GeneralizedHyperbolic, Version 0.7-0, The Generalized Hyperbolic Distribution
Author: Scott, David
Publisher: CRAN, the Comprehensive R Archive Network
Link to this item using this URL: http://hdl.handle.net/2292/18003
This package provides 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 inverse Gaussian distribution and generalized inverse Gaussian distribution, including fitting of these distributions to data.
Citation: ["2011. CRAN, the Comprehensive R Archive Network"]