HyperbolicDist: The hyperbolic distribution

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This package is no longer being maintained. It has been superseded by GeneralizedHyperbolic. GeneralizedHyperbolic includes all the functionality of HyperbolicDist and more and is based on a more rational design. HyperbolicDist 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, including fitting of the hyperbolic to data.

Author
David Scott <d.scott@auckland.ac.nz>
Date of publication
2014-11-11 12:08:44
Maintainer
David Scott <d.scott@auckland.ac.nz>
License
GPL (>=2)
Version
0.6-3
URLs

View on R-Forge

Man pages

besselRatio
Ratio of Bessel K Functions
dghyp
Generalized Hyperbolic Distribution
dgig
Generalized Inverse Gaussian Distribution
dhyperb
Hyperbolic Distribution
dskewlap
Skew-Laplace Distribution
ghypCalcRange
Range of a Generalized Hyperbolic Distribution
ghypChangePars
Change Parameterizations of the Generalized Hyperbolic...
ghypMeanVarMode
Moments and Mode of the Generalized Hyperbolic Distribution
ghypMom
Calculate Moments of the 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...
gigMeanVarMode
Moments and Mode of the Generalized Inverse Gaussian...
gigMom
Calculate Moments of 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
hyperbMeanVarMode
Moments and Mode of the Hyperbolic Distribution
HyperbolicDistribution
The Package 'HyperbolicDist': Summary Information
hyperbWSqTable
Percentage Points for the Cramer-von Mises Test of the...
is.wholenumber
Is Object Numeric and Whole Numbers
logHist
Plot Log-Histogram
mamquam
Size of Gravels from Mamquam River
momChangeAbout
Obtain Moments About a New Location
momIntegrated
Moments Using Integration
momRecursion
Computes the moment coefficients recursively for generalized...
qqghyp
Generalized Hyperbolic Quantile-Quantile and Percent-Percent...
qqgig
Generalized Inverse Gaussian Quantile-Quantile and...
qqhyperb
Hyperbolic Quantile-Quantile and Percent-Percent Plots
qqskewlap
Skew-Laplace Quantile-Quantile and Percent-Percent Plots
resistors
Resistance of One-half-ohm Resistors
RLambda
Functions for Calculating Moments
safeIntegrate
Safe Integration of One-Dimensional Functions
sampleMoments
Sample Skewness and Kurtosis
SandP500
S&P 500
summary.hyperbFit
Summarizing Hyperbolic Distribution Fit

Files in this package

HyperbolicDist/ChangeLog
HyperbolicDist/DESCRIPTION
HyperbolicDist/NAMESPACE
HyperbolicDist/NEWS
HyperbolicDist/R
HyperbolicDist/R/RLambda.R
HyperbolicDist/R/besselRatio.R
HyperbolicDist/R/dghyp.R
HyperbolicDist/R/dgig.R
HyperbolicDist/R/dhyperb.R
HyperbolicDist/R/dskewlap.R
HyperbolicDist/R/ghypCalcRange.R
HyperbolicDist/R/ghypChangePars.R
HyperbolicDist/R/ghypMeanVarMode.R
HyperbolicDist/R/ghypMom.R
HyperbolicDist/R/gigCalcRange.R
HyperbolicDist/R/gigChangePars.R
HyperbolicDist/R/gigCheckPars.R
HyperbolicDist/R/gigMeanVarMode.R
HyperbolicDist/R/gigMom.R
HyperbolicDist/R/hyperbCalcRange.R
HyperbolicDist/R/hyperbChangePars.R
HyperbolicDist/R/hyperbCvMTest.R
HyperbolicDist/R/hyperbFit.R
HyperbolicDist/R/hyperbFitStart.R
HyperbolicDist/R/hyperbMeanVarMode.R
HyperbolicDist/R/is.wholenumber.R
HyperbolicDist/R/logHist.R
HyperbolicDist/R/momChangeAbout.R
HyperbolicDist/R/momIntegrated.R
HyperbolicDist/R/momRecursion.R
HyperbolicDist/R/qqghyp.R
HyperbolicDist/R/qqgig.R
HyperbolicDist/R/qqhyperb.R
HyperbolicDist/R/qqskewlap.R
HyperbolicDist/R/safeIntegrate.R
HyperbolicDist/R/sampleMoments.R
HyperbolicDist/R/summary.hyperbFit.R
HyperbolicDist/R/zzz.R
HyperbolicDist/data
HyperbolicDist/data/SandP500.rda
HyperbolicDist/data/hyperbWSqTable.rda
HyperbolicDist/data/mamquam.rda
HyperbolicDist/data/resistors.rda
HyperbolicDist/man
HyperbolicDist/man/HyperbolicDistribution.Rd
HyperbolicDist/man/RLambda.Rd
HyperbolicDist/man/SandP500.Rd
HyperbolicDist/man/besselRatio.Rd
HyperbolicDist/man/dghyp.Rd
HyperbolicDist/man/dgig.Rd
HyperbolicDist/man/dhyperb.Rd
HyperbolicDist/man/dskewlap.Rd
HyperbolicDist/man/ghypCalcRange.Rd
HyperbolicDist/man/ghypChangePars.Rd
HyperbolicDist/man/ghypMeanVarMode.Rd
HyperbolicDist/man/ghypMom.Rd
HyperbolicDist/man/gigCalcRange.Rd
HyperbolicDist/man/gigChangePars.Rd
HyperbolicDist/man/gigCheckPars.Rd
HyperbolicDist/man/gigMeanVarMode.Rd
HyperbolicDist/man/gigMom.Rd
HyperbolicDist/man/hyperbCalcRange.Rd
HyperbolicDist/man/hyperbChangePars.Rd
HyperbolicDist/man/hyperbCvMTest.Rd
HyperbolicDist/man/hyperbFit.Rd
HyperbolicDist/man/hyperbFitStart.Rd
HyperbolicDist/man/hyperbMeanVarMode.Rd
HyperbolicDist/man/hyperbWSqTable.Rd
HyperbolicDist/man/is.wholenumber.Rd
HyperbolicDist/man/logHist.Rd
HyperbolicDist/man/mamquam.Rd
HyperbolicDist/man/momChangeAbout.Rd
HyperbolicDist/man/momIntegrated.Rd
HyperbolicDist/man/momRecursion.Rd
HyperbolicDist/man/qqghyp.Rd
HyperbolicDist/man/qqgig.Rd
HyperbolicDist/man/qqhyperb.Rd
HyperbolicDist/man/qqskewlap.Rd
HyperbolicDist/man/resistors.Rd
HyperbolicDist/man/safeIntegrate.Rd
HyperbolicDist/man/sampleMoments.Rd
HyperbolicDist/man/summary.hyperbFit.Rd
HyperbolicDist/tests
HyperbolicDist/tests/testbesselRatio.R
HyperbolicDist/tests/testghypMeanVarMode.R
HyperbolicDist/tests/testghypMom.R
HyperbolicDist/tests/testgigCheckPars.R
HyperbolicDist/tests/testgigMeanVarMode.R
HyperbolicDist/tests/testgigMom.R
HyperbolicDist/tests/testis.wholenumber.R
HyperbolicDist/tests/testmomChangeAbout.R
HyperbolicDist/tests/testmomIntegrated.R