VarianceGamma: The Variance Gamma Distribution

This package provides functions for the variance gamma distributions. Density, distribution and quantile functions. Functions for random number generation and fitting of the variance gamma to data. Also, functions for computing moments of the variance gamma distribution of any order about any location. In addition, there are functions for checking the validity of parameters and to interchange different sets of parameterizatons for the variance gamma distribution.

Author
David Scott <d.scott@auckland.ac.nz> and Christine Yang Dong <c.dong@auckland.ac.nz>
Date of publication
2015-01-05 18:03:19
Maintainer
David Scott <d.scott@auckland.ac.nz>
License
GPL (>= 2)
Version
0.3-1
URLs

View on CRAN

Man pages

summary.vgFit
Summarizing Variance Gamma Distribution Fit
VarianceGamma
The Variance Gamma Distribution
vgCalcRange
Range of a Variance Gamma Distribution
vgChangePars
Change Parameterizations of the Variance Gamma Distribution
vgCheckPars
Check Parameters of the Variance Gamma Distribution
vgFit
Fit the Variance Gamma to Data
vgFitStart
Find Starting Values for Fitting a Variance Gamma...
vgMeanVarMode
Moments and Mode of the Variance Gamma Distribution
vgMom
Calculate Moments of the Variance Gamma Distribution
vgParam
Parameter Sets for Variance Gamma Distribution
vgPlots
Variance Gamma Quantile-Quantile and Percent-Percent Plots

Files in this package

VarianceGamma
VarianceGamma/inst
VarianceGamma/inst/unitTests
VarianceGamma/inst/unitTests/Makefile
VarianceGamma/inst/unitTests/runTests.R
VarianceGamma/tests
VarianceGamma/tests/runTests
VarianceGamma/tests/runTests/runvgLevel1.r
VarianceGamma/tests/runTests/runGraph.r
VarianceGamma/tests/runTests/runvgLevel2.R
VarianceGamma/tests/runTests/runvgLevel3.R
VarianceGamma/tests/testFunction
VarianceGamma/tests/testFunction/graphicalTests
VarianceGamma/tests/testFunction/graphicalTests/vgGraphsdpqr.R
VarianceGamma/tests/testFunction/graphicalTests/vgGraphsfit.R
VarianceGamma/tests/testFunction/graphicalTests/graphOutputs
VarianceGamma/tests/testFunction/graphicalTests/graphOutputs/testvgFitStart.pdf
VarianceGamma/tests/testFunction/graphicalTests/graphOutputs/testVgFit.pdf
VarianceGamma/tests/testFunction/runit.vgLevel2Tests.R
VarianceGamma/tests/testFunction/runit.vgLevel1Tests.R
VarianceGamma/tests/testFunction/runit.vgLevel3Tests
VarianceGamma/tests/testFunction/runit.vgLevel3Tests/runit.vgLevel3dpqr.R
VarianceGamma/tests/testFunction/runit.vgLevel3Tests/runit.vgLevel3fit.R
VarianceGamma/tests/testFunction/runit.vgLevel3Tests/runit.vgLevel3moments.R
VarianceGamma/tests/doRUnit.R
VarianceGamma/NAMESPACE
VarianceGamma/data
VarianceGamma/data/vgParam.rda
VarianceGamma/R
VarianceGamma/R/vgChangePars.R
VarianceGamma/R/summary.vgFit.R
VarianceGamma/R/vgPlots.R
VarianceGamma/R/vgFitStart.R
VarianceGamma/R/vgMom.R
VarianceGamma/R/vgFit.R
VarianceGamma/R/dvg.R
VarianceGamma/R/vgMeanVarMode.R
VarianceGamma/R/vgCalcRange.R
VarianceGamma/R/vgCheckPars.R
VarianceGamma/MD5
VarianceGamma/DESCRIPTION
VarianceGamma/ChangeLog
VarianceGamma/Todo
VarianceGamma/man
VarianceGamma/man/vgFitStart.Rd
VarianceGamma/man/vgChangePars.Rd
VarianceGamma/man/vgParam.Rd
VarianceGamma/man/vgMeanVarMode.Rd
VarianceGamma/man/vgFit.Rd
VarianceGamma/man/summary.vgFit.Rd
VarianceGamma/man/vgMom.Rd
VarianceGamma/man/VarianceGamma.Rd
VarianceGamma/man/vgCheckPars.Rd
VarianceGamma/man/vgPlots.Rd
VarianceGamma/man/vgCalcRange.Rd