Man pages for ghyp
Generalized Hyperbolic Distribution and Its Special Cases
| coef-method | Extract parameters of generalized hyperbolic distribution... |
| ESghyp.attribution | Risk attribution. |
| fit.ghypmv | Fitting generalized hyperbolic distributions to multivariate... |
| fit.ghypuv | Fitting generalized hyperbolic distributions to univariate... |
| ghyp.attribution-class | Class ghyp.attribution |
| ghyp-constructors | Create generalized hyperbolic distribution objects |
| ghyp-distribution | The Generalized Hyperbolic Distribution |
| ghyp-get | Get methods for objects inheriting from class ghyp |
| ghyp-internal | Internal ghyp functions |
| ghyp-mle.ghyp-classes | Classes ghyp and mle.ghyp |
| ghyp.moment | Compute moments of generalized hyperbolic distributions |
| ghyp-package | A package on the generalized hyperbolic distribution and its... |
| ghyp-risk-performance | Risk and Performance Measures |
| gig-distribution | The Generalized Inverse Gaussian Distribution |
| hist-methods | Histogram for univariate generalized hyperbolic distributions |
| indices | Monthly returns of five indices |
| lik.ratio.test | Likelihood-ratio test |
| logLik-AIC-methods | Extract Log-Likelihood and Akaike's Information Criterion |
| mean-vcov-skew-kurt-methods | Expected value, variance-covariance, skewness and kurtosis of... |
| pairs-methods | Pairs plot for multivariate generalized hyperbolic... |
| plot-ghyp.attribution | Plot ES contribution |
| plot-lines-methods | Plot univariate generalized hyperbolic densities |
| portfolio.optimize | Portfolio optimization with respect to alternative risk... |
| qq-ghyp | Quantile-Quantile Plot |
| scale-methods | Scaling and Centering of ghyp Objects |
| smi.stocks | Daily returns of five swiss blue chips and the SMI |
| stepAIC.ghyp | Perform a model selection based on the AIC |
| summary-method | mle.ghyp summary |
| transform-extract-methods | Linear transformation and extraction of generalized... |
