GeneralizedHyperbolic

The Generalized Hyperbolic Distribution

Functions for the hyperbolic and related distributions. Density, distribution and quantile functions and random number generation are provided for the hyperbolic distribution, the generalized hyperbolic distribution, the generalized inverse Gaussian distribution and the skew-Laplace distribution. Additional functionality is provided for the hyperbolic distribution, normal inverse Gaussian distribution and generalized inverse Gaussian distribution, including fitting of these distributions to data. Linear models with hyperbolic errors may be fitted using hyperblmFit.

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Description file content

Package
GeneralizedHyperbolic
Version
0.8-4
Date
2018-05-15
Title
The Generalized Hyperbolic Distribution
Author
David Scott
Maintainer
David Scott
Depends
R (>= 3.0.1)
Imports
DistributionUtils, MASS
Suggests
VarianceGamma, actuar, SkewHyperbolic, RUnit
Encoding
latin1
Description
Functions for the hyperbolic and related distributions. Density, distribution and quantile functions and random number generation are provided for the hyperbolic distribution, the generalized hyperbolic distribution, the generalized inverse Gaussian distribution and the skew-Laplace distribution. Additional functionality is provided for the hyperbolic distribution, normal inverse Gaussian distribution and generalized inverse Gaussian distribution, including fitting of these distributions to data. Linear models with hyperbolic errors may be fitted using hyperblmFit.
License
GPL (>= 2)
URL
NeedsCompilation
no
Packaged
2018-05-15 13:49:02 UTC; dsco036
Repository
CRAN
Date/Publication
2018-05-15 14:38:15 UTC

install.packages('GeneralizedHyperbolic')

0.8-4

4 months ago

https://r-forge.r-project.org/projects/rmetrics/

David Scott

GPL (>= 2)

Depends on

R (>= 3.0.1)

Imports

DistributionUtils, MASS

Suggests

VarianceGamma, actuar, SkewHyperbolic, RUnit

Discussions