Utility functions useful for all distributions in packages following the standard approach developed in Scott, Wuertz and Dong.
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.
Contains functions which are useful for packages implementing distributions. Designed to work with my packages GeneralizedHyperbolic, VarianceGamma, SkewHyperbolic and NormalLaplace.
David Scott <firstname.lastname@example.org>
Maintainer: David Scott <email@example.com>
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