GH_MGF {BayesLN} | R Documentation |
Function that implements the moment generating function of the Generalized Hyperbolyc (GH) distribution.
GH_MGF(r, mu = 0, delta, alpha, lambda, beta = 0)
r |
Coefficient of the MGF. Can be viewd also as the order of the log-GH moments. |
mu |
Location parameter, default set to 0. |
delta |
Concentration parameter, must be positive. |
alpha |
Tail parameter, must be positive and greater than the modulus of |
lambda |
Shape parameter. |
beta |
Skewness parameter, default set to 0 (symmetric case). |
This function allows to evaluate the moment generating function of the GH distribution in the point r
.
It is defined only for points that are lower than the value of γ, that is defined as:
γ^2=α^2-β^2.
For integer values of r
, it could also be considered as the
r-th raw moment of the log-GH distribution.