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: 2015-01-05
Author: David Scott, Fiona Grimson
Maintainer: David Scott <d.scott at>
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
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: SkewHyperbolic_0.3-2.tgz
OS X Mavericks binaries: r-oldrel: SkewHyperbolic_0.3-2.tgz
Old sources: SkewHyperbolic archive

Reverse dependencies:

Reverse imports: rugarch, Wrapped
Reverse suggests: DistributionUtils, GeneralizedHyperbolic


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