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.

Install the latest version of this package by entering the following in R:
install.packages("VarianceGamma")
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
http://www.r-project.org

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Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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