1 results for Dataset, DistributionUtils, Version 0.5-0, Distribution Utilities

  • DistributionUtils, Version 0.5-0, Distribution Utilities

    Scott, David (2011)

    Dataset
    The University of Auckland Library

    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.

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