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 and a P-P plot.

Version: 0.2-0
Depends: R (≥ 2.3.0), DistributionUtils, GeneralizedHyperbolic
Published: 2010-03-01
Author: David Scott, Fiona Grimson
Maintainer: David Scott <d.scott at auckland.ac.nz>
License: GPL (≥ 2)
In views: Distributions
CRAN checks: SkewHyperbolic results

Downloads:

Package source: SkewHyperbolic_0.2-0.tar.gz
MacOS X binary: SkewHyperbolic_0.2-0.tgz
Windows binary: SkewHyperbolic_0.2-0.zip
Reference manual: SkewHyperbolic.pdf
News/ChangeLog:ChangeLog
Old sources: SkewHyperbolic archive

Reverse dependencies:

Reverse suggests: DistributionUtils, GeneralizedHyperbolic