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DistributionUtils (version 0.6-1)

Distribution Utilities

Description

Utilities are provided 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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Version

Install

install.packages('DistributionUtils')

Monthly Downloads

10,688

Version

0.6-1

License

GPL (>= 2)

Maintainer

David Scott

Last Published

August 28th, 2023

Functions in DistributionUtils (0.6-1)

Sample Skewness and Kurtosis

Obtain Moments About a New Location

Is Object Numeric and Whole Numbers

Inversion Tests for Distributions

Calculate Two-Sided Hessian Approximation

Plot Log-Histogram

Safe Integration of One-Dimensional Functions

Moments Using Integration

Moran's Log Spacings Test

Standard Errors of Sample Moments

Tail Plot Functions

Distribution and Quantile Functions for Unimodal Distributions

Mode of a Unimodal Distribution

Ratio of Bessel K Functions

Step Size for Calculating the Range of a Unimodal Distribution

distIneqMassart

Massart Inequality for Distributions

distIneqMassartPlot

Massart Inequality Plot Function

Range of a Unimodal Distribution

DistributionUtils-internal

Internal Distribution Utilities Functions

incompleteBesselK

The Incomplete Bessel K Function

Integrates a Density Function

DistributionUtils-package

Utility functions useful for all distributions in packages following the standard approach developed in Scott, Wuertz and Dong.