Man pages for ghyp
A Package on Generalized Hyperbolic Distribution and Its Special Cases

coef-methodExtract parameters of generalized hyperbolic distribution...
fit.ghypmvFitting generalized hyperbolic distributions to multivariate...
fit.ghypuvFitting generalized hyperbolic distributions to univariate...
ghyp-constructorsCreate generalized hyperbolic distribution objects
ghyp-distributionThe Generalized Hyperbolic Distribution
ghyp-getGet methods for objects inheriting from class ghyp
ghyp-internalInternal ghyp functions
ghyp-mle.ghyp-classesClasses ghyp and mle.ghyp
ghyp.momentCompute moments of generalized hyperbolic distributions
ghyp-packageA package on the generalized hyperbolic distribution and its...
ghyp-risk-performanceRisk and Performance Measures
gig-distributionThe Generalized Inverse Gaussian Distribution
hist-methodsHistogram for univariate generalized hyperbolic distributions
indicesMonthly returns of five indices
lik.ratio.testLikelihood-ratio test
logLik-AIC-methodsExtract Log-Likelihood and Akaike's Information Criterion
mean-vcov-skew-kurt-methodsExpected value, variance-covariance, skewness and kurtosis of...
pairs-methodsPairs plot for multivariate generalized hyperbolic...
plot-lines-methodsPlot univariate generalized hyperbolic densities
portfolio.optimizePortfolio optimization with respect to alternative risk...
qq-ghypQuantile-Quantile Plot
scale-methodsScaling and Centering of ghyp Objects
smi.stocksDaily returns of five swiss blue chips and the SMI
stepAIC.ghypPerform a model selection based on the AIC
summary-methodmle.ghyp summary
transform-extract-methodsLinear transformation and extraction of generalized...
ghyp documentation built on May 29, 2017, 3:59 p.m.