\name{ght}


\alias{dght}
\alias{pght}
\alias{qght}
\alias{rght}


\title{Generalized Hyperbolic Student-t}


\description{
    
    Density, distribution function, quantile function 
    and random generation for the hyperbolic distribution.
    
}


\usage{
dght(x, beta = 0.1, delta = 1, mu = 0, nu = 10, log = FALSE)
pght(q, beta = 0.1, delta = 1, mu = 0, nu = 10)
qght(p, beta = 0.1, delta = 1, mu = 0, nu = 10)
rght(n, beta = 0.1, delta = 1, mu = 0, nu = 10)
}


\arguments{


    \item{beta, delta, mu}{
        numeric values.
        \code{beta} is the skewness parameter in the range \code{(0, alpha)};
        \code{delta} is the scale parameter, must be zero or positive; 
        \code{mu} is the location parameter, by default 0.
        These are the parameters in the first parameterization.
        }
    \item{nu}{
        a numeric value, the number of degrees of freedom.
        Note, \code{alpha} takes the limit of \code{abs(beta)}, 
        and \code{lambda=-nu/2}.
        }
    \item{x, q}{
        a numeric vector of quantiles.
        }
    \item{p}{
        a numeric vector of probabilities.
        }
    \item{n}{
        number of observations.
        }
    \item{log}{
        a logical, if TRUE, probabilities \code{p} are given as 
        \code{log(p)}.
        }
    
}


\value{

    All values for the \code{*ght} functions are numeric vectors: 
    \code{d*} returns the density,
    \code{p*} returns the distribution function,
    \code{q*} returns the quantile function, and
    \code{r*} generates random deviates.
    
    All values have attributes named \code{"param"} listing
    the values of the distributional parameters.
    
}


\references{

Atkinson, A.C. (1982); 
    \emph{The simulation of generalized inverse Gaussian and hyperbolic 
    random variables},
    SIAM J. Sci. Stat. Comput. 3, 502--515. 

Barndorff-Nielsen O. (1977);
    \emph{Exponentially decreasing distributions for the logarithm of 
    particle size}, 
    Proc. Roy. Soc. Lond., A353, 401--419. 

Barndorff-Nielsen O., Blaesild, P. (1983); 
    \emph{Hyperbolic distributions. In Encyclopedia of Statistical 
    Sciences}, 
    Eds., Johnson N.L., Kotz S. and Read C.B., 
    Vol. 3, pp. 700--707. New York: Wiley. 

Raible S. (2000);
    \emph{Levy Processes in Finance: Theory, Numerics and Empirical Facts},
    PhD Thesis, University of Freiburg, Germany, 161 pages.
    
}


\examples{   
## ght -
   #
}


\keyword{distribution}

