Location Scale Standardized Distributions
Extract the moments of an estimated distribution
Akaike's An Information Criterion
Distribution Authorized Domain
Bayesian Information Criterion
Bread Method
Extract Model Coefficients
Distributions pqdr wrapper
Distribution Bounds
Specification of distribution model
Distribution skewness and kurtosis
Score Method
Estimates the parameters of a semi-parametric distribution.
Estimates the parameters of a distribution using autodiff.
Generalized Error Distribution
Generalized Hyperbolic Distribution (rho-zeta parameterization)
Generalized Hyperbolic Skewed Student Distribution
Generalized Hyperbolic Distribution (alpha-beta-delta-mu parameterizat...
Parameter Transformation
Johnson's SU Distribution
Extract Log-Likelihood
Normal Inverse Gaussian Distribution
Model Estimation Summary Print method
Profile Summary Print method
Skewed Generalized Error Distribution of Fernandez and Steel
Skewed Normal Distribution of Fernandez and Steel
Specification of a semi-parametric distribution model
Semi-Parametric Distribution
Skewed Student Distribution of Fernandez and Steel
Student Distribution
Summary of estimated distribution
Distribution Profile Summary
Summary of estimated SPD distribution
tsdistributions: Location Scale Standardized Distributions
Model Parameter Profiling
The Covariance Matrix of the Estimated Parameters
Location-Scale based distributions parameterized in terms of mean, standard deviation, skew and shape parameters and estimation using automatic differentiation. Distributions include the Normal, Student and GED as well as their skewed variants ('Fernandez and Steel'), the 'Johnson SU', and the Generalized Hyperbolic. Also included is the semi-parametric piece wise distribution ('spd') with Pareto tails and kernel interior.
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