HyperbolicDist: The Hyperbolic Distribution

Maintenance has been discontinued for this package. It has been superseded by 'GeneralizedHyperbolic'. 'GeneralizedHyperbolic' includes all the functionality of 'HyperbolicDist' and more and is based on a more rational design. 'HyperbolicDist' 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, including fitting of the hyperbolic to data.

Getting started

Package details

AuthorDavid Scott <d.scott@auckland.ac.nz>
MaintainerDavid Scott <d.scott@auckland.ac.nz>
LicenseGPL (>= 2)
URL https://www.r-project.org
Package repositoryView on CRAN
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HyperbolicDist documentation built on Nov. 26, 2023, 9:07 a.m.