SkewHyperbolic: The Skew Hyperbolic Student t-Distribution

Functions are provided for the density function, distribution function, quantiles and random number generation for the skew hyperbolic t-distribution. There are also functions that fit the distribution to data. There are functions for the mean, variance, skewness, kurtosis and mode of a given distribution and to calculate moments of any order about any centre. To assess goodness of fit, there are functions to generate a Q-Q plot, a P-P plot and a tail plot.

Author
David Scott <d.scott@auckland.ac.nz>, Fiona Grimson
Date of publication
2015-01-05 18:03:19
Maintainer
David Scott <d.scott@auckland.ac.nz>
License
GPL (>= 2)
Version
0.3-2

View on CRAN

Man pages

ais
Australian Institute of Sport data
lrdji
Dow Jones Log Return Data
lrnokeur
Log Returns of the NOK/EUR Exchange Rate
skewhypCalcRange
Range of a Skew Hyperbolic Student t-Distribution
skewhypCheckPars
Check Parameters of the Skew Hyperbolic Student...
SkewHyperbolicDistribution
Skewed Hyperbolic Student t-Distribution
SkewHyperbolic-internal
Internal Skew Hyperbolic Functions
SkewHyperbolic-package
The Package 'SkewHyperbolic': Summary Information
skewhypFit
Fit the Skew Hyperbolic Student t-Distribution to Data
skewhypFitStart
Find Starting Values for Fittting a Skew Hyperbolic Student...
skewhypMeanVarMode
Moments and Mode of the Skew Hyperbolic Student...
skewhypMom
Calculate Moments of the Skew Hyperbolic Student...
skewhypParam
Parameter Sets for the Skew Hyperbolic t-Distribution
skewhypPlots
Skew Hyperbolic Student t-Distribution Quantile-Quantile and...
skewhypTailPlotLine
Tail Plot Line
summary.skewhypFit
Summarising the Skew Hyperbolic Student t-Distribution Fit

Files in this package

SkewHyperbolic
SkewHyperbolic/inst
SkewHyperbolic/inst/unitTests
SkewHyperbolic/inst/unitTests/Makefile
SkewHyperbolic/inst/unitTests/runit.qskewhyp.R
SkewHyperbolic/inst/unitTests/runTests.R
SkewHyperbolic/inst/unitTests/runit.skewhypCalcRange.R
SkewHyperbolic/tests
SkewHyperbolic/tests/testskewhypCalcRange.R
SkewHyperbolic/tests/testskewhypTailPlotLine.R
SkewHyperbolic/tests/doRUnit.R
SkewHyperbolic/tests/testskewhypParam.R
SkewHyperbolic/tests/testqskewhyp.R
SkewHyperbolic/NAMESPACE
SkewHyperbolic/data
SkewHyperbolic/data/skewhypParam.rda
SkewHyperbolic/data/lrnokeur.rda
SkewHyperbolic/data/lrdji.rda
SkewHyperbolic/data/ais.rda
SkewHyperbolic/R
SkewHyperbolic/R/skewhypTailPlotLine.R
SkewHyperbolic/R/summary.skewhypFit.R
SkewHyperbolic/R/skewhypFitStart.R
SkewHyperbolic/R/skewhypMom.R
SkewHyperbolic/R/qqskewhyp.R
SkewHyperbolic/R/skewhypCalcRange.R
SkewHyperbolic/R/skewhypMeanVarMode.R
SkewHyperbolic/R/skewhypCheckPars.R
SkewHyperbolic/R/plot.skewhypFit.R
SkewHyperbolic/R/dskewhyp.R
SkewHyperbolic/R/skewhypFit.R
SkewHyperbolic/MD5
SkewHyperbolic/DESCRIPTION
SkewHyperbolic/ChangeLog
SkewHyperbolic/man
SkewHyperbolic/man/skewhypMom.Rd
SkewHyperbolic/man/SkewHyperbolic-package.Rd
SkewHyperbolic/man/skewhypFit.Rd
SkewHyperbolic/man/lrnokeur.Rd
SkewHyperbolic/man/skewhypParam.Rd
SkewHyperbolic/man/skewhypCalcRange.Rd
SkewHyperbolic/man/skewhypFitStart.Rd
SkewHyperbolic/man/SkewHyperbolic-internal.Rd
SkewHyperbolic/man/skewhypTailPlotLine.Rd
SkewHyperbolic/man/ais.Rd
SkewHyperbolic/man/skewhypCheckPars.Rd
SkewHyperbolic/man/lrdji.Rd
SkewHyperbolic/man/SkewHyperbolicDistribution.Rd
SkewHyperbolic/man/skewhypMeanVarMode.Rd
SkewHyperbolic/man/skewhypPlots.Rd
SkewHyperbolic/man/summary.skewhypFit.Rd