SkewHyperbolic: The Skew Hyperbolic Student t-Distribution

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

Downloads:

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 dependencies:

Reverse imports: rugarch
Reverse suggests: DistributionUtils, GeneralizedHyperbolic