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.

Package details

AuthorDavid Scott <[email protected]>, Fiona Grimson
MaintainerDavid Scott <[email protected]>
LicenseGPL (>= 2)
Version0.4-0
URL https://r-forge.r-project.org/projects/rmetrics/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SkewHyperbolic")

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SkewHyperbolic documentation built on Nov. 30, 2018, 4:19 p.m.