frmqa: The Generalized Hyperbolic Distribution, Related Distributions and Their Applications in Finance

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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.

Author
Thanh T. Tran
Date of publication
2012-11-02 09:15:35
Maintainer
Thanh T. Tran <frmqa.package@gmail.com>
License
GPL (>= 2)
Version
0.1-5

View on CRAN

Man pages

Bell
Bell Coefficients Calculation
besselK_inc_clo
Exact Calculation of the Incomplete BesselK Function
besselK_inc_err
Calculation of the Incomplete BesselK Functions in Terms of...
besselK_inc_ite
Approximation of the Incomplete BesselK Function Iteratively
CalIncLapInt
Evaluation of Analytical Formulae for the Incomplete Laplace...
derivErfc
Calculate High Order Derivatives of Composite Functions
frmqa-package
A Package for *F*inancial *R*isk Management and...
gamma_inc_err
Accurate Calculation of the Incomplete Gamma Functions Using...
pgig
Accurate Evaluation of Tail Probabilities of the Generalized...

Files in this package

frmqa
frmqa/MD5
frmqa/R
frmqa/R/frmqa.R
frmqa/NAMESPACE
frmqa/man
frmqa/man/pgig.Rd
frmqa/man/gamma_inc_err.Rd
frmqa/man/frmqa-package.Rd
frmqa/man/derivErfc.Rd
frmqa/man/CalIncLapInt.Rd
frmqa/man/besselK_inc_ite.Rd
frmqa/man/besselK_inc_err.Rd
frmqa/man/besselK_inc_clo.Rd
frmqa/man/Bell.Rd
frmqa/DESCRIPTION