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SkewHyperbolic: The Skew Hyperbolic Student t-Distribution

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.

Version: 0.4-2
Depends: R (≥ 3.0.1)
Imports: grDevices, graphics, stats, DistributionUtils, GeneralizedHyperbolic
Suggests: RUnit
Published: 2023-11-26
DOI: 10.32614/CRAN.package.SkewHyperbolic
Author: David Scott, Fiona Grimson
Maintainer: David Scott <d.scott at auckland.ac.nz>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://r-forge.r-project.org/projects/rmetrics/
NeedsCompilation: no
Materials: ChangeLog
In views: Distributions
CRAN checks: SkewHyperbolic results

Documentation:

Reference manual: SkewHyperbolic.pdf

Downloads:

Package source: SkewHyperbolic_0.4-2.tar.gz
Windows binaries: r-devel: SkewHyperbolic_0.4-2.zip, r-release: SkewHyperbolic_0.4-2.zip, r-oldrel: SkewHyperbolic_0.4-2.zip
macOS binaries: r-release (arm64): SkewHyperbolic_0.4-2.tgz, r-oldrel (arm64): SkewHyperbolic_0.4-2.tgz, r-release (x86_64): SkewHyperbolic_0.4-2.tgz, r-oldrel (x86_64): SkewHyperbolic_0.4-2.tgz
Old sources: SkewHyperbolic archive

Reverse dependencies:

Reverse imports: rugarch, tsdistributions
Reverse suggests: DistributionUtils, fitteR, GeneralizedHyperbolic, kdensity

Linking:

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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.