GeneralizedHyperbolic: The Generalized Hyperbolic Distribution

This package provides functions for the hyperbolic and related distributions. Density, distribution and quantile functions and random number generation are provided for the hyperbolic distribution, the generalized hyperbolic distribution, the generalized inverse Gaussian distribution and the skew-Laplace distribution. Additional functionality is provided for the hyperbolic distribution, normal inverse Gaussian distribution and generalized inverse Gaussian distribution, including fitting of these distributions to data. Linear models with hyperbolic errors may be fitted using hyperblmFit.

AuthorDavid Scott <d.scott@auckland.ac.nz>
Date of publication2014-11-11 12:08:32
MaintainerDavid Scott <d.scott@auckland.ac.nz>
LicenseGPL (>= 2)
Version0.8-3
http://www.r-project.org

View on R-Forge

Man pages

ArkansasRiver: Soil Electrical Conductivity

dghyp: Generalized Hyperbolic Distribution

dgig: Generalized Inverse Gaussian Distribution

dhyperb: Hyperbolic Distribution

dnig: Normal Inverse Gaussian Distribution

dskewlap: Skew-Laplace Distribution

GeneralizedHyperbolicDistribution: The Package 'GeneralizedHyperbolic': Summary Information

GeneralizedHyperbolic-internal: Internal Generalized Hyperbolic Functions

ghypCalcRange: Range of a Generalized Hyperbolic Distribution

ghypChangePars: Change Parameterizations of the Generalized Hyperbolic...

ghypCheckPars: Check Parameters of the Generalized Hyperbolic Distribution

ghypMeanVarMode: Moments and Mode of the Generalized Hyperbolic Distribution

ghypMom: Calculate Moments of the Generalized Hyperbolic Distribution

ghypParam: Parameter Sets for the Generalized Hyperbolic Distribution

ghypScale: Rescale a generalized hyperbolic distribution

gigCalcRange: Range of a Generalized Inverse Gaussian Distribution

gigChangePars: Change Parameterizations of the Generalized Inverse Gaussian...

gigCheckPars: Check Parameters of the Generalized Inverse Gaussian...

gigFit: Fit the Generalized Inverse Gausssian Distribution to Data

gigFitStart: Find Starting Values for Fitting a Generalized Inverse...

gigHessian: Calculate Two-Sided Hessian for the Generalized Inverse...

gigMeanVarMode: Moments and Mode of the Generalized Inverse Gaussian...

gigMom: Calculate Moments of the Generalized Inverse Gaussian...

gigParam: Parameter Sets for the Generalized Inverse Gaussian...

hyperbCalcRange: Range of a Hyperbolic Distribution

hyperbChangePars: Change Parameterizations of the Hyperbolic Distribution

hyperbCvMTest: Cramer-von~Mises Test of a Hyperbolic Distribution

hyperbFit: Fit the Hyperbolic Distribution to Data

hyperbFitStart: Find Starting Values for Fitting a Hyperbolic Distribution

hyperbHessian: Calculate Two-Sided Hessian for the Hyperbolic Distribution

hyperblm: Fitting Linear Models with Hyperbolic Errors

hyperbMeanVarMode: Moments and Mode of the Hyperbolic Distribution

hyperbParam: Parameter Sets for the Hyperbolic Distribution

hyperbWSqTable: Percentage Points for the Cramer-von Mises Test of the...

mamquam: Size of Gravels from Mamquam River

momRecursion: Computes the moment coefficients recursively for generalized...

nervePulse: Intervals Between Pulses Along a Nerve Fibre

nigCalcRange: Range of a normal inverse Gaussian Distribution

nigFit: Fit the normal inverse Gaussian Distribution to Data

nigFitStart: Find Starting Values for Fitting a normal inverse Gaussian...

nigHessian: Calculate Two-Sided Hessian for the Normal Inverse Gaussian...

nigMeanVarMode: Moments and Mode of the Normal Inverse Gaussian Distribution

nigParam: Parameter Sets for the Normal Inverse Gaussian Distribution

plotShapeTriangle: Plot the Shape Triangle

qqghyp: Generalized Hyperbolic Quantile-Quantile and Percent-Percent...

qqgig: Generalized Inverse Gaussian Quantile-Quantile and...

qqhyperb: Hyperbolic Quantile-Quantile and Percent-Percent Plots

qqnig: Normal inverse Gaussian Quantile-Quantile and Percent-Percent...

qqskewlap: Skew-Laplace Quantile-Quantile and Percent-Percent Plots

resistors: Resistance of One-half-ohm Resistors

RLambda: Functions for Calculating Moments

SandP500: S&P 500

summary.gigFit: Summarizing Normal Inverse Gaussian Distribution Fit

summary.hyperbFit: Summarizing Hyperbolic Distribution Fit

summary.hyperblm: Summary Output of Hyperbolic Regression

summary.nigFit: Summarizing Normal Inverse Gaussian Distribution Fit

traffic: Intervals Between Vehicles on a Road

Files in this package

GeneralizedHyperbolic/ChangeLog
GeneralizedHyperbolic/DESCRIPTION
GeneralizedHyperbolic/NAMESPACE
GeneralizedHyperbolic/NEWS
GeneralizedHyperbolic/R
GeneralizedHyperbolic/R/RLambda.R GeneralizedHyperbolic/R/dghyp.R GeneralizedHyperbolic/R/dgig.R GeneralizedHyperbolic/R/dgigScaled.R GeneralizedHyperbolic/R/dhyperb.R GeneralizedHyperbolic/R/dnig.R GeneralizedHyperbolic/R/dsghyp.R GeneralizedHyperbolic/R/dshyperb.R GeneralizedHyperbolic/R/dskewlap.R GeneralizedHyperbolic/R/ghypCalcRange.R GeneralizedHyperbolic/R/ghypChangePars.R GeneralizedHyperbolic/R/ghypCheckPars.R GeneralizedHyperbolic/R/ghypCreateParameters.R GeneralizedHyperbolic/R/ghypMeanVarMode.R GeneralizedHyperbolic/R/ghypMom.R GeneralizedHyperbolic/R/ghypMomBNS.R GeneralizedHyperbolic/R/ghypScale.R GeneralizedHyperbolic/R/ghypStandPars.R GeneralizedHyperbolic/R/gigCalcRange.R GeneralizedHyperbolic/R/gigChangePars.R GeneralizedHyperbolic/R/gigCheckPars.R GeneralizedHyperbolic/R/gigCreateParameters.R GeneralizedHyperbolic/R/gigFit.R GeneralizedHyperbolic/R/gigFitStart.R GeneralizedHyperbolic/R/gigHessian.R GeneralizedHyperbolic/R/gigMeanVarMode.R GeneralizedHyperbolic/R/gigMom.R GeneralizedHyperbolic/R/hyperbCalcRange.R GeneralizedHyperbolic/R/hyperbChangePars.R GeneralizedHyperbolic/R/hyperbCreateParameters.R GeneralizedHyperbolic/R/hyperbCvMTest.R GeneralizedHyperbolic/R/hyperbFit.R GeneralizedHyperbolic/R/hyperbFitStand.R GeneralizedHyperbolic/R/hyperbFitStandStart.R GeneralizedHyperbolic/R/hyperbFitStart.R GeneralizedHyperbolic/R/hyperbHessian.R GeneralizedHyperbolic/R/hyperbMeanVarMode.R GeneralizedHyperbolic/R/hyperbStandPars.R GeneralizedHyperbolic/R/hyperblm.R GeneralizedHyperbolic/R/hyperblmFit.R GeneralizedHyperbolic/R/momRecursion.R GeneralizedHyperbolic/R/nigCalcRange.R GeneralizedHyperbolic/R/nigCreateParameters.R GeneralizedHyperbolic/R/nigFit.R GeneralizedHyperbolic/R/nigFitStart.R GeneralizedHyperbolic/R/nigHessian.R GeneralizedHyperbolic/R/nigMeanVarMode.R GeneralizedHyperbolic/R/plot.hyperblm.R GeneralizedHyperbolic/R/plotShapeTriangle.R GeneralizedHyperbolic/R/qqghyp.R GeneralizedHyperbolic/R/qqgig.R GeneralizedHyperbolic/R/qqhyperb.R GeneralizedHyperbolic/R/qqnig.R GeneralizedHyperbolic/R/qqskewlap.R GeneralizedHyperbolic/R/shyperbFit.R GeneralizedHyperbolic/R/summary.gigFit.R GeneralizedHyperbolic/R/summary.hyperbFit.R GeneralizedHyperbolic/R/summary.hyperblm.R GeneralizedHyperbolic/R/summary.nigFit.R GeneralizedHyperbolic/R/zzz.R
GeneralizedHyperbolic/Todo
GeneralizedHyperbolic/data
GeneralizedHyperbolic/data/ArkansasRiver.rda
GeneralizedHyperbolic/data/SandP500.rda
GeneralizedHyperbolic/data/ghypParam.rda
GeneralizedHyperbolic/data/gigParam.rda
GeneralizedHyperbolic/data/hyperbParam.rda
GeneralizedHyperbolic/data/hyperbWSqTable.rda
GeneralizedHyperbolic/data/mamquam.rda
GeneralizedHyperbolic/data/nervePulse.rda
GeneralizedHyperbolic/data/nigParam.rda
GeneralizedHyperbolic/data/resistors.rda
GeneralizedHyperbolic/data/traffic.rda
GeneralizedHyperbolic/inst
GeneralizedHyperbolic/inst/unitTests
GeneralizedHyperbolic/inst/unitTests/Makefile
GeneralizedHyperbolic/inst/unitTests/runTests.R
GeneralizedHyperbolic/inst/unitTests/runit.dghyp.R
GeneralizedHyperbolic/inst/unitTests/runit.dgig.R
GeneralizedHyperbolic/inst/unitTests/runit.ghypChangePars.R
GeneralizedHyperbolic/inst/unitTests/runit.ghypMom.R
GeneralizedHyperbolic/inst/unitTests/runit.ghypScale.R
GeneralizedHyperbolic/inst/unitTests/runit.ghypStandPars.R
GeneralizedHyperbolic/inst/unitTests/runit.gigFit.R
GeneralizedHyperbolic/inst/unitTests/runit.pgig.R
GeneralizedHyperbolic/inst/unitTests/runit.qghyp.R
GeneralizedHyperbolic/inst/unitTests/runit.qgig.R
GeneralizedHyperbolic/man
GeneralizedHyperbolic/man/ArkansasRiver.Rd GeneralizedHyperbolic/man/GeneralizedHyperbolic-internal.Rd GeneralizedHyperbolic/man/GeneralizedHyperbolicDistribution.Rd GeneralizedHyperbolic/man/RLambda.Rd GeneralizedHyperbolic/man/SandP500.Rd GeneralizedHyperbolic/man/dghyp.Rd GeneralizedHyperbolic/man/dgig.Rd GeneralizedHyperbolic/man/dhyperb.Rd GeneralizedHyperbolic/man/dnig.Rd GeneralizedHyperbolic/man/dskewlap.Rd GeneralizedHyperbolic/man/ghypCalcRange.Rd GeneralizedHyperbolic/man/ghypChangePars.Rd GeneralizedHyperbolic/man/ghypCheckPars.Rd GeneralizedHyperbolic/man/ghypMeanVarMode.Rd GeneralizedHyperbolic/man/ghypMom.Rd GeneralizedHyperbolic/man/ghypParam.Rd GeneralizedHyperbolic/man/ghypScale.Rd GeneralizedHyperbolic/man/gigCalcRange.Rd GeneralizedHyperbolic/man/gigChangePars.Rd GeneralizedHyperbolic/man/gigCheckPars.Rd GeneralizedHyperbolic/man/gigFit.Rd GeneralizedHyperbolic/man/gigFitStart.Rd GeneralizedHyperbolic/man/gigHessian.Rd GeneralizedHyperbolic/man/gigMeanVarMode.Rd GeneralizedHyperbolic/man/gigMom.Rd GeneralizedHyperbolic/man/gigParam.Rd GeneralizedHyperbolic/man/hyperbCalcRange.Rd GeneralizedHyperbolic/man/hyperbChangePars.Rd GeneralizedHyperbolic/man/hyperbCvMTest.Rd GeneralizedHyperbolic/man/hyperbFit.Rd GeneralizedHyperbolic/man/hyperbFitStart.Rd GeneralizedHyperbolic/man/hyperbHessian.Rd GeneralizedHyperbolic/man/hyperbMeanVarMode.Rd GeneralizedHyperbolic/man/hyperbParam.Rd GeneralizedHyperbolic/man/hyperbWSqTable.Rd GeneralizedHyperbolic/man/hyperblm.Rd GeneralizedHyperbolic/man/mamquam.Rd GeneralizedHyperbolic/man/momRecursion.Rd GeneralizedHyperbolic/man/nervePulse.Rd GeneralizedHyperbolic/man/nigCalcRange.Rd GeneralizedHyperbolic/man/nigFit.Rd GeneralizedHyperbolic/man/nigFitStart.Rd GeneralizedHyperbolic/man/nigHessian.Rd GeneralizedHyperbolic/man/nigMeanVarMode.Rd GeneralizedHyperbolic/man/nigParam.Rd GeneralizedHyperbolic/man/plotShapeTriangle.Rd GeneralizedHyperbolic/man/qqghyp.Rd GeneralizedHyperbolic/man/qqgig.Rd GeneralizedHyperbolic/man/qqhyperb.Rd GeneralizedHyperbolic/man/qqnig.Rd GeneralizedHyperbolic/man/qqskewlap.Rd GeneralizedHyperbolic/man/resistors.Rd GeneralizedHyperbolic/man/summary.gigFit.Rd GeneralizedHyperbolic/man/summary.hyperbFit.Rd GeneralizedHyperbolic/man/summary.hyperblm.Rd GeneralizedHyperbolic/man/summary.nigFit.Rd GeneralizedHyperbolic/man/traffic.Rd
GeneralizedHyperbolic/regressionTests
GeneralizedHyperbolic/regressionTests/testdghyp.R
GeneralizedHyperbolic/regressionTests/testdgig.R
GeneralizedHyperbolic/regressionTests/testdhyperb.R
GeneralizedHyperbolic/regressionTests/testdskewlap.R
GeneralizedHyperbolic/regressionTests/testghypCalcRange.R
GeneralizedHyperbolic/regressionTests/testghypMeanVarMode.R
GeneralizedHyperbolic/regressionTests/testghypMom.R
GeneralizedHyperbolic/regressionTests/testgigCalcRange.R
GeneralizedHyperbolic/regressionTests/testgigMeanVarMode.R
GeneralizedHyperbolic/regressionTests/testgigMom.R
GeneralizedHyperbolic/regressionTests/testhyperbCvMTest.R
GeneralizedHyperbolic/regressionTests/testhyperbFit.R
GeneralizedHyperbolic/regressionTests/testhyperbFitStart.R
GeneralizedHyperbolic/regressionTests/testhyperbMeanVarMode.R
GeneralizedHyperbolic/regressionTests/testqqghyp.R
GeneralizedHyperbolic/regressionTests/testqqgig.R
GeneralizedHyperbolic/regressionTests/testqqgskewlap.R
GeneralizedHyperbolic/regressionTests/utility.R
GeneralizedHyperbolic/tests
GeneralizedHyperbolic/tests/doRUnit.R
GeneralizedHyperbolic/tests/ghypInversionTests.R
GeneralizedHyperbolic/tests/problemData.R
GeneralizedHyperbolic/tests/runghypMoments.R
GeneralizedHyperbolic/tests/test.qgig.R

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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