hyperbWSqTable

This gives Table 5 of Puig &amp; Stephens (2001) which is used for testing
 the goodness-of-fit of the hyperbolic distribution using the
 Cramér-von~Mises test. It is for internal use by
 <code>hyperbCvMTest</code> and <code>hyperbCvMTestPValue</code> only and is not
 intended to be accessed by the user. It is loaded automatically when
 the package HyperbolicDist is invoked.

datasets

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.

David Scott

GeneralizedHyperbolic

The Generalized Hyperbolic Distribution

hyperbWSqTable function

The <code>hyperbWSqTable</code> matrix has 55 rows and 5 columns, giving
 percentage points of \(W^2\) for different values of
 \(\xi\) and \(\alpha\) (the rows), and of
 \(\chi\) (the columns).

hyperbWSqTable: Percentage Points for the Cram'er-von Mises Test of the Hyperbolic Distribution

Description

Usage

Arguments

Format