GeneralizedHyperbolic: The Generalized Hyperbolic Distribution

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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.

Author
David Scott <d.scott@auckland.ac.nz>
Date of publication
2014-11-11 12:08:32
Maintainer
David Scott <d.scott@auckland.ac.nz>
License
GPL (>= 2)
Version
0.8-3
URLs

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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