Package jdistlib.finance

Class NormalInverseGaussianDistribution

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.finance.GeneralizedHyperbolicDistribution

jdistlib.finance.NormalInverseGaussianDistribution

All Implemented Interfaces:

TransformDistribution, SupportedDistribution

public final class NormalInverseGaussianDistribution
extends GeneralizedHyperbolicDistribution

Named NIG specialization of the generalized-hyperbolic family.

Field Summary

Fields inherited from class jdistlib.generic.GenericDistribution

random

Constructor Summary

Constructors

Constructor	Description
NormalInverseGaussianDistribution(double alpha, double beta, double delta, double mu)

Method Summary

Methods inherited from class jdistlib.finance.GeneralizedHyperbolicDistribution

cumulative, cumulativeResult, density, getAlpha, getBeta, getDelta, getLambda, getLowerBound, getMu, getUpperBound, logBesselK, logCharacteristic, logMomentGenerating, momentGeneratingDomain, normalInverseGaussian, quantile, random

Methods inherited from class jdistlib.generic.GenericDistribution

copyBackward, cumulative, cumulative, cumulative, cumulative_hazard, cumulative_hazard, cumulativeInto, density, density, densityInto, getRandomEngine, hazard, hazard, inverse_survival, inverse_survival, quantile, quantile, quantile, quantileInto, random, random, randomInto, setRandomEngine, survival, survival, survival

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

NormalInverseGaussianDistribution

public NormalInverseGaussianDistribution(double alpha,
 double beta,
 double delta,
 double mu)