GeneralizedHyperbolic: The Generalized Hyperbolic Distribution

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.

Getting started

Package details

AuthorDavid Scott <>
MaintainerDavid Scott <>
LicenseGPL (>= 2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("GeneralizedHyperbolic", repos="")

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GeneralizedHyperbolic documentation built on Sept. 1, 2019, 3 p.m.