dng: Distributions and Gradients

Provides density, distribution function, quantile function and random generation for the split normal and split-t distributions, and computes their mean, variance, skewness and kurtosis for the two distributions (Li, F, Villani, M. and Kohn, R. (2010) <doi:10.1016/j.jspi.2010.04.031>).

Getting started

Package details

AuthorJiayue Zeng [aut, cre], Feng Li [aut]
MaintainerJiayue Zeng <zengjiayue@126.com>
LicenseGPL (>= 2)
URL https://github.com/feng-li/dng/
Package repositoryView on CRAN
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dng documentation built on May 2, 2019, 9:33 a.m.