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 gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Finance
CRAN checks: frmqa results

Downloads:

Reference manual: frmqa.pdf
Package source: frmqa_0.1-5.tar.gz
Windows binaries: r-devel: frmqa_0.1-5.zip, r-release: frmqa_0.1-5.zip, r-oldrel: frmqa_0.1-5.zip
OS X Snow Leopard binaries: r-release: frmqa_0.1-5.tgz, r-oldrel: frmqa_0.1-5.tgz
OS X Mavericks binaries: r-release: frmqa_0.1-5.tgz
Old sources: frmqa archive