GeneralizedHyperbolic

MaRDI QIDQ23542swMATHCRANFDO

Authors David Scott

Last update 26 November 2023

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 0.8-4, 0.2-0, 0.7-0, 0.8-0, 0.8-1, 0.8-6

Official website http://cran.r-project.org/web/packages/GeneralizedHyperbolic/index.html

Source code repository https://github.com/cran/GeneralizedHyperbolic

Description

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 inverseGaussian distribution and generalized inverse Gaussian distribution,including fitting of these distributions to data. Linear models with hyperbolic errors may be fitted using hyperblmFit.

Cited in

(19)

• Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution
• scientific article; zbMATH DE number 6610053 (Why is no real title available?)
• Moments of the generalized hyperbolic distribution
• Row-column interaction models, with an R implementation
• ghyp
• Bessel
• DistributionUtils
• HyperbolicDist
• pracma
• SkewHyperbolic
• VarianceGamma
• dfphase1
• CoinCalc
• QV Calculator
• exdqlm
• PLreg
• furrr
• NormalLaplace
• BayesLN

This page was built for software: GeneralizedHyperbolic