Utilities are provided 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, loghistogram, 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.
Package details 


Author  David Scott <[email protected]> 
Maintainer  David Scott <[email protected]> 
License  GPL (>= 2) 
Version  0.60 
Package repository  View on RForge 
Installation 
Install the latest version of this package by entering the following in R:

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