DistributionUtils: Distribution Utilities

Utilities are provided 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.

Package details

AuthorDavid Scott <[email protected]>
MaintainerDavid Scott <[email protected]>
LicenseGPL (>= 2)
Version0.6-0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("DistributionUtils")

Try the DistributionUtils package in your browser

Any scripts or data that you put into this service are public.

DistributionUtils documentation built on May 1, 2019, 9:12 p.m.