VarianceGamma: The Variance Gamma Distribution
Version 0.3-2

Functions for the variance gamma distributions. Density, distribution and quantile functions. Random number generation and fitting of the variance gamma to data. Also, functions for computing moments of the variance gamma distribution of any order about any location. In addition, there are functions for checking the validity of parameters and to interchange different sets of parameterizatons for the variance gamma distribution.

Getting started

Package details

AuthorDavid Scott <[email protected]> and Christine Yang Dong <[email protected]>
Date of publication2017-10-28 16:16:02
MaintainerDavid Scott <[email protected]>
LicenseGPL(>=2)
Version0.3-2
URL https://r-forge.r-project.org/projects/rmetrics/
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("VarianceGamma", repos="http://R-Forge.R-project.org")

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VarianceGamma documentation built on Nov. 17, 2017, 2:12 p.m.