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 |
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)
density is displayed graphically