GeneralizedHyperbolic (version 0.8-6)

The Generalized Hyperbolic Distribution

Description

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. Linear models with hyperbolic errors may be fitted using hyperblmFit.

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Install

install.packages('GeneralizedHyperbolic')

Monthly Downloads

9,716

Version

0.8-6

License

GPL (>= 2)

Maintainer

Last Published

November 26th, 2023

Functions in GeneralizedHyperbolic (0.8-6)