ghyptransform function

Parameter Transformation

Transforms parameters from standardized representation to distribution specific representation for the nig and gh distributions.

nigtransform(mu = 0, sigma = 1, skew = 0, shape = 3)

ghyptransform(mu = 0, sigma = 1, skew = 0, shape = 3, lambda = -0.5)

Arguments

• mu: mean.
• sigma: standard deviation.
• skew: skew parameter.
• shape: shape parameter.
• lambda: additional shape parameter for the Generalized Hyperbolic distribution.

Returns

The (alpha, beta, delta, mu) representation.