DistributionUtils-package: Utility functions useful for all distributions in packages...
In DistributionUtils: Distribution Utilities
DistributionUtils-package R Documentation
Utility functions useful for all distributions in packages following
the standard approach developed in Scott, Wuertz and Dong.
Description
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.
Details
Contains functions which are useful for packages implementing
distributions. Designed to work with my packages GeneralizedHyperbolic,
VarianceGamma, SkewHyperbolic and NormalLaplace.
Author(s)
David Scott <d.scott@auckland.ac.nz>
Maintainer: David Scott <d.scott@auckland.ac.nz>
References
Scott, David J. and Würtz, Diethelm and Dong, Christine
(2009) Software for Distributions in R. UseR: The R User
Conference 2009
https://www.r-project.org/conferences/useR-2009/slides/Scott+Wuertz+Dong.pdf
See Also
GeneralizedHyperbolicDistribution
DistributionUtils documentation built on Aug. 28, 2023, 5:06 p.m.
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| DistributionUtils-package | R Documentation |
Utility functions useful for all distributions in packages following the standard approach developed in Scott, Wuertz and Dong.
Description
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.
Details
Contains functions which are useful for packages implementing distributions. Designed to work with my packages GeneralizedHyperbolic, VarianceGamma, SkewHyperbolic and NormalLaplace.
Author(s)
David Scott <d.scott@auckland.ac.nz>
Maintainer: David Scott <d.scott@auckland.ac.nz>
References
Scott, David J. and Würtz, Diethelm and Dong, Christine (2009) Software for Distributions in R. UseR: The R User Conference 2009 https://www.r-project.org/conferences/useR-2009/slides/Scott+Wuertz+Dong.pdf
See Also
GeneralizedHyperbolicDistribution
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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