DistributionUtils: Distribution Utilities

This package contains utilities which are of use in the packages I have developed for dealing with distributions. Currently these packages are GeneralizedHyperbolic, VarianceGamma, and SkewHyperbolic and NormalLaplace. Each of these packages requires DistributionUtils. Functionality includes sample skewness and kurtosis, log-histogram, tail plots, moments by integration, changing the point about which a moment is calculated, functions for testing distributions using inversion tests and the Massart inequality. Also includes an implementation of the incomplete Bessel K function.

Author
David Scott <d.scott@auckland.ac.nz>
Date of publication
2015-01-05 18:03:18
Maintainer
David Scott <d.scott@auckland.ac.nz>
License
GPL (>= 2)
Version
0.5-1

View on CRAN

Man pages

besselRatio
Ratio of Bessel K Functions
distCalcRange
Range of a Unimodal Distribution
distIneqMassart
Massart Inequality for Distributions
distIneqMassartPlot
Massart Inequality Plot Function
distMode
Mode of a Unimodal Distribution
DistributionUtils-internal
Internal Distribution Utilities Functions
DistributionUtils-package
Utility functions useful for all distributions in packages...
distStepSize
Step Size for Calculating the Range of a Unimodal...
incompleteBesselK
The Incomplete Bessel K Function
integrateDens
Integrates a Density Function
inversionTests
Inversion Tests for Distributions
is.wholenumber
Is Object Numeric and Whole Numbers
logHist
Plot Log-Histogram
momChangeAbout
Obtain Moments About a New Location
momIntegrated
Moments Using Integration
momSE
Standard Errors of Sample Moments
moranTest
Moran's Log Spacings Test
pDist
Distribution and Quantile Functions for Unimodal...
safeIntegrate
Safe Integration of One-Dimensional Functions
sampleMoments
Sample Skewness and Kurtosis
tailPlot
Tail Plot Functions
tsHessian
Calculate Two-Sided Hessian Approximation

Files in this package

DistributionUtils
DistributionUtils/inst
DistributionUtils/inst/unitTests
DistributionUtils/inst/unitTests/Makefile
DistributionUtils/inst/unitTests/runit.iswholenumber.R
DistributionUtils/inst/unitTests/runit.testTestScheme.R
DistributionUtils/inst/unitTests/runit.besselRatio.R
DistributionUtils/inst/unitTests/runit.distIneqMassart.R
DistributionUtils/inst/unitTests/runit.inversionTests.R
DistributionUtils/inst/unitTests/runit.safeIntegrate.R
DistributionUtils/inst/unitTests/runit.sampleMoments.R
DistributionUtils/inst/unitTests/runit.integrateDens.R
DistributionUtils/inst/unitTests/runit.logHist.R
DistributionUtils/inst/unitTests/runit.momSE.R
DistributionUtils/inst/unitTests/runit.momIntegrated.R
DistributionUtils/inst/unitTests/runit.tsHessian.R
DistributionUtils/inst/unitTests/runit.momChangeAbout.R
DistributionUtils/inst/unitTests/runTests.R
DistributionUtils/inst/unitTests/runit.tailPlot.R
DistributionUtils/inst/unitTests/runit.incompleteBesselK.R
DistributionUtils/ToDo
DistributionUtils/tests
DistributionUtils/tests/doRUnit.R
DistributionUtils/src
DistributionUtils/src/IncompleteBessel.f
DistributionUtils/NAMESPACE
DistributionUtils/NEWS
DistributionUtils/R
DistributionUtils/R/incompleteBesselK.R
DistributionUtils/R/newIBFR.R
DistributionUtils/R/pDist.R
DistributionUtils/R/distStepSize.R
DistributionUtils/R/distCalcRange.R
DistributionUtils/R/besselRatio.R
DistributionUtils/R/momSE.R
DistributionUtils/R/is.wholenumber.R
DistributionUtils/R/tailPlot.R
DistributionUtils/R/logHist.R
DistributionUtils/R/sampleMoments.R
DistributionUtils/R/safeIntegrate.R
DistributionUtils/R/distIneqMassartPlot.R
DistributionUtils/R/integrateDens.R
DistributionUtils/R/distIneqMassart.R
DistributionUtils/R/distMode.R
DistributionUtils/R/momChangeAbout.R
DistributionUtils/R/moranTest.R
DistributionUtils/R/momIntegrated.R
DistributionUtils/R/inversionTests.R
DistributionUtils/R/tsHessian.R
DistributionUtils/MD5
DistributionUtils/DESCRIPTION
DistributionUtils/ChangeLog
DistributionUtils/man
DistributionUtils/man/distIneqMassart.Rd
DistributionUtils/man/distStepSize.Rd
DistributionUtils/man/distIneqMassartPlot.Rd
DistributionUtils/man/besselRatio.Rd
DistributionUtils/man/is.wholenumber.Rd
DistributionUtils/man/inversionTests.Rd
DistributionUtils/man/integrateDens.Rd
DistributionUtils/man/tsHessian.Rd
DistributionUtils/man/logHist.Rd
DistributionUtils/man/distCalcRange.Rd
DistributionUtils/man/DistributionUtils-internal.Rd
DistributionUtils/man/safeIntegrate.Rd
DistributionUtils/man/pDist.Rd
DistributionUtils/man/moranTest.Rd
DistributionUtils/man/momChangeAbout.Rd
DistributionUtils/man/DistributionUtils-package.Rd
DistributionUtils/man/sampleMoments.Rd
DistributionUtils/man/momSE.Rd
DistributionUtils/man/momIntegrated.Rd
DistributionUtils/man/incompleteBesselK.Rd
DistributionUtils/man/tailPlot.Rd
DistributionUtils/man/distMode.Rd