HyperbolicDist

swMATH11600CRANHyperbolicDistMaRDI QIDQ23540

The Hyperbolic Distribution

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: 0.6-4, 0.0-1, 0.5-1, 0.5-2, 0.5-3, 0.6-2, 0.6-5

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

Description

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 It has been superseded by 'GeneralizedHyperbolic'.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.

Related Items (4)

exdqlm ⋮ Moments of the generalized hyperbolic distribution ⋮ ALDqr ⋮ Dichotomous unimodal compound models: application to the distribution of insurance losses

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