DistributionUtils-package

DistributionUtils

Functionality includes sample skewness and kurtosis, log-histogram,
 tail plots, moments by integration, changing the point about which a
 moment is calculated, functions for testing distributions using
 inversion tests and the Massart inequality. Also includes an
 implementation of the incomplete Bessel K function.

 package

Utilities are provided which are of use in the
packages I have developed for dealing with
distributions. Currently these packages are GeneralizedHyperbolic,
VarianceGamma, and SkewHyperbolic and NormalLaplace. Each of these
packages requires DistributionUtils. Functionality includes sample
skewness and kurtosis, log-histogram, tail plots, moments by
integration, changing the point about which a moment is
calculated, functions for testing distributions using inversion
tests and the Massart inequality. Also includes an implementation
of the incomplete Bessel K function.

David Scott

Distribution Utilities

DistributionUtils-package function

David Scott &lt;d.scott@auckland.ac.nz&gt;
Maintainer: David Scott &lt;d.scott@auckland.ac.nz&gt;

Author

Utility functions useful for all distributions in packages following
  the standard approach developed in Scott, Wuertz and Dong. — DistributionUtils-package

DistributionUtils-package: Utility functions useful for all distributions in packages following the standard approach developed in Scott, Wuertz and Dong.

Description

Arguments

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References

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