DistributionUtils: Distribution Utilities

This package contains utilities which are of use in the packages I have developed for dealing with distributions. Currently these packages are GeneralizedHyperbolic, VarianceGamma, and SkewHyperbolic and NormalLaplace. Each of these packages requires DistributionUtils. 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.

Version: 0.5-0
Depends: R (≥ 2.3.0)
Suggests: GeneralizedHyperbolic, VarianceGamma, SkewHyperbolic
Published: 2011-12-16
Author: David Scott
Maintainer: David Scott <d.scott at auckland.ac.nz>
License: GPL (≥ 2)
CRAN checks: DistributionUtils results

Downloads:

Package source: DistributionUtils_0.5-0.tar.gz
MacOS X binary: DistributionUtils_0.5-0.tgz
Windows binary: DistributionUtils_0.5-0.zip
Reference manual: DistributionUtils.pdf
News/ChangeLog:NEWS ChangeLog
Old sources: DistributionUtils archive

Reverse dependencies:

Reverse depends: GeneralizedHyperbolic, SkewHyperbolic, VarianceGamma