GeneralizedHyperbolic
swMATH11602CRANGeneralizedHyperbolicMaRDI QIDQ23542FDOQ23542
The Generalized Hyperbolic Distribution
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
Source code repository: https://github.com/cran/GeneralizedHyperbolic
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 (10)
- Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution
- Title not available (Why is that?)
- Moments of the generalized hyperbolic distribution
- Row-column interaction models, with an R implementation
- SkewHyperbolic
- VarianceGamma
- exdqlm
- PLreg
- NormalLaplace
- BayesLN
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