SkewHyperbolic: The Skew Hyperbolic Student t-Distribution
Version 0.3-2

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.

AuthorDavid Scott <d.scott@auckland.ac.nz>, Fiona Grimson
Date of publication2015-01-05 18:03:19
MaintainerDavid Scott <d.scott@auckland.ac.nz>
LicenseGPL (>= 2)
Version0.3-2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("SkewHyperbolic")

Getting started

Package overview

Popular man pages

lrnokeur: Log Returns of the NOK/EUR Exchange Rate
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
skewhypMeanVarMode: Moments and Mode of the Skew Hyperbolic Student...
skewhypPlots: Skew Hyperbolic Student t-Distribution Quantile-Quantile and...
See all...

All man pages Function index File listing

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

Functions

Files

inst
inst/unitTests
inst/unitTests/Makefile
inst/unitTests/runit.qskewhyp.R
inst/unitTests/runTests.R
inst/unitTests/runit.skewhypCalcRange.R
tests
tests/testskewhypCalcRange.R
tests/testskewhypTailPlotLine.R
tests/doRUnit.R
tests/testskewhypParam.R
tests/testqskewhyp.R
NAMESPACE
data
data/skewhypParam.rda
data/lrnokeur.rda
data/lrdji.rda
data/ais.rda
R
R/skewhypTailPlotLine.R
R/summary.skewhypFit.R
R/skewhypFitStart.R
R/skewhypMom.R
R/qqskewhyp.R
R/skewhypCalcRange.R
R/skewhypMeanVarMode.R
R/skewhypCheckPars.R
R/plot.skewhypFit.R
R/dskewhyp.R
R/skewhypFit.R
MD5
DESCRIPTION
ChangeLog
man
man/skewhypMom.Rd
man/SkewHyperbolic-package.Rd
man/skewhypFit.Rd
man/lrnokeur.Rd
man/skewhypParam.Rd
man/skewhypCalcRange.Rd
man/skewhypFitStart.Rd
man/SkewHyperbolic-internal.Rd
man/skewhypTailPlotLine.Rd
man/ais.Rd
man/skewhypCheckPars.Rd
man/lrdji.Rd
man/SkewHyperbolicDistribution.Rd
man/skewhypMeanVarMode.Rd
man/skewhypPlots.Rd
man/summary.skewhypFit.Rd
SkewHyperbolic documentation built on May 19, 2017, 12:18 p.m.

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