DistributionUtils, Version 0.5-0, Distribution Utilities
Author: Scott, David
Publisher: CRAN, the Comprehensive R Archive Network
Link to this item using this URL: http://hdl.handle.net/2292/17995
This package contains utilities 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.
Citation: ["2011. CRAN, the Comprehensive R Archive Network"]