DistributionUtils

swMATH11601CRANDistributionUtilsMaRDI QIDQ23541FDOQ23541

Distribution Utilities

David Scott

Last update: 28 August 2023

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

Software version identifier: 0.6-0, 0.1-0, 0.2-0, 0.5-0, 0.5-1, 0.6-1

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

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.

Cited In (8)

• A recursive algorithm for an efficient and accurate computation of incomplete Bessel functions
• Moments of the generalized hyperbolic distribution
• GeneralizedHyperbolic
• SkewHyperbolic
• VarianceGamma
• trelliscopejs
• ztpln
• NormalLaplace

This page was built for software: DistributionUtils