DistributionUtils-package

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

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. 1.1

package

Details

Contains functions which are useful for packages implementing distributions. Designed to work with my packages GeneralizedHyperbolic, VarianceGamma, SkewHyperbolic and NormalLaplace.

Author(s)

David Scott d.scott@auckland.ac.nz

Maintainer: David Scott d.scott@auckland.ac.nz

References

Scott, David J. and , Diethelm and Dong, Christine (2009) Software for Distributions in R. UseR: The R User Conference 2009 https://www.r-project.org/conferences/useR-2009/slides/Scott+Wuertz+Dong.pdf

See Also

GeneralizedHyperbolicDistribution