## ghyp: A Package on Generalized Hyperbolic Distribution and Its Special
Cases

Detailed functionality for working
with the univariate and multivariate Generalized Hyperbolic
distribution and its special cases (Hyperbolic (hyp), Normal
Inverse Gaussian (NIG), Variance Gamma (VG), skewed Student-t
and Gaussian distribution). Especially, it contains fitting
procedures, an AIC-based model selection routine, and functions
for the computation of density, quantile, probability, random
variates, expected shortfall and some portfolio optimization
and plotting routines as well as the likelihood ratio test. In
addition, it contains the Generalized Inverse Gaussian
distribution.

Version: |
1.5.7 |

Depends: |
R (≥ 2.7), methods, numDeriv, graphics, stats, gplots |

Published: |
2016-08-17 |

Author: |
David Luethi, Wolfgang Breymann |

Maintainer: |
Marc Weibel <marc.weibel at zhaw.ch> |

BugReports: |
NA |

License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |

URL: |
NA |

NeedsCompilation: |
yes |

Materials: |
ChangeLog |

In views: |
Distributions, Finance |

CRAN checks: |
ghyp results |

#### Downloads:

#### Reverse dependencies: