SkewHyperbolic: The Skew Hyperbolic Student t-Distribution

Functions are provided for the density function, distribution function, quantiles and random number generation for the skew hyperbolic t-distribution. There are also functions that fit the distribution to data. There are functions for the mean, variance, skewness, kurtosis and mode of a given distribution and to calculate moments of any order about any centre. To assess goodness of fit, there are functions to generate a Q-Q plot, a P-P plot and a tail plot.

AuthorDavid Scott <d.scott@auckland.ac.nz>, Fiona Grimson
Date of publication2014-11-11 12:09:08
MaintainerDavid Scott <d.scott@auckland.ac.nz>
LicenseGPL (>= 2)
Version0.3-4

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Files in this package

SkewHyperbolic/ChangeLog
SkewHyperbolic/DESCRIPTION
SkewHyperbolic/NAMESPACE
SkewHyperbolic/R
SkewHyperbolic/R/dskewhyp.R SkewHyperbolic/R/plot.skewhypFit.R SkewHyperbolic/R/qqskewhyp.R SkewHyperbolic/R/skewhypCalcRange.R SkewHyperbolic/R/skewhypCheckPars.R SkewHyperbolic/R/skewhypFit.R SkewHyperbolic/R/skewhypFitStart.R SkewHyperbolic/R/skewhypMeanVarMode.R SkewHyperbolic/R/skewhypMom.R SkewHyperbolic/R/skewhypTailPlotLine.R SkewHyperbolic/R/summary.skewhypFit.R
SkewHyperbolic/data
SkewHyperbolic/data/ais.rda
SkewHyperbolic/data/lrdji.rda
SkewHyperbolic/data/lrnokeur.rda
SkewHyperbolic/data/skewhypParam.rda
SkewHyperbolic/inst
SkewHyperbolic/inst/unitTests
SkewHyperbolic/inst/unitTests/Makefile
SkewHyperbolic/inst/unitTests/runTests.R
SkewHyperbolic/inst/unitTests/runit.qskewhyp.R
SkewHyperbolic/inst/unitTests/runit.skewhypCalcRange.R
SkewHyperbolic/man
SkewHyperbolic/man/SkewHyperbolic-internal.Rd SkewHyperbolic/man/SkewHyperbolic-package.Rd SkewHyperbolic/man/SkewHyperbolicDistribution.Rd SkewHyperbolic/man/ais.Rd SkewHyperbolic/man/lrdji.Rd SkewHyperbolic/man/lrnokeur.Rd SkewHyperbolic/man/skewhypCalcRange.Rd SkewHyperbolic/man/skewhypCheckPars.Rd SkewHyperbolic/man/skewhypFit.Rd SkewHyperbolic/man/skewhypFitStart.Rd SkewHyperbolic/man/skewhypMeanVarMode.Rd SkewHyperbolic/man/skewhypMom.Rd SkewHyperbolic/man/skewhypParam.Rd SkewHyperbolic/man/skewhypPlots.Rd SkewHyperbolic/man/skewhypTailPlotLine.Rd SkewHyperbolic/man/summary.skewhypFit.Rd
SkewHyperbolic/tests
SkewHyperbolic/tests/doRUnit.R
SkewHyperbolic/tests/testqskewhyp.R
SkewHyperbolic/tests/testskewhypCalcRange.R
SkewHyperbolic/tests/testskewhypParam.R
SkewHyperbolic/tests/testskewhypTailPlotLine.R

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

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