# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - 2008, Diethelm Wuertz, Rmetrics Foundation, GPL # Diethelm Wuertz # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # FUNCTION: DESCRIPTION: # ghMode Computes the generalized hyperbolic mode ################################################################################ ghMode <- function(alpha = 1, beta = 0, delta = 1, mu = 0, lambda = 1) { # A function implemented by Diethelm Wuertz # Description: # Computes the mode of the Generalized Hyperbolic PDF # FUNCTION: # Find Maximum: min = qgh(0.01, alpha, beta, delta, mu, lambda) max = qgh(0.99, alpha, beta, delta, mu, lambda) ans = optimize(f = dgh, interval = c(min, max), alpha = alpha, beta = beta, delta = delta, mu = mu, lambda = lambda, maximum = TRUE, tol = .Machine$double.eps)$maximum # Return Value: ans } ################################################################################