet: pdfhyp
Description: generates density of univariate hyperbolic (HYP) distribution

Usage: y = pdfhyp(x,alpha,beta,delta,mu)
Input:
x n x 1 vector, input arguments
alpha scalar, parameter of HYP distribution
beta scalar, parameter of HYP distribution
delta scalar, parameter of HYP distribution
mu scalar, parameter of HYP distribution
Output:
y n x 1 vector, pdf of the HYP distribution

Example:
library("plot")
library("smoother")
library("distribs")
randomize(21)
alpha = 3
beta = 0
delta = 1
mu =0
x = rndhyp(alpha,beta,delta,mu,500)
x = sort(x)
y = pdfhyp(x,alpha,beta,delta,mu)
trline = setmask(denest(x),"line","dotted")
pdfline = setmask(x~y,"line","blue")
d = createdisplay(1,1)
show(d,1,1,pdfline,trline)
setgopt(d,1,1,"title","Density function of HYP distribution","border",0)

Result:
density is displayed graphically



Author: Y. Chen, 20050204 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006