Utility functions useful for all distributions in packages following the standard approach developed in Scott, Wuertz and Dong.

Share:

Description

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.

Details

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.

Author(s)

David Scott <d.scott@auckland.ac.nz>

Maintainer: David Scott <d.scott@auckland.ac.nz>

References

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

See Also

GeneralizedHyperbolicDistribution