skewhypParam {SkewHyperbolic} | R Documentation |
These objects store different parameter sets of the skew hyperbolic t distribution for testing or demonstrating purpose as matrices.
Specifically, the parameter sets skewhypSmallShape
and
skewhypLargeShape
have constant location parameter of mu = 0 and scale parameter of delta = 1.
The skewness parameter beta takes values from {0,2} in
skewhypSmallShape
and skewhypSmallParam
, and from
{-5,0,1,2,5} in skewhypLargeShape
and
skewhypLargeParam
.
The shape parameter nu takes values from {1,5} in
skewhypSmallShape
and skewhypSmallParam
, and from
{1,2,5,10,20} in skewhypLargeShape
and
skewhypLargeParam
.
skewhypSmallShape skewhypLargeShape skewhypSmallParam skewhypLargeParam
skewhypSmallShape
: a 4 by 4 matrix;
skewhypLargeShape
: a 25 by 4 matrix;
skewhypSmallParam
: a 16 by 4 matrix;
skewhypLargeParam
: a 400 by 4 matrix.
David Scott d.scott@auckland.ac.nz
data(skewhypParam) ### Testing the accuracy of skewhypMean for (i in 1:nrow(skewhypSmallParam)) { param <- skewhypSmallParam[i, ] x <- rskewhyp(1000, param = param) sampleMean <- mean(x) distMean <- skewhypMean(param = param) difference <- abs(sampleMean - distMean) print(difference) }