The Generalized Hyperbolic Distribution
Skew-Laplace Quantile-Quantile and Percent-Percent Plots
Functions for Calculating Moments
Summarizing Normal Inverse Gaussian Distribution Fit
Summarizing Hyperbolic Distribution Fit
Summary Output of Hyperbolic Regression
Summarizing Normal Inverse Gaussian Distribution Fit
Generalized Hyperbolic Distribution
Generalized Inverse Gaussian Distribution
Hyperbolic Distribution
Normal Inverse Gaussian Distribution
Skew-Laplace Distribution
Internal Generalized Hyperbolic Functions
The Package `GeneralizedHyperbolic': Summary Information
Range of a Generalized Hyperbolic Distribution
Change Parameterizations of the Generalized Hyperbolic Distribution
Check Parameters of the Generalized Hyperbolic Distribution
Moments and Mode of the Generalized Hyperbolic Distribution
Calculate Moments of the Generalized Hyperbolic Distribution
Rescale a generalized hyperbolic distribution
Range of a Generalized Inverse Gaussian Distribution
Change Parameterizations of the Generalized Inverse Gaussian Distribut...
Check Parameters of the Generalized Inverse Gaussian Distribution
Fit the Generalized Inverse Gausssian Distribution to Data
Find Starting Values for Fitting a Generalized Inverse Gaussian Distri...
Calculate Two-Sided Hessian for the Generalized Inverse Gaussian Distr...
Moments and Mode of the Generalized Inverse Gaussian Distribution
Calculate Moments of the Generalized Inverse Gaussian Distribution
Range of a Hyperbolic Distribution
Change Parameterizations of the Hyperbolic Distribution
Cramer-von~Mises Test of a Hyperbolic Distribution
Fit the Hyperbolic Distribution to Data
Find Starting Values for Fitting a Hyperbolic Distribution
Calculate Two-Sided Hessian for the Hyperbolic Distribution
Fitting Linear Models with Hyperbolic Errors
Moments and Mode of the Hyperbolic Distribution
Percentage Points for the -von Mises Test of the Hyperbolic Distributi...
Computes the moment coefficients recursively for generalized hyperboli...
Range of a normal inverse Gaussian Distribution
Fit the normal inverse Gaussian Distribution to Data
Find Starting Values for Fitting a normal inverse Gaussian Distributio...
Calculate Two-Sided Hessian for the Normal Inverse Gaussian Distributi...
Moments and Mode of the Normal Inverse Gaussian Distribution
Plot the Shape Triangle
Generalized Hyperbolic Quantile-Quantile and Percent-Percent Plots
Generalized Inverse Gaussian Quantile-Quantile and Percent-Percent Plo...
Hyperbolic Quantile-Quantile and Percent-Percent Plots
Normal inverse Gaussian Quantile-Quantile and Percent-Percent Plots
Functions for the hyperbolic and related distributions. Density, distribution and quantile functions and random number generation are provided for the hyperbolic distribution, the generalized hyperbolic distribution, the generalized inverse Gaussian distribution and the skew-Laplace distribution. Additional functionality is provided for the hyperbolic distribution, normal inverse Gaussian distribution and generalized inverse Gaussian distribution, including fitting of these distributions to data. Linear models with hyperbolic errors may be fitted using hyperblmFit.