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gk (version 0.6.0)

g-and-k and g-and-h Distribution Functions

Description

Functions for the g-and-k and generalised g-and-h distributions.

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Version

Install

install.packages('gk')

Monthly Downloads

851

Version

0.6.0

License

GPL-2

Issues

0

Pull Requests

0

Stars

5

Forks

2

Maintainer

Dennis Prangle

Last Published

August 10th, 2023

Functions in gk (0.6.0)

project

Project into a region
mcmc

Markov chain Monte Carlo inference
momentEstimates

Convert octiles to moment estimates
orderstats

Order statistics
pgk_scalar

Distribution function for the g-and-k distribution
pgh_scalar

Distribution function for the g-and-h distribution
improper_uniform_log_density

Improper uniform log density
isValid_scalar

Check validity of g-and-k or g-and-h parameters
logSumExp

Calculate log sum exp safely
z2gk

Transform standard normal draws to g-and-k draws.
z2gh

Transform standard normal draws to g-and-h draws.
isValid

Check validity of g-and-k or g-and-h parameters
fdsa

Finite difference stochastic approximation inference
abc

Approximate Bayesian computation inference
dgh

g-and-h distribution functions
Qgh_log_deriv

g-and-h Q log derivative
fx

Exchange rate example
dgk

g-and-k distribution functions
Qgh_deriv

g-and-h Q derivative
abc_batch

Single batch of ABC
Qgk_log_deriv

g-and-k Q log derivative
Qgk_deriv

g-and-k Q derivative