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DistributionUtils (version 0.6-2)

Distribution Utilities

Description

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.

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Version

Install

install.packages('DistributionUtils')

Monthly Downloads

14,272

Version

0.6-2

License

GPL (>= 2)

Maintainer

David Scott

Last Published

March 29th, 2025

Functions in DistributionUtils (0.6-2)

Moments Using Integration

Tail Plot Functions

Calculate Two-Sided Hessian Approximation

Distribution and Quantile Functions for Unimodal Distributions

Standard Errors of Sample Moments

Obtain Moments About a New Location

Step Size for Calculating the Range of a Unimodal Distribution

Moran's Log Spacings Test

Inversion Tests for Distributions

Plot Log-Histogram

Is Object Numeric and Whole Numbers

Safe Integration of One-Dimensional Functions

Sample Skewness and Kurtosis

DistributionUtils-internal

Internal Distribution Utilities Functions

Range of a Unimodal Distribution

DistributionUtils-package

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

incompleteBesselK

The Incomplete Bessel K Function

Integrates a Density Function

Ratio of Bessel K Functions

distIneqMassartPlot

Massart Inequality Plot Function

distIneqMassart

Massart Inequality for Distributions

Mode of a Unimodal Distribution