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 <d.scott@auckland.ac.nz>
MaintainerDavid Scott <d.scott@auckland.ac.nz>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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DistributionUtils documentation built on May 1, 2019, 9:12 p.m.