DistributionUtils (Q23541): Difference between revisions
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Removed claim: depends on software (P342): R (Q13519) |
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Property / last update: 27 November 2018 / rank | |||||||||||||||
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publication date: 1 March 2010
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publication date: 4 November 2010
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publication date: 16 December 2011
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publication date: 5 January 2015
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publication date: 28 August 2023
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28 August 2023
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Utilities are provided which are of use in the packages I have developed for dealing with distributions. Currently these packages are GeneralizedHyperbolic, VarianceGamma, and SkewHyperbolic and NormalLaplace. Each of these packages requires DistributionUtils. Functionality includes sample skewness and kurtosis, log-histogram, tail plots, moments by integration, changing the point about which a moment is calculated, functions for testing distributions using inversion tests and the Massart inequality. Also includes an implementation of the incomplete Bessel K function. | |||||||||||||||
Property / description: Utilities are provided which are of use in the packages I have developed for dealing with distributions. Currently these packages are GeneralizedHyperbolic, VarianceGamma, and SkewHyperbolic and NormalLaplace. Each of these packages requires DistributionUtils. Functionality includes sample skewness and kurtosis, log-histogram, tail plots, moments by integration, changing the point about which a moment is calculated, functions for testing distributions using inversion tests and the Massart inequality. Also includes an implementation of the incomplete Bessel K function. / rank | |||||||||||||||
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Property / author: David Scott / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
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software version identifier: ≥ 3.0.1 |
Revision as of 14:55, 4 March 2024
Distribution Utilities
Language | Label | Description | Also known as |
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English | DistributionUtils |
Distribution Utilities |
Statements
28 August 2023
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Utilities are provided which are of use in the packages I have developed for dealing with distributions. Currently these packages are GeneralizedHyperbolic, VarianceGamma, and SkewHyperbolic and NormalLaplace. Each of these packages requires DistributionUtils. Functionality includes sample skewness and kurtosis, log-histogram, tail plots, moments by integration, changing the point about which a moment is calculated, functions for testing distributions using inversion tests and the Massart inequality. Also includes an implementation of the incomplete Bessel K function.
0 references
expanded from: GPL (≥ 2) (English)
0 references