CRAN/E | SkewHyperbolic

SkewHyperbolic

The Skew Hyperbolic Student t-Distribution

Installation

About

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.

r-forge.r-project.org/projects/rmetrics/

Key Metrics

Version 0.4-2
R ≥ 3.0.1
Published 2023-11-26 161 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks SkewHyperbolic results

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Maintainer

Maintainer

David Scott

d.scott@auckland.ac.nz

Authors

David Scott
Fiona Grimson

Material

ChangeLog
Reference manual
Package source

In Views

Distributions

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

SkewHyperbolic archive

Depends

R ≥ 3.0.1

Imports

grDevices
graphics
stats
DistributionUtils
GeneralizedHyperbolic

Suggests

RUnit

Reverse Imports

rugarch

Reverse Suggests

DistributionUtils
fitteR
GeneralizedHyperbolic
kdensity