The Variance Gamma Distribution
Summarizing Variance Gamma Distribution Fit
The Variance Gamma Distribution
Range of a Variance Gamma Distribution
Change Parameterizations of the Variance Gamma Distribution
Check Parameters of the Variance Gamma Distribution
Fit the Variance Gamma to Data
Find Starting Values for Fitting a Variance Gamma Distribution
Moments and Mode of the Variance Gamma Distribution
Calculate Moments of the Variance Gamma Distribution
Variance Gamma Quantile-Quantile and Percent-Percent Plots
Provides functions for the variance gamma distribution. Density, distribution and quantile functions. Functions for random number generation and fitting of the variance gamma to data. Also, functions for computing moments of the variance gamma distribution of any order about any location. In addition, there are functions for checking the validity of parameters and to interchange different sets of parameterizations for the variance gamma distribution.