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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.
| Version: | 0.6-1 |
| Depends: | R (≥ 3.0.1) |
| Suggests: | GeneralizedHyperbolic, VarianceGamma, SkewHyperbolic, RUnit |
| Published: | 2023-08-28 |
| DOI: | 10.32614/CRAN.package.DistributionUtils |
| Author: | David Scott |
| Maintainer: | David Scott <d.scott at auckland.ac.nz> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | ChangeLog |
| In views: | Distributions |
| CRAN checks: | DistributionUtils results |
| Reference manual: | DistributionUtils.pdf |
| Package source: | DistributionUtils_0.6-1.tar.gz |
| Windows binaries: | r-devel: DistributionUtils_0.6-1.zip, r-release: DistributionUtils_0.6-1.zip, r-oldrel: DistributionUtils_0.6-1.zip |
| macOS binaries: | r-release (arm64): DistributionUtils_0.6-1.tgz, r-oldrel (arm64): DistributionUtils_0.6-1.tgz, r-release (x86_64): DistributionUtils_0.6-1.tgz, r-oldrel (x86_64): DistributionUtils_0.6-1.tgz |
| Old sources: | DistributionUtils archive |
| Reverse imports: | GeneralizedHyperbolic, NormalLaplace, SkewHyperbolic, trelliscopejs, VarianceGamma, ztpln |
Please use the canonical form https://CRAN.R-project.org/package=DistributionUtils to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.