Functions are provided for the density function, distribution function, quantiles and random number generation for the skew hyperbolic t-distribution. There are also functions that fit the distribution to data. There are functions for the mean, variance, skewness, kurtosis and mode of a given distribution and to calculate moments of any order about any centre. To assess goodness of fit, there are functions to generate a Q-Q plot, a P-P plot and a tail plot.

Version: | 0.3-2 |

Depends: | R (≥ 2.3.0), DistributionUtils, GeneralizedHyperbolic, RUnit |

Published: | 2013-02-26 |

Author: | David Scott, Fiona Grimson |

Maintainer: | David Scott <d.scott at auckland.ac.nz> |

License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |

NeedsCompilation: | no |

Materials: | ChangeLog |

In views: | Distributions |

CRAN checks: | SkewHyperbolic results |

Reference manual: | SkewHyperbolic.pdf |

Package source: | SkewHyperbolic_0.3-2.tar.gz |

MacOS X binary: | SkewHyperbolic_0.3-2.tgz |

Windows binary: | SkewHyperbolic_0.3-2.zip |

Old sources: | SkewHyperbolic archive |

Reverse imports: | rugarch |

Reverse suggests: | DistributionUtils, GeneralizedHyperbolic |