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.
Package: | DistributionUtils |
Type: | Package |
Version: | 0.5-1 |
Date: | 2012-01-05 |
License: | GPL (>=2) |
LazyLoad: | yes |
Contains functions which are useful for packages implementing distributions. Designed to work with my packages GeneralizedHyperbolic, VarianceGamma, SkewHyperbolic and NormalLaplace.
David Scott <d.scott@auckland.ac.nz>
Maintainer: David Scott <d.scott@auckland.ac.nz>
Scott, David J. and W<fc>rtz, Diethelm and Dong, Christine (2009) Software for Distributions in R. UseR: The R User Conference 2009 http://www.agrocampus-ouest.fr/math/useR-2009/slides/Scott+Wuertz+Dong.pdf
GeneralizedHyperbolicDistribution
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
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