frmqa: The Generalized Hyperbolic Distribution, Related Distributions and Their Applications in Finance

A collection of R and C++ functions to work with the generalized hyperbolic distribution, related distributions and their applications in financial risk management and quantitative analysis.

Version: 0.1-5
Depends: partitions, Rmpfr
Published: 2012-11-02
Author: Thanh T. Tran
Maintainer: Thanh T. Tran <frmqa.package at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Distributions, Finance
CRAN checks: frmqa results


Reference manual: frmqa.pdf
Package source: frmqa_0.1-5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: not available
OS X Mavericks binaries: r-oldrel: frmqa_0.1-5.tgz
Old sources: frmqa archive


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