Distribution Utilities
Ratio of Bessel K Functions
Range of a Unimodal Distribution
Massart Inequality for Distributions
Massart Inequality Plot Function
Mode of a Unimodal Distribution
Internal Distribution Utilities Functions
Utility functions useful for all distributions in packages following t...
Step Size for Calculating the Range of a Unimodal Distribution
The Incomplete Bessel K Function
Integrates a Density Function
Inversion Tests for Distributions
Is Object Numeric and Whole Numbers
Plot Log-Histogram
Obtain Moments About a New Location
Moments Using Integration
Standard Errors of Sample Moments
Moran's Log Spacings Test
Distribution and Quantile Functions for Unimodal Distributions
Safe Integration of One-Dimensional Functions
Sample Skewness and Kurtosis
Tail Plot Functions
Calculate Two-Sided Hessian Approximation
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.