DistributionUtils-package

DistributionUtils

<p>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.</p>

 package

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.

David Scott

Distribution Utilities

DistributionUtils-package function

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

Package:	DistributionUtils
Type:	Package
Version:	0.5-1
Date:	2012-01-05
License:	GPL (>=2)
LazyLoad:	yes

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

Description

Arguments

Details

References

See Also