GeneralizedHyperbolic0.8-6 package

The Generalized Hyperbolic Distribution

qqskewlap

Skew-Laplace Quantile-Quantile and Percent-Percent Plots

RLambda

Functions for Calculating Moments

summary.gigFit

Summarizing Normal Inverse Gaussian Distribution Fit

summary.hyperbFit

Summarizing Hyperbolic Distribution Fit

summary.hyperblm

Summary Output of Hyperbolic Regression

summary.nigFit

Summarizing Normal Inverse Gaussian Distribution Fit

dghyp

Generalized Hyperbolic Distribution

dgig

Generalized Inverse Gaussian Distribution

dhyperb

Hyperbolic Distribution

dnig

Normal Inverse Gaussian Distribution

dskewlap

Skew-Laplace Distribution

GeneralizedHyperbolic-internal

Internal Generalized Hyperbolic Functions

GeneralizedHyperbolicDistribution

The Package `GeneralizedHyperbolic': Summary Information

ghypCalcRange

Range of a Generalized Hyperbolic Distribution

ghypChangePars

Change Parameterizations of the Generalized Hyperbolic Distribution

ghypCheckPars

Check Parameters of the Generalized Hyperbolic Distribution

ghypMeanVarMode

Moments and Mode of the Generalized Hyperbolic Distribution

ghypMom

Calculate Moments of the Generalized Hyperbolic Distribution

ghypScale

Rescale a generalized hyperbolic distribution

gigCalcRange

Range of a Generalized Inverse Gaussian Distribution

gigChangePars

Change Parameterizations of the Generalized Inverse Gaussian Distribut...

gigCheckPars

Check Parameters of the Generalized Inverse Gaussian Distribution

gigFit

Fit the Generalized Inverse Gausssian Distribution to Data

gigFitStart

Find Starting Values for Fitting a Generalized Inverse Gaussian Distri...

gigHessian

Calculate Two-Sided Hessian for the Generalized Inverse Gaussian Distr...

gigMeanVarMode

Moments and Mode of the Generalized Inverse Gaussian Distribution

gigMom

Calculate Moments of the Generalized Inverse Gaussian Distribution

hyperbCalcRange

Range of a Hyperbolic Distribution

hyperbChangePars

Change Parameterizations of the Hyperbolic Distribution

hyperbCvMTest

Cramer-von~Mises Test of a Hyperbolic Distribution

hyperbFit

Fit the Hyperbolic Distribution to Data

hyperbFitStart

Find Starting Values for Fitting a Hyperbolic Distribution

hyperbHessian

Calculate Two-Sided Hessian for the Hyperbolic Distribution

hyperblm

Fitting Linear Models with Hyperbolic Errors

hyperbMeanVarMode

Moments and Mode of the Hyperbolic Distribution

hyperbWSqTable

Percentage Points for the -von Mises Test of the Hyperbolic Distributi...

momRecursion

Computes the moment coefficients recursively for generalized hyperboli...

nigCalcRange

Range of a normal inverse Gaussian Distribution

nigFit

Fit the normal inverse Gaussian Distribution to Data

nigFitStart

Find Starting Values for Fitting a normal inverse Gaussian Distributio...

nigHessian

Calculate Two-Sided Hessian for the Normal Inverse Gaussian Distributi...

nigMeanVarMode

Moments and Mode of the Normal Inverse Gaussian Distribution

plotShapeTriangle

Plot the Shape Triangle

qqghyp

Generalized Hyperbolic Quantile-Quantile and Percent-Percent Plots

qqgig

Generalized Inverse Gaussian Quantile-Quantile and Percent-Percent Plo...

qqhyperb

Hyperbolic Quantile-Quantile and Percent-Percent Plots

qqnig

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.