Showing 3 of total 3 results (show query)
paulponcet
modeest:Mode Estimation
Provides estimators of the mode of univariate data or univariate distributions.
Maintained by Paul Poncet. Last updated 5 years ago.
9 stars 9.62 score 900 scripts 47 dependents
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 10 days ago.
1 stars 8.53 score 124 scripts 27 dependents
cran
fBasics:Rmetrics - Markets and Basic Statistics
Provides a collection of functions to explore and to investigate basic properties of financial returns and related quantities. The covered fields include techniques of explorative data analysis and the investigation of distributional properties, including parameter estimation and hypothesis testing. Even more there are several utility functions for data handling and management.
Maintained by Georgi N. Boshnakov. Last updated 7 months ago.
2 stars 7.11 score 129 dependents