LIHNPSD: Poisson Subordinated Distribution

A Poisson Subordinated Distribution to capture major leptokurtic features in log-return time series of financial data.

Version: 0.2.1
Depends: R (≥ 2.14.1), sn, moments, BB, Bolstad2, optimx, Rmpfr
Published: 2012-04-13
Author: Stephen Horng-Twu Lihn
Maintainer: Stephen Horng-Twu Lihn <stevelihn at gmail.com>
License: GPL-2
URL: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2032762
NeedsCompilation: no
CRAN checks: LIHNPSD results

Downloads:

Reference manual: LIHNPSD.pdf
Package source: LIHNPSD_0.2.1.tar.gz
MacOS X binary: LIHNPSD_0.2.1.tgz
Windows binary: LIHNPSD_0.2.1.zip
Old sources: LIHNPSD archive