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VarianceGamma (version 0.1-2)

The Variance Gamma Distribution

Description

This package provides functions for the variance gamma distributions. Density, distribution and quantile functions. In addition, there are also functions for random number generation and fitting of the variance gamma to data.

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Version

Install

install.packages('VarianceGamma')

Monthly Downloads

925

Version

0.1-2

License

GPL (>= 2)

Maintainer

David Scott

Last Published

April 22nd, 2009

Functions in VarianceGamma (0.1-2)

summary.vgFit

Summarizing Variance Gamme Distribution Fit
vgFitStart

Find Starting Values for Fitting a Variance Gamma Distribution
vgChangePars

Change Parameterizations of the Variance Gamma Distribution
VarianceGammaPlots

Variance Gamma Quantile-Quantile and Percent-Percent Plots
vgFit

Fit the Variance Gamma to Data
vgCalcRange

Range of a Variance Gamma Distribution
vgParam

Parameter Sets for Variance Gamma Distribution
VarianceGammaDistribution

The Variance Gamma Distribution
Variance Gamma Moments and Mode

Moments and Mode of the Variance Gamma Distribution