DistributionUtils: Distribution Utilities
Version 0.5-1

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.

AuthorDavid Scott <d.scott@auckland.ac.nz>
Date of publication2015-01-05 18:03:18
MaintainerDavid Scott <d.scott@auckland.ac.nz>
LicenseGPL (>= 2)
Version0.5-1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("DistributionUtils")

Getting started

Package overview

Popular man pages

distCalcRange: Range of a Unimodal Distribution
distIneqMassart: Massart Inequality for Distributions
distIneqMassartPlot: Massart Inequality Plot Function
DistributionUtils-internal: Internal Distribution Utilities Functions
DistributionUtils-package: Utility functions useful for all distributions in packages...
moranTest: Moran's Log Spacings Test
safeIntegrate: Safe Integration of One-Dimensional Functions
See all...

All man pages Function index File listing

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

Functions

DistributionUtils Man page
DistributionUtils-package Man page
GDENOM Man page Source code
GNUM Man page Source code
SSFcoef Man page Source code
besselRatio Man page Source code
combinatorial Man page Source code
distCalcRange Man page Source code
distIneqMassart Man page Source code
distIneqMassartPlot Man page Source code
distMode Man page Source code
distStepSize Man page Source code
gammaTailPlotLine Man page Source code
incompleteBesselK Man page Source code
incompleteBesselKR Man page Source code
integrateDens Man page Source code
inversionTestpq Man page Source code
inversionTestqp Man page Source code
is.wholenumber Man page Source code
kurtosis Man page Source code
logHist Man page Source code
momChangeAbout Man page Source code
momIntegrated Man page Source code
momSE Man page Source code
moranTest Man page Source code
newIBFR Man page Source code
normTailPlotLine Man page Source code
pDist Man page Source code
print.integrate Man page
qDist Man page Source code
safeIntegrate Man page Source code
skewness Man page Source code
tTailPlotLine Man page Source code
tailPlot Man page Source code
tailPlotLine Man page Source code
tsHessian Man page Source code

Files

inst
inst/unitTests
inst/unitTests/Makefile
inst/unitTests/runit.iswholenumber.R
inst/unitTests/runit.testTestScheme.R
inst/unitTests/runit.besselRatio.R
inst/unitTests/runit.distIneqMassart.R
inst/unitTests/runit.inversionTests.R
inst/unitTests/runit.safeIntegrate.R
inst/unitTests/runit.sampleMoments.R
inst/unitTests/runit.integrateDens.R
inst/unitTests/runit.logHist.R
inst/unitTests/runit.momSE.R
inst/unitTests/runit.momIntegrated.R
inst/unitTests/runit.tsHessian.R
inst/unitTests/runit.momChangeAbout.R
inst/unitTests/runTests.R
inst/unitTests/runit.tailPlot.R
inst/unitTests/runit.incompleteBesselK.R
ToDo
tests
tests/doRUnit.R
src
src/IncompleteBessel.f
NAMESPACE
NEWS
R
R/incompleteBesselK.R
R/newIBFR.R
R/pDist.R
R/distStepSize.R
R/distCalcRange.R
R/besselRatio.R
R/momSE.R
R/is.wholenumber.R
R/tailPlot.R
R/logHist.R
R/sampleMoments.R
R/safeIntegrate.R
R/distIneqMassartPlot.R
R/integrateDens.R
R/distIneqMassart.R
R/distMode.R
R/momChangeAbout.R
R/moranTest.R
R/momIntegrated.R
R/inversionTests.R
R/tsHessian.R
MD5
DESCRIPTION
ChangeLog
man
man/distIneqMassart.Rd
man/distStepSize.Rd
man/distIneqMassartPlot.Rd
man/besselRatio.Rd
man/is.wholenumber.Rd
man/inversionTests.Rd
man/integrateDens.Rd
man/tsHessian.Rd
man/logHist.Rd
man/distCalcRange.Rd
man/DistributionUtils-internal.Rd
man/safeIntegrate.Rd
man/pDist.Rd
man/moranTest.Rd
man/momChangeAbout.Rd
man/DistributionUtils-package.Rd
man/sampleMoments.Rd
man/momSE.Rd
man/momIntegrated.Rd
man/incompleteBesselK.Rd
man/tailPlot.Rd
man/distMode.Rd
DistributionUtils documentation built on May 20, 2017, 12:45 a.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

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All documentation is copyright its authors; we didn't write any of that.