GeneralizedHyperbolic: The Generalized Hyperbolic Distribution

This package provides functions for the hyperbolic and related distributions. Density, distribution and quantile functions and random number generation are provided for the hyperbolic distribution, the generalized hyperbolic distribution, the generalized inverse Gaussian distribution and the skew-Laplace distribution. Additional functionality is provided for the hyperbolic distribution, normal inverse Gaussian distribution and generalized inverse Gaussian distribution, including fitting of these distributions to data. Linear models with hyperbolic errors may be fitted using hyperblmFit.

Install the latest version of this package by entering the following in R:
install.packages("GeneralizedHyperbolic")
AuthorDavid Scott <d.scott@auckland.ac.nz>
Date of publication2015-01-05 18:03:18
MaintainerDavid Scott <d.scott@auckland.ac.nz>
LicenseGPL (>= 2)
Version0.8-1
http://www.r-project.org

View on CRAN

Man pages

ArkansasRiver: Soil Electrical Conductivity

dghyp: Generalized Hyperbolic Distribution

dgig: Generalized Inverse Gaussian Distribution

dhyperb: Hyperbolic Distribution

dnig: Normal Inverse Gaussian Distribution

dskewlap: Skew-Laplace Distribution

GeneralizedHyperbolicDistribution: The Package 'GeneralizedHyperbolic': Summary Information

GeneralizedHyperbolic-internal: Internal Generalized Hyperbolic Functions

ghypCalcRange: Range of a Generalized Hyperbolic Distribution

ghypChangePars: Change Parameterizations of the Generalized Hyperbolic...

ghypCheckPars: Check Parameters of the Generalized Hyperbolic Distribution

ghypMeanVarMode: Moments and Mode of the Generalized Hyperbolic Distribution

ghypMom: Calculate Moments of the Generalized Hyperbolic Distribution

ghypParam: Parameter Sets for the Generalized Hyperbolic Distribution

ghypScale: Rescale a generalized hyperbolic distribution

gigCalcRange: Range of a Generalized Inverse Gaussian Distribution

gigChangePars: Change Parameterizations of the Generalized Inverse Gaussian...

gigCheckPars: Check Parameters of the Generalized Inverse Gaussian...

gigFit: Fit the Generalized Inverse Gausssian Distribution to Data

gigFitStart: Find Starting Values for Fitting a Generalized Inverse...

gigHessian: Calculate Two-Sided Hessian for the Generalized Inverse...

gigMeanVarMode: Moments and Mode of the Generalized Inverse Gaussian...

gigMom: Calculate Moments of the Generalized Inverse Gaussian...

gigParam: Parameter Sets for the Generalized Inverse Gaussian...

hyperbCalcRange: Range of a Hyperbolic Distribution

hyperbChangePars: Change Parameterizations of the Hyperbolic Distribution

hyperbCvMTest: Cramer-von~Mises Test of a Hyperbolic Distribution

hyperbFit: Fit the Hyperbolic Distribution to Data

hyperbFitStart: Find Starting Values for Fitting a Hyperbolic Distribution

hyperbHessian: Calculate Two-Sided Hessian for the Hyperbolic Distribution

hyperblm: Fitting Linear Models with Hyperbolic Errors

hyperbMeanVarMode: Moments and Mode of the Hyperbolic Distribution

hyperbParam: Parameter Sets for the Hyperbolic Distribution

hyperbWSqTable: Percentage Points for the Cramer-von Mises Test of the...

mamquam: Size of Gravels from Mamquam River

momRecursion: Computes the moment coefficients recursively for generalized...

nervePulse: Intervals Between Pulses Along a Nerve Fibre

nigCalcRange: Range of a normal inverse Gaussian Distribution

nigFit: Fit the normal inverse Gaussian Distribution to Data

nigFitStart: Find Starting Values for Fitting a normal inverse Gaussian...

nigHessian: Calculate Two-Sided Hessian for the Normal Inverse Gaussian...

nigMeanVarMode: Moments and Mode of the Normal Inverse Gaussian Distribution

nigParam: Parameter Sets for the Normal Inverse Gaussian Distribution

plotShapeTriangle: Plot the Shape Triangle

qqghyp: Generalized Hyperbolic Quantile-Quantile and Percent-Percent...

qqgig: Generalized Inverse Gaussian Quantile-Quantile and...

qqhyperb: Hyperbolic Quantile-Quantile and Percent-Percent Plots

qqnig: Normal inverse Gaussian Quantile-Quantile and Percent-Percent...

qqskewlap: Skew-Laplace Quantile-Quantile and Percent-Percent Plots

resistors: Resistance of One-half-ohm Resistors

RLambda: Functions for Calculating Moments

SandP500: S&P 500

summary.gigFit: Summarizing Normal Inverse Gaussian Distribution Fit

summary.hyperbFit: Summarizing Hyperbolic Distribution Fit

summary.hyperblm: Summary Output of Hyperbolic Regression

summary.nigFit: Summarizing Normal Inverse Gaussian Distribution Fit

traffic: Intervals Between Vehicles on a Road

Functions

alphaStand Man page
ArkansasRiver Man page
betaStand Man page
coef.gigFit Man page
coef.hyperbFit Man page
coef.hyperblm Man page
coef.nigFit Man page
ddghyp Man page
ddgig Man page
ddhyperb Man page
ddnig Man page
dghyp Man page
dgig Man page
dhyperb Man page
dnig Man page
dsghyp Man page
dshyperb Man page
dskewlap Man page
gammaLambda1 Man page
gammaLambda2 Man page
gammaRawMom Man page
GeneralizedHyperbolic-package Man page
ghypCalcRange Man page
ghypChangePars Man page
ghypCheckPars Man page
ghypCreateParameters Man page
ghypKurt Man page
ghypLargeParam Man page
ghypLargeShape Man page
ghypMean Man page
ghypMode Man page
ghypMom Man page
ghypMomBNS Man page
ghypParam Man page
ghypScale Man page
ghypSkew Man page
ghypSmallParam Man page
ghypSmallShape Man page
ghypStandPars Man page
ghypVar Man page
gigCalcRange Man page
gigChangePars Man page
gigCheckPars Man page
gigCreateParameters Man page
gigFit Man page
gigFitStart Man page
gigFitStartLM Man page
gigFitStartMoM Man page
gigHessian Man page
gigKurt Man page
gigLargeParam Man page
gigMean Man page
gigMode Man page
gigMom Man page
gigParam Man page
gigRawMom Man page
gigSkew Man page
gigSmallParam Man page
gigVar Man page
hyperbCalcRange Man page
hyperbChangePars Man page
hyperbCreateParameters Man page
hyperbCvMTest Man page
hyperbCvMTestPValue Man page
hyperbFit Man page
hyperbFitStand Man page
hyperbFitStandStart Man page
hyperbFitStart Man page
hyperbFitStartMoM Man page
hyperbHessian Man page
hyperbKurt Man page
hyperbLargeParam Man page
hyperbLargeShape Man page
hyperblm Man page
hyperblmFit Man page
hyperbMean Man page
hyperbMode Man page
hyperbParam Man page
hyperbSkew Man page
hyperbSmallParam Man page
hyperbSmallShape Man page
hyperbStandPars Man page
hyperbVar Man page
hyperbWSqTable Man page
kappaLambda Man page
mamquam Man page
MLambda Man page
momRecursion Man page
nervePulse Man page
nigCalcRange Man page
nigCreateParameters Man page
nigFit Man page
nigFitStart Man page
nigFitStartMoM Man page
nigHessian Man page
nigKurt Man page
nigLargeParam Man page
nigLargeShape Man page
nigMean Man page
nigMode Man page
nigParam Man page
nigSkew Man page
nigSmallParam Man page
nigSmallShape Man page
nigVar Man page
pghyp Man page
pgig Man page
phyperb Man page
plot.gigFit Man page
plot.hyperbFit Man page
plot.hyperblm Man page
plot.nigFit Man page
plotShapeTriangle Man page
pnig Man page
ppghyp Man page
ppgig Man page
pphyperb Man page
ppnig Man page
ppskewlap Man page
print.gigFit Man page
print.hyperbCvMTest Man page
print.hyperbFit Man page
print.hyperblm Man page
print.nigFit Man page
print.summary.gigFit Man page
print.summary.hyperbFit Man page
print.summary.hyperblm Man page
print.summary.nigFit Man page
pskewlap Man page
qghyp Man page
qgig Man page
qhyperb Man page
qnig Man page
qqghyp Man page
qqgig Man page
qqhyperb Man page
qqnig Man page
qqskewlap Man page
qskewlap Man page
resistors Man page
rghyp Man page
rgig Man page
rgig1 Man page
rhyperb Man page
RLambda Man page
rnig Man page
rskewlap Man page
SandP500 Man page
SLambda Man page
summary.gigFit Man page
summary.hyperbFit Man page
summary.hyperblm Man page
summary.nigFit Man page
sumX Man page
traffic Man page
vcov.gigFit Man page
vcov.hyperbFit Man page
vcov.nigFit Man page
WLambda1 Man page
WLambda2 Man page
WLambda3 Man page
WLambda4 Man page

Files

inst
inst/unitTests
inst/unitTests/Makefile
inst/unitTests/runit.ghypChangePars.R inst/unitTests/runit.ghypMom.R inst/unitTests/runit.qghyp.R inst/unitTests/runit.ghypStandPars.R inst/unitTests/runit.qgig.R inst/unitTests/runit.ghypScale.R inst/unitTests/runit.gigFit.R inst/unitTests/runTests.R inst/unitTests/runit.pgig.R inst/unitTests/runit.dhyperb.R
tests
tests/runghypMoments.R tests/test.qgig.R tests/ghypInversionTests.R tests/problemData.R tests/doRUnit.R
NAMESPACE
regressionTests
regressionTests/testqqgskewlap.R regressionTests/testdgig.R regressionTests/testqqgig.R regressionTests/testhyperbFit.R regressionTests/testqqghyp.R regressionTests/testghypCalcRange.R regressionTests/testhyperbMeanVarMode.R regressionTests/testhyperbCvMTest.R regressionTests/testdskewlap.R regressionTests/testgigMeanVarMode.R regressionTests/utility.R regressionTests/testghypMom.R regressionTests/testdghyp.R regressionTests/testdhyperb.R regressionTests/testghypMeanVarMode.R regressionTests/testgigCalcRange.R regressionTests/testgigMom.R regressionTests/testhyperbFitStart.R
NEWS
data
data/gigParam.rda
data/traffic.rda
data/resistors.rda
data/mamquam.rda
data/hyperbWSqTable.rda
data/nervePulse.rda
data/SandP500.rda
data/ghypParam.rda
data/ArkansasRiver.rda
data/hyperbParam.rda
data/nigParam.rda
R
R/hyperbFitStand.R R/gigHessian.R R/ghypMeanVarMode.R R/gigMeanVarMode.R R/plotShapeTriangle.R R/ghypCheckPars.R R/momRecursion.R R/plot.hyperblm.R R/dnig.R R/gigFitStart.R R/ghypScale.R R/qqgig.R R/shyperbFit.R R/hyperbFitStart.R R/summary.hyperbFit.R R/qqhyperb.R R/RLambda.R R/nigCreateParameters.R R/dgig.R R/hyperbCalcRange.R R/hyperbFit.R R/gigCalcRange.R R/dshyperb.R R/hyperbCreateParameters.R R/nigMeanVarMode.R R/nigHessian.R R/hyperbChangePars.R R/nigCalcRange.R R/gigCheckPars.R R/hyperbMeanVarMode.R R/gigChangePars.R R/dskewlap.R R/gigCreateParameters.R R/hyperblm.R R/hyperbStandPars.R R/hyperbFitStandStart.R R/ghypChangePars.R R/ghypMom.R R/dsghyp.R R/nigFit.R R/qqghyp.R R/summary.nigFit.R R/nigFitStart.R R/dghyp.R R/ghypMomBNS.R R/hyperbHessian.R R/qqskewlap.R R/dhyperb.R R/summary.hyperblm.R R/ghypCalcRange.R R/gigMom.R R/ghypStandPars.R R/hyperblmFit.R R/summary.gigFit.R R/hyperbCvMTest.R R/zzz.R R/qqnig.R R/ghypCreateParameters.R R/gigFit.R
MD5
DESCRIPTION
ChangeLog
Todo
man
man/nigParam.Rd man/hyperblm.Rd man/dhyperb.Rd man/summary.gigFit.Rd man/GeneralizedHyperbolicDistribution.Rd man/summary.nigFit.Rd man/plotShapeTriangle.Rd man/gigHessian.Rd man/momRecursion.Rd man/dghyp.Rd man/gigCheckPars.Rd man/hyperbWSqTable.Rd man/dgig.Rd man/ArkansasRiver.Rd man/hyperbCvMTest.Rd man/qqgig.Rd man/gigParam.Rd man/dnig.Rd man/gigFitStart.Rd man/gigMeanVarMode.Rd man/nervePulse.Rd man/qqnig.Rd man/summary.hyperbFit.Rd man/nigFitStart.Rd man/ghypScale.Rd man/traffic.Rd man/ghypChangePars.Rd man/resistors.Rd man/qqskewlap.Rd man/gigMom.Rd man/nigMeanVarMode.Rd man/hyperbFitStart.Rd man/hyperbMeanVarMode.Rd man/ghypMom.Rd man/gigChangePars.Rd man/nigFit.Rd man/hyperbParam.Rd man/hyperbChangePars.Rd man/dskewlap.Rd man/hyperbCalcRange.Rd man/ghypMeanVarMode.Rd man/ghypCalcRange.Rd man/summary.hyperblm.Rd man/nigCalcRange.Rd man/RLambda.Rd man/hyperbFit.Rd man/nigHessian.Rd man/ghypCheckPars.Rd man/qqghyp.Rd man/GeneralizedHyperbolic-internal.Rd man/qqhyperb.Rd man/hyperbHessian.Rd man/ghypParam.Rd man/gigCalcRange.Rd man/gigFit.Rd man/mamquam.Rd man/SandP500.Rd

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

Please suggest features or report bugs with the GitHub issue tracker.

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