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, loghistogram, 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 


Author  David Scott <d.scott@auckland.ac.nz> 
Maintainer  David Scott <d.scott@auckland.ac.nz> 
License  GPL (>= 2) 
Version  0.60 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.