library(HyperbolicDist) ### Test gigRawMom Theta <- c(-0.5,5,2.5) gigMean(Theta) gigRawMom(1, Theta) momIntegrated("gig", order = 1, param = Theta, about = 0) gigRawMom(2, Theta) momIntegrated("gig", order = 2, param = Theta, about = 0) gigRawMom(10, Theta) momIntegrated("gig", order = 10, param = Theta, about = 0) gigRawMom(2.5, Theta) momIntegrated("gig", order = 2.5, param = Theta, about = 0, absolute = TRUE) ### Test gigMom Theta <- c(-0.5,5,2.5) m1 <- gigRawMom(1, Theta) m1 gigMom(1, Theta) gigMom(2, Theta, m1) m2 <- momIntegrated("gig", order = 2, param = Theta, about = m1) m2 gigMom(1, Theta, m1) gigVar(Theta) gigMom(3, Theta, m1) momIntegrated("gig", order = 3, param = Theta, about = m1) #gigMom(2.5, Theta, m1) ### Test gammaRawMom shape <- 2 rate <- 3 Theta <- c(shape, rate) gammaRawMom(1, shape, rate) momIntegrated("gamma", order = 1, param = Theta, about = 0) gammaRawMom(2, shape, rate) momIntegrated("gamma", order = 2, param = Theta, about = 0) gammaRawMom(10, shape, rate) momIntegrated("gamma", order = 10, param = Theta, about = 0) ### Test gigMom for gamma case shape <- 2 rate <- 3 Theta <- c(shape, rate) m1 <- gammaRawMom(1, shape, rate) m1 gigMom(1, c(shape, 0, 2*rate)) gigMom(2, c(shape, 0, 2*rate), about = m1) m2 <- momIntegrated("gamma", order = 2, param = Theta, about = m1) m2 gigMom(1, c(shape, 0, 2*rate), about = m1) gigMom(3, c(shape, 0, 2*rate), about = m1) momIntegrated("gamma", order = 3, param = Theta, about = m1) ### Test gigRawMom for gamma case library(actuar) Theta <- c(0.5,0,2.5) gigRawMom(2, Theta) mgamma(2, Theta[1], Theta[3]/2) momIntegrated("gamma", order = 2, param = c(Theta[1],Theta[3]/2), about = 0) ### Infinite moment gigRawMom(-2, Theta) mgamma(-2, Theta[1], Theta[3]/2) #momIntegrated("gamma", order = -2, # param = c(Theta[1],Theta[3]/2), about = 0) ### Test gigRawMom for inverse gamma case Theta <- c(-0.5,5,0) ### Infinite moment gigRawMom(2, Theta) minvgamma(2, -Theta[1], Theta[2]/2) #momIntegrated("invgamma", order = 2, # param = c(-Theta[1],Theta[2]/2), about = 0) gigRawMom(-2, Theta) minvgamma(-2, -Theta[1], Theta[2]/2) momIntegrated("invgamma", order = -2, param = c(-Theta[1],Theta[2]/2), about = 0) ### Test gigMom for gamma case Theta <- c(0.5,0,2.5) m1 <- gigMom(1, Theta) m1 mgamma(1, Theta[1], Theta[3]/2) momIntegrated("gamma", order = 1, param = c(Theta[1],Theta[3]/2), about = 0) gigMom(2, Theta, m1) momIntegrated("gamma", order = 2, param = c(Theta[1],Theta[3]/2), about = m1) ### Infinite moments gigMom(-2, Theta) #momIntegrated("gamma", order = -2, # param = c(Theta[1],Theta[3]/2), about = 0) #gigMom(-2, Theta, m1) #momIntegrated("gamma", order = -2, # param = c(Theta[1],Theta[3]/2), about = m1) ### Test gigRawMom for inverse gamma case Theta <- c(-0.5,5,0) ### Infinite moments m1 <- gigMom(1, Theta) m1 minvgamma(1, -Theta[1], Theta[2]/2) #momIntegrated("invgamma", order = 1, # param = c(-Theta[1],Theta[2]/2), about = 0) gigMom(2, Theta, m1) #momIntegrated("invgamma", order = 2, # param = c(-Theta[1],Theta[2]/2), about = m1) gigMom(-2, Theta) momIntegrated("invgamma", order = -2, param = c(-Theta[1],Theta[2]/2), about = 0) #gigMom(-2, Theta, m1) momIntegrated("invgamma", order = -2, param = c(-Theta[1],Theta[2]/2), about = m1)