VarianceGamma: The Variance Gamma Distribution

This package provides functions for the variance gamma distributions. Density, distribution and quantile functions. Functions for 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.

AuthorDavid Scott <d.scott@auckland.ac.nz> and Christine Yang Dong <c.dong@auckland.ac.nz>
Date of publication2014-11-11 12:09:31
MaintainerDavid Scott <d.scott@auckland.ac.nz>
LicenseGPL(>=2)
Version0.3-1
http://www.r-project.org

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Files in this package

VarianceGamma/ChangeLog
VarianceGamma/DESCRIPTION
VarianceGamma/NAMESPACE
VarianceGamma/R
VarianceGamma/R/dvg.R VarianceGamma/R/summary.vgFit.R VarianceGamma/R/vgCalcRange.R VarianceGamma/R/vgChangePars.R VarianceGamma/R/vgCheckPars.R VarianceGamma/R/vgFit.R VarianceGamma/R/vgFitStart.R VarianceGamma/R/vgMeanVarMode.R VarianceGamma/R/vgMom.R VarianceGamma/R/vgPlots.R
VarianceGamma/data
VarianceGamma/data/vgParam.rda
VarianceGamma/inst
VarianceGamma/inst/unitTests
VarianceGamma/inst/unitTests/Makefile
VarianceGamma/inst/unitTests/runTests.R
VarianceGamma/man
VarianceGamma/man/VarianceGamma.Rd VarianceGamma/man/summary.vgFit.Rd VarianceGamma/man/vgCalcRange.Rd VarianceGamma/man/vgChangePars.Rd VarianceGamma/man/vgCheckPars.Rd VarianceGamma/man/vgFit.Rd VarianceGamma/man/vgFitStart.Rd VarianceGamma/man/vgMeanVarMode.Rd VarianceGamma/man/vgMom.Rd VarianceGamma/man/vgParam.Rd VarianceGamma/man/vgPlots.Rd
VarianceGamma/tests
VarianceGamma/tests/doRUnit.R
VarianceGamma/tests/runTests
VarianceGamma/tests/runTests/runGraph.r
VarianceGamma/tests/runTests/runvgLevel1.r
VarianceGamma/tests/runTests/runvgLevel2.R
VarianceGamma/tests/runTests/runvgLevel3.R
VarianceGamma/tests/testFunction
VarianceGamma/tests/testFunction/graphicalTests
VarianceGamma/tests/testFunction/graphicalTests/graphOutputs
VarianceGamma/tests/testFunction/graphicalTests/graphOutputs/testVgFit.pdf
VarianceGamma/tests/testFunction/graphicalTests/graphOutputs/testvgFitStart.pdf
VarianceGamma/tests/testFunction/graphicalTests/vgGraphsdpqr.R
VarianceGamma/tests/testFunction/graphicalTests/vgGraphsfit.R
VarianceGamma/tests/testFunction/runit.vgLevel1Tests.R
VarianceGamma/tests/testFunction/runit.vgLevel2Tests.R
VarianceGamma/tests/testFunction/runit.vgLevel3Tests
VarianceGamma/tests/testFunction/runit.vgLevel3Tests/runit.vgLevel3dpqr.R
VarianceGamma/tests/testFunction/runit.vgLevel3Tests/runit.vgLevel3fit.R
VarianceGamma/tests/testFunction/runit.vgLevel3Tests/runit.vgLevel3moments.R

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

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