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.
| Version: | 0.3-2 |
| Depends: | R (≥ 2.3.0), DistributionUtils, GeneralizedHyperbolic, RUnit |
| Published: | 2015-01-05 |
| Author: | David Scott, Fiona Grimson |
| Maintainer: | David Scott <d.scott at auckland.ac.nz> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | ChangeLog |
| In views: | Distributions |
| CRAN checks: | SkewHyperbolic results |
| Reference manual: | SkewHyperbolic.pdf |
| Package source: | SkewHyperbolic_0.3-2.tar.gz |
| Windows binaries: | r-devel: SkewHyperbolic_0.3-2.zip, r-release: SkewHyperbolic_0.3-2.zip, r-oldrel: SkewHyperbolic_0.3-2.zip |
| OS X binaries: | r-release: SkewHyperbolic_0.3-2.tgz, r-oldrel: SkewHyperbolic_0.3-2.tgz |
| Old sources: | SkewHyperbolic archive |
| Reverse imports: | rugarch, Wrapped |
| Reverse suggests: | DistributionUtils, fitteR, GeneralizedHyperbolic, kdensity |
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