SkewHyperbolic

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The Skew Hyperbolic Student t-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: 0.4-0, 0.1-2, 0.2-0, 0.3-1, 0.3-2, 0.4-2

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

Functions are provided for the density function, distribution function, quantiles and random number generation for the skew hyperbolic t-distribution. There are also functions that fit the distribution to data. There are functions for the mean, variance, skewness, kurtosis and mode of a given distribution and to calculate moments of any order about any centre. To assess goodness of fit, there are functions to generate a Q-Q plot, a P-P plot and a tail plot.




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