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>
License: GPL-2
NeedsCompilation: no
In views: Distributions
CRAN checks: LIHNPSD results


Reference manual: LIHNPSD.pdf
Package source: LIHNPSD_0.2.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: LIHNPSD_0.2.1.tgz, r-oldrel: LIHNPSD_0.2.1.tgz
OS X Mavericks binaries: r-release: LIHNPSD_0.2.1.tgz
Old sources: LIHNPSD archive