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 <email@example.com>|
|Date of publication||2015-01-05 18:03:18|
|Maintainer||David Scott <firstname.lastname@example.org>|
|License||GPL (>= 2)|
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