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A collection of R and C++ functions to work with the generalized hyperbolic distribution, related distributions and their applications in financial risk management and quantitative analysis.
Package details |
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| Author | Thanh T. Tran |
| Maintainer | Thanh T. Tran <frmqa.package@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.1-5 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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