VarianceGamma: The Variance Gamma Distribution
Version 0.3-1

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.

Browse man pages Browse package API and functions Browse package files

AuthorDavid Scott <d.scott@auckland.ac.nz> and Christine Yang Dong <c.dong@auckland.ac.nz>
Date of publication2015-01-05 18:03:19
MaintainerDavid Scott <d.scott@auckland.ac.nz>
LicenseGPL (>= 2)
Version0.3-1
URL http://www.r-project.org
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("VarianceGamma")

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

Functions

ddvg Man page Source code
dvg Man page Source code
plot.vgFit Man page Source code
ppvg Man page Source code
print.summary.vgFit Man page Source code
print.vgFit Man page Source code
pvg Man page Source code
qqvg Man page Source code
qvg Man page Source code
rvg Man page Source code
summary.vgFit Man page Source code
vgBreaks Man page Source code
vgCalcRange Man page Source code
vgChangePars Man page Source code
vgCheckPars Man page Source code
vgFit Man page Source code
vgFitStart Man page Source code
vgFitStartMoM Man page Source code
vgKurt Man page Source code
vgLargeParam Man page
vgLargeShape Man page
vgMean Man page Source code
vgMode Man page Source code
vgMom Man page Source code
vgSkew Man page Source code
vgSmallParam Man page
vgSmallShape Man page
vgVar Man page Source code

Files

inst
inst/unitTests
inst/unitTests/Makefile
inst/unitTests/runTests.R
tests
tests/runTests
tests/runTests/runvgLevel1.r
tests/runTests/runGraph.r
tests/runTests/runvgLevel2.R
tests/runTests/runvgLevel3.R
tests/testFunction
tests/testFunction/graphicalTests
tests/testFunction/graphicalTests/vgGraphsdpqr.R
tests/testFunction/graphicalTests/vgGraphsfit.R
tests/testFunction/graphicalTests/graphOutputs
tests/testFunction/graphicalTests/graphOutputs/testvgFitStart.pdf
tests/testFunction/graphicalTests/graphOutputs/testVgFit.pdf
tests/testFunction/runit.vgLevel2Tests.R
tests/testFunction/runit.vgLevel1Tests.R
tests/testFunction/runit.vgLevel3Tests
tests/testFunction/runit.vgLevel3Tests/runit.vgLevel3dpqr.R
tests/testFunction/runit.vgLevel3Tests/runit.vgLevel3fit.R
tests/testFunction/runit.vgLevel3Tests/runit.vgLevel3moments.R
tests/doRUnit.R
NAMESPACE
data
data/vgParam.rda
R
R/vgChangePars.R
R/summary.vgFit.R
R/vgPlots.R
R/vgFitStart.R
R/vgMom.R
R/vgFit.R
R/dvg.R
R/vgMeanVarMode.R
R/vgCalcRange.R
R/vgCheckPars.R
MD5
DESCRIPTION
ChangeLog
Todo
man
man/vgFitStart.Rd
man/vgChangePars.Rd
man/vgParam.Rd
man/vgMeanVarMode.Rd
man/vgFit.Rd
man/summary.vgFit.Rd
man/vgMom.Rd
man/VarianceGamma.Rd
man/vgCheckPars.Rd
man/vgPlots.Rd
man/vgCalcRange.Rd
VarianceGamma documentation built on May 19, 2017, 5:58 p.m.