fGarch: dist-absMoments – R documentation

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dist-absMoments

Absolute Moments of GARCH Distributions

Computes absolute Moments of the skew Normal, skew GED, and standardized skew Student-t distributions

absMoments(n, density = c("dnorm", "dged", "dstd"), ...)

`density`	a character string naming the symmetric density function.
`n`	the number of absolute Moments.
`...`	parameters passed to the density function.

absMoments returns a numeric vector of length n with the values of the absolute moments of the selected density function.

Diethelm Wuertz for the Rmetrics R-port.

Fernandez C., Steel M.F.J. (2000); On Bayesian Modelling of Fat Tails and Skewness, Preprint, 31 pages.

## absMoment -
    absMoments(4, "dstd", nu = 4)

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

v3042.83.2

GPL (>= 2)

Authors

Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb], Chris Boudt [ctb], Pierre Chausse [ctb], Michal Miklovac [ctb]

Initial release

2017-11-12