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SkewHyperbolic (version 0.4-2)

The Skew Hyperbolic Student t-Distribution

Description

Functions are provided for the density function, distribution function, quantiles and random number generation for the skew hyperbolic t-distribution. There are also functions that fit the distribution to data. There are functions for the mean, variance, skewness, kurtosis and mode of a given distribution and to calculate moments of any order about any centre. To assess goodness of fit, there are functions to generate a Q-Q plot, a P-P plot and a tail plot.

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Version

Install

install.packages('SkewHyperbolic')

Monthly Downloads

10,451

Version

0.4-2

License

GPL (>= 2)

Maintainer

David Scott

Last Published

November 26th, 2023

Functions in SkewHyperbolic (0.4-2)

lrdji

Dow Jones Log Return Data
SkewHyperbolic-package

The Package 'SkewHyperbolic': Summary Information
skewhypFit

Fit the Skew Hyperbolic Student t-Distribution to Data
lrnokeur

Log Returns of the NOK/EUR Exchange Rate
skewhypFitStart

Find Starting Values for Fitting a Skew Hyperbolic Student t-Distribution
SkewHyperbolicDistribution

Skewed Hyperbolic Student t-Distribution
skewhypTailPlotLine

Tail Plot Line
skewhypParam

Parameter Sets for the Skew Hyperbolic t-Distribution
skewhypMeanVarMode

Moments and Mode of the Skew Hyperbolic Student t-Distribution.
SkewHyperbolicPlots

Skew Hyperbolic Student t-Distribution Quantile-Quantile and Percent-Percent Plots
summary.skewhypFit

Summarising the Skew Hyperbolic Student t-Distribution Fit
skewhypMom

Calculate Moments of the Skew Hyperbolic Student t-Distribution.
skewhypCalcRange

Range of a Skew Hyperbolic Student t-Distribution
ais

Australian Institute of Sport data
SkewHyperbolic-internal

Internal Skew Hyperbolic Functions
skewhypCheckPars

Check Parameters of the Skew Hyperbolic Student t-distribution