Functions are provided for the density function, distribution function, quantiles and random number generation for the skew hyperbolic t-distribution. There are also functions that fit the distribution to data. There are functions for the mean, variance, skewness, kurtosis and mode of a given distribution and to calculate moments of any order about any centre. To assess goodness of fit, there are functions to generate a Q-Q plot, a P-P plot and a tail plot.
| Version: | 0.4-0 |
| Depends: | R (≥ 3.0.1) |
| Imports: | grDevices, graphics, stats, DistributionUtils, GeneralizedHyperbolic |
| Suggests: | RUnit |
| Published: | 2018-11-29 |
| Author: | David Scott, Fiona Grimson |
| Maintainer: | David Scott <d.scott at auckland.ac.nz> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://r-forge.r-project.org/projects/rmetrics/ |
| NeedsCompilation: | no |
| Materials: | ChangeLog |
| In views: | Distributions |
| CRAN checks: | SkewHyperbolic results |
| Reference manual: | SkewHyperbolic.pdf |
| Package source: | SkewHyperbolic_0.4-0.tar.gz |
| Windows binaries: | r-devel: SkewHyperbolic_0.4-0.zip, r-release: SkewHyperbolic_0.4-0.zip, r-oldrel: SkewHyperbolic_0.4-0.zip |
| macOS binaries: | r-release (arm64): SkewHyperbolic_0.4-0.tgz, r-oldrel (arm64): SkewHyperbolic_0.4-0.tgz, r-release (x86_64): SkewHyperbolic_0.4-0.tgz, r-oldrel (x86_64): SkewHyperbolic_0.4-0.tgz |
| Old sources: | SkewHyperbolic archive |
| Reverse imports: | rugarch |
| Reverse suggests: | DistributionUtils, fitteR, GeneralizedHyperbolic, kdensity |
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