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

View on R-Forge

Functions

besselRatio Man page
combinatorial Man page
distCalcRange Man page
distIneqMassart Man page
distIneqMassartPlot Man page
distMode Man page
DistributionUtils Man page
DistributionUtils-package Man page
distStepSize Man page
gammaTailPlotLine Man page
GDENOM Man page
GNUM Man page
incompleteBesselK Man page
incompleteBesselKR Man page
integrateDens Man page
inversionTestpq Man page
inversionTestqp Man page
is.wholenumber Man page
kurtosis Man page
logHist Man page
momChangeAbout Man page
momIntegrated Man page
momSE Man page
moranTest Man page
newIBFR Man page
normTailPlotLine Man page
pDist Man page
print.integrate Man page
qDist Man page
safeIntegrate Man page
skewness Man page
SSFcoef Man page
tailPlot Man page
tailPlotLine Man page
tsHessian Man page
tTailPlotLine Man page

Files

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.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.