public T generalizedGammaMean(T)(
T shape,
T scale,
T power,
uint order = 1)
Moments of the generalized gamma distribution
Example
auto expectation = generalizedGammaMean!double(2.0, 3.0, 4.0);
auto secondRowMoment = generalizedGammaMean!double(2.0, 3.0, 4.0, 2);
public T generalizedVarianceGammaMean(T)(
T shape,
T scale,
T power,
T beta)
Moments of the generalized variance-gamma distribution
Example
auto expectation = generalizedVarianceGammaMean!double(2.0, 3.0, 4.0, 5.0);
public T properGeneralizedInverseGaussianMean(T)(
T lambda,
T eta,
T omega,
uint order = 1)
Moments of the generalized inverse Gaussian distribution
Example
auto expectation = properGeneralizedInverseGaussianMean!double(2.0, 3.0, 4.0);
auto secondRowMoment = properGeneralizedInverseGaussianMean!double(2.0, 3.0, 4.0, 2);
public T properGeneralizedInverseGaussianVariance(T)(
T lambda,
T eta,
T omega)
Variance of the generalized inverse Gaussian distribution
Example
import std.math : approxEqual;
auto expectation = properGeneralizedInverseGaussianMean!double(2.0, 3.0, 4.0);
auto secondRowMoment = properGeneralizedInverseGaussianMean!double(2.0, 3.0, 4.0, 2);
auto variance = properGeneralizedInverseGaussianVariance!double(2.0, 3.0, 4.0);
assert(approxEqual(secondRowMoment - expectation^^2, variance));
public T generalizedHyperbolicMean(T)(
T lambda,
T beta,
T eta,
T omega)
Mean of the generalized Hyperbolic distribution
Example
auto expectation = generalizedHyperbolicMean!double(2.0, 5.0, 3.0, 4.0);
public T generalizedHyperbolicVariance(T)(
T lambda,
T beta,
T eta,
T omega)
Variance of the generalized Hyperbolic distribution
Example
auto variance = generalizedHyperbolicVariance!double(2.0, 5.0, 3.0, 4.0);
Functions
| generalizedGammaMean | Moments of the generalized gamma distribution | |
| generalizedVarianceGammaMean | Moments of the generalized variance-gamma distribution | |
| properGeneralizedInverseGaussianMean | Moments of the generalized inverse Gaussian distribution | |
| properGeneralizedInverseGaussianVariance | Variance of the generalized inverse Gaussian distribution | |
| generalizedHyperbolicMean | Mean of the generalized Hyperbolic distribution | |
| generalizedHyperbolicVariance | Variance of the generalized Hyperbolic distribution |