ghst function

Generalized Hyperbolic Skewed Student Distribution

Density, distribution, quantile function and random number generation for the generalized hyperbolic skew student distribution parameterized in terms of mean, standard deviation, skew and shape parameters.

dghst(x, mu = 0, sigma = 1, skew = 1, shape = 8, log = FALSE)

rghst(n, mu = 0, sigma = 1, skew = 1, shape = 8)

pghst(
  q,
  mu = 0,
  sigma = 1,
  skew = 1,
  shape = 8,
  lower_tail = TRUE,
  log = FALSE
)

qghst(
  p,
  mu = 0,
  sigma = 1,
  skew = 1,
  shape = 8,
  lower_tail = TRUE,
  log = FALSE
)

Arguments

• x, q: vector of quantiles.
• mu: mean.
• sigma: standard deviation.
• skew: skew parameter.
• shape: shape parameter.
• log: (logical) if TRUE, probabilities p are given as log(p).
• n: Number of observations.
• lower_tail: if TRUE (default), probabilities are $P[X \le x]$ otherwise, $P[X > x]$.
• p: vector of probabilities.

Returns

d gives the density, p gives the distribution function, q gives the quantile function and r generates random deviates. Output depends on x or q length, or n for the random number generator.