% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/noise.R
\name{noise_moments}
\alias{noise_moments}
\alias{noise_moments.ngme_noise}
\alias{noise_nig_moments}
\alias{noise_gal_moments}
\title{Moments of stationary NIG and GAL noise}
\usage{
noise_moments(noise, ...)

\method{noise_moments}{ngme_noise}(noise, ...)

noise_nig_moments(delta = -mu, mu = 0, sigma = 1, nu = 1)

noise_gal_moments(delta = -mu, mu = 0, sigma = 1, nu = 1)
}
\arguments{
\item{noise}{An \code{ngme_noise} object created by \code{noise_nig()} or
\code{noise_gal()}.}

\item{...}{Currently unused.}

\item{delta}{Location parameter. Defaults to \code{-mu}, matching the
stationary ngme noise convention.}

\item{mu}{Shift/skewness parameter in the mixture mean.}

\item{sigma}{Positive Gaussian scale parameter.}

\item{nu}{Positive mixing-distribution shape parameter.}
}
\value{
A named numeric vector with entries \code{skewness},
  \code{kurtosis}, \code{excess_kurtosis}, \code{variance}, \code{sd},
  \code{central_moment3}, and \code{central_moment4}.
}
\description{
Compute the mean, variance, skewness, kurtosis, and excess kurtosis for
stationary NIG and GAL noise. The distribution is evaluated through the
normal mean-variance mixture
\deqn{X = \delta + \mu V + \sigma \sqrt{V} Z,}
where \eqn{Z \sim N(0, 1)}. For the package's stationary noise
parameterization, \code{delta = -mu}, so the mean is zero.
}
\examples{
noise_nig_moments(mu = 1, sigma = 2, nu = 3)
noise_gal_moments(mu = 1, sigma = 2, nu = 3)
noise_moments(noise_nig(mu = 1, sigma = 2, nu = 3))

}
