sjp/GeneralizedHyperbolic: The generalized hyperbolic distribution
Version 0.1

This package provides functions for the hyperbolic and related distributions. Density, distribution and quantile functions and random number generation are provided for the hyperbolic distribution, the generalized hyperbolic distribution, the generalized inverse Gaussian distribution and the skew-Laplace distribution. Additional functionality is provided for the hyperbolic distribution, including fitting of the hyperbolic to data.

Getting started

Package details

AuthorDavid Scott <[email protected]>
Date of publication2009-09-23 16:45:00
MaintainerDavid Scott <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
sjp/GeneralizedHyperbolic documentation built on May 26, 2017, 10:13 a.m.