DistributionUtils: Distribution Utilities

This package contains utilities which are of use in the packages I have developed for dealing with distributions. Currently these packages are GeneralizedHyperbolic, VarianceGamma, and SkewHyperbolic and NormalLaplace. Each of these packages requires DistributionUtils. Functionality includes sample skewness and kurtosis, log-histogram, tail plots, moments by integration, changing the point about which a moment is calculated, functions for testing distributions using inversion tests and the Massart inequality. Also includes an implementation of the incomplete Bessel K function.

AuthorDavid Scott <d.scott@auckland.ac.nz>
Date of publication2014-11-11 12:08:20
MaintainerDavid Scott <d.scott@auckland.ac.nz>
LicenseGPL (>= 2)
Version0.5-2

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Files in this package

DistributionUtils/ChangeLog
DistributionUtils/DESCRIPTION
DistributionUtils/NAMESPACE
DistributionUtils/NEWS
DistributionUtils/R
DistributionUtils/R/besselRatio.R DistributionUtils/R/distCalcRange.R DistributionUtils/R/distIneqMassart.R DistributionUtils/R/distIneqMassartPlot.R DistributionUtils/R/distMode.R DistributionUtils/R/distStepSize.R DistributionUtils/R/incompleteBesselK.R DistributionUtils/R/integrateDens.R DistributionUtils/R/inversionTests.R DistributionUtils/R/is.wholenumber.R DistributionUtils/R/logHist.R DistributionUtils/R/momChangeAbout.R DistributionUtils/R/momIntegrated.R DistributionUtils/R/momSE.R DistributionUtils/R/moranTest.R DistributionUtils/R/pDist.R DistributionUtils/R/safeIntegrate.R DistributionUtils/R/sampleMoments.R DistributionUtils/R/tailPlot.R DistributionUtils/R/tsHessian.R
DistributionUtils/ToDo
DistributionUtils/inst
DistributionUtils/inst/unitTests
DistributionUtils/inst/unitTests/Makefile
DistributionUtils/inst/unitTests/runTests.R
DistributionUtils/inst/unitTests/runit.besselRatio.R
DistributionUtils/inst/unitTests/runit.distIneqMassart.R
DistributionUtils/inst/unitTests/runit.incompleteBesselK.R
DistributionUtils/inst/unitTests/runit.integrateDens.R
DistributionUtils/inst/unitTests/runit.inversionTests.R
DistributionUtils/inst/unitTests/runit.iswholenumber.R
DistributionUtils/inst/unitTests/runit.logHist.R
DistributionUtils/inst/unitTests/runit.momChangeAbout.R
DistributionUtils/inst/unitTests/runit.momIntegrated.R
DistributionUtils/inst/unitTests/runit.momSE.R
DistributionUtils/inst/unitTests/runit.safeIntegrate.R
DistributionUtils/inst/unitTests/runit.sampleMoments.R
DistributionUtils/inst/unitTests/runit.tailPlot.R
DistributionUtils/inst/unitTests/runit.testTestScheme.R
DistributionUtils/inst/unitTests/runit.tsHessian.R
DistributionUtils/man
DistributionUtils/man/DistributionUtils-internal.Rd DistributionUtils/man/DistributionUtils-package.Rd DistributionUtils/man/besselRatio.Rd DistributionUtils/man/distCalcRange.Rd DistributionUtils/man/distIneqMassart.Rd DistributionUtils/man/distIneqMassartPlot.Rd DistributionUtils/man/distMode.Rd DistributionUtils/man/distStepSize.Rd DistributionUtils/man/incompleteBesselK.Rd DistributionUtils/man/integrateDens.Rd DistributionUtils/man/inversionTests.Rd DistributionUtils/man/is.wholenumber.Rd DistributionUtils/man/logHist.Rd DistributionUtils/man/momChangeAbout.Rd DistributionUtils/man/momIntegrated.Rd DistributionUtils/man/momSE.Rd DistributionUtils/man/moranTest.Rd DistributionUtils/man/pDist.Rd DistributionUtils/man/safeIntegrate.Rd DistributionUtils/man/sampleMoments.Rd DistributionUtils/man/tailPlot.Rd DistributionUtils/man/tsHessian.Rd
DistributionUtils/src
DistributionUtils/src/IncompleteBessel.f
DistributionUtils/tests
DistributionUtils/tests/doRUnit.R

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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