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r-forge
GeneralizedHyperbolic:The Generalized Hyperbolic Distribution
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.
Maintained by David Scott. Last updated 23 hours ago.
1 stars 8.79 score 124 scripts 28 dependents
dsco036
HyperbolicDist:The Hyperbolic Distribution
Maintenance has been discontinued for this package. It has been superseded by 'GeneralizedHyperbolic'. 'GeneralizedHyperbolic' includes all the functionality of 'HyperbolicDist' and more and is based on a more rational design. 'HyperbolicDist' 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, including fitting of the hyperbolic to data.
Maintained by David Scott. Last updated 1 years ago.
2.85 score 79 scripts 3 dependents