GeneralizedHyperbolic: The Generalized Hyperbolic Distribution

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.

Version: 0.8-1
Depends: R (≥ 2.10.0), DistributionUtils, RUnit
Suggests: VarianceGamma, actuar, SkewHyperbolic, MASS
Published: 2012-04-15
Author: David Scott
Maintainer: David Scott <d.scott at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: NEWS ChangeLog
In views: Distributions
CRAN checks: GeneralizedHyperbolic results


Reference manual: GeneralizedHyperbolic.pdf
Package source: GeneralizedHyperbolic_0.8-1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: GeneralizedHyperbolic_0.8-1.tgz, r-oldrel: GeneralizedHyperbolic_0.8-1.tgz
OS X Mavericks binaries: r-release: GeneralizedHyperbolic_0.8-1.tgz
Old sources: GeneralizedHyperbolic archive

Reverse dependencies:

Reverse depends: NormalLaplace, SkewHyperbolic, VarianceGamma
Reverse suggests: DistributionUtils