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GeneralizedHyperbolic (version 0.8-4)

The Generalized Hyperbolic Distribution

Description

Functions for the hyperbolic and related distributions. Density, distribution and quantile functions and random number generation are provided for the hyperbolic distribution, the generalized hyperbolic distribution, the generalized inverse Gaussian distribution and the skew-Laplace distribution. Additional functionality is provided for the hyperbolic distribution, normal inverse Gaussian distribution and generalized inverse Gaussian distribution, including fitting of these distributions to data. Linear models with hyperbolic errors may be fitted using hyperblmFit.

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Version

Install

install.packages('GeneralizedHyperbolic')

Monthly Downloads

14,855

Version

0.8-4

License

GPL (>= 2)

Maintainer

Last Published

May 15th, 2018

Functions in GeneralizedHyperbolic (0.8-4)

Calculate Two-Sided Hessian for the Generalized Inverse Gaussian Distribution

Parameter Sets for the Generalized Inverse Gaussian Distribution

Calculate Moments of the Generalized Inverse Gaussian Distribution

Calculate Two-Sided Hessian for the Normal Inverse Gaussian Distribution

Calculate Two-Sided Hessian for the Hyperbolic Distribution

Find Starting Values for Fitting a Generalized Inverse Gaussian Distribution

summary.hyperbFit

Summarizing Hyperbolic Distribution Fit

Find Starting Values for Fitting a Hyperbolic Distribution

Specific Normal Inverse Gaussian Distribution Moments and Mode

Moments and Mode of the Normal Inverse Gaussian Distribution

Summarizing Normal Inverse Gaussian Distribution Fit

Fit the Generalized Inverse Gausssian Distribution to Data

Parameter Sets for the Hyperbolic Distribution

Fit the normal inverse Gaussian Distribution to Data

Cramer-von~Mises Test of a Hyperbolic Distribution

Find Starting Values for Fitting a normal inverse Gaussian Distribution

Resistance of One-half-ohm Resistors

Specific Generalized Inverse Gaussian Moments and Mode

Moments and Mode of the Generalized Inverse Gaussian Distribution

Specific Hyperbolic Distribution Moments and Mode

Moments and Mode of the Hyperbolic Distribution

SkewLaplacePlots

Skew-Laplace Quantile-Quantile and Percent-Percent Plots

Fit the Hyperbolic Distribution to Data

Size of Gravels from Mamquam River

Percentage Points for the Cramer-von Mises Test of the Hyperbolic Distribution

Range of a Generalized Inverse Gaussian Distribution

Computes the moment coefficients recursively for generalized hyperbolic and related distributions

hyperbCalcRange

Range of a Hyperbolic Distribution

hyperbChangePars

Change Parameterizations of the Hyperbolic Distribution

Range of a normal inverse Gaussian Distribution

Intervals Between Pulses Along a Nerve Fibre

Fitting Linear Models with Hyperbolic Errors

Generalized Inverse Gaussian Quantile-Quantile and Percent-Percent Plots

GeneralizedHyperbolicPlots

Generalized Hyperbolic Quantile-Quantile and Percent-Percent Plots

Hyperbolic Quantile-Quantile and Percent-Percent Plots

Intervals Between Vehicles on a Road

Normal inverse Gaussian Quantile-Quantile and Percent-Percent Plots

Parameter Sets for the Normal Inverse Gaussian Distribution

summary.hyperblm

Summary Output of Hyperbolic Regression

Summarizing Normal Inverse Gaussian Distribution Fit

plotShapeTriangle

Plot the Shape Triangle

GeneralizedHyperbolic-internal

Internal Generalized Hyperbolic Functions

Soil Electrical Conductivity

Functions for Moments

Functions for Calculating Moments

GeneralizedHyperbolicDistribution

Generalized Hyperbolic Distribution

Skew-Laplace Distribution

GeneralizedHyperbolic

The Package `GeneralizedHyperbolic': Summary Information

Parameter Sets for the Generalized Hyperbolic Distribution

Check Parameters of the Generalized Hyperbolic Distribution

Range of a Generalized Hyperbolic Distribution

Generalized Inverse Gaussian

Generalized Inverse Gaussian Distribution

Change Parameterizations of the Generalized Inverse Gaussian Distribution

Hyperbolic Distribution

Normal Inverse Gaussian Distribution

Change Parameterizations of the Generalized Hyperbolic Distribution

Specific Generalized Hyperbolic Moments and Mode

Moments and Mode of the Generalized Hyperbolic Distribution

Calculate Moments of the Generalized Hyperbolic Distribution

Check Parameters of the Generalized Inverse Gaussian Distribution

Rescale a generalized hyperbolic distribution