library(HyperbolicDist) testVG <- FALSE ### Test ghyp m1 <- momIntegrated("ghyp", order = 1, param = c(1/2,3,1,1,0), about = 0) m1 ghypMean(c(1/2,3,1,1,0)) momIntegrated("ghyp", order = 1, param = c(1/2,3,1,1,0), about = m1) m2 <- momIntegrated("ghyp", order = 2, param = c(1/2,3,1,1,0), about = 0) m2 m2 - m1^2 momIntegrated("ghyp", order = 2, param = c(1/2,3,1,1,0), about = m1) momIntegrated("generalized hyperbolic", order = 2, param = c(1/2,3,1,1,0), about = m1) ghypVar(c(1/2,3,1,1,0)) ### Test hyperb m1 <- momIntegrated("hyperb", order = 1, param = c(2,1,1,0), about = 0) m1 hyperbMean(c(2,1,1,0)) momIntegrated("hyperb", order = 1, param = c(2,1,1,0), about = m1) m2 <- momIntegrated("hyperb", order = 2, param = c(2,1,1,0), about = 0) m2 m2 - m1^2 momIntegrated("hyperb", order = 2, param = c(2,1,1,0), about = m1) momIntegrated("hyperbolic", order = 2, param = c(2,1,1,0), about = m1) hyperbVar(c(2,1,1,0)) ### Test gig m1 <- momIntegrated("gig", order = 1, param = c(1,2,3), about = 0) m1 gigMean(c(1,2,3)) gigRawMom(1, c(1,2,3)) momIntegrated("gig", order = 1, param = c(1,2,3), about = m1) m2 <- momIntegrated("gig", order = 2, param = c(1,2,3), about = 0) m2 m2 - m1^2 momIntegrated("gig", order = 2, param = c(1,2,3), about = m1) momIntegrated("generalized inverse Gaussian", order = 2, param = c(1,2,3), about = m1) gigVar(c(1,2,3)) gigMom(2, c(1,2,3), about = m1) ### Test gamma m1 <- momIntegrated("gamma", order = 1, param = c(2,3), about = 0) m1 shape <- 2 rate <- 3 gigMom(1, c(shape, 0, 2*rate)) momIntegrated("gamma", order = 1, param = c(2,3), about = m1) m2 <- momIntegrated("gamma", order = 2, param = c(2,3), about = 0) m2 m2 - m1^2 momIntegrated("gamma", order = 2, param = c(2,3), about = m1) gigMom(2, c(shape, 0, 2*rate), about = m1) ### Test inverse gamma m1 <- momIntegrated("invgamma", order = 1, param = c(3,4), about = 0) m1 shape <- 3 rate <- 1/4 gigMom(order = -1, c(shape, 0, 2*rate)) momIntegrated("invgamma", order = 1, param = c(3,4), about = m1) m2 <- momIntegrated("invgamma", order = 2, param = c(3,4), about = 0) m2 gigMom(order = -2, c(shape, 0, 2*rate)) m2 - m1^2 momIntegrated("invgamma", order = 2, param = c(3,4), about = m1)