VarianceGamma (version 0.4-2)

The Variance Gamma Distribution

Description

Provides functions for the variance gamma distribution. Density, distribution and quantile functions. Functions for random number generation and fitting of the variance gamma to data. Also, functions for computing moments of the variance gamma distribution of any order about any location. In addition, there are functions for checking the validity of parameters and to interchange different sets of parameterizations for the variance gamma distribution.

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Install

install.packages('VarianceGamma')

Monthly Downloads

1,220

Version

0.4-2

License

GPL (>= 2)

Maintainer

Last Published

November 25th, 2023

Functions in VarianceGamma (0.4-2)