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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 |
| Reference manual: | SkewHyperbolic.pdf |
| 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 imports: | rugarch, tsdistributions |
| Reverse suggests: | DistributionUtils, fitteR, GeneralizedHyperbolic, kdensity |
Please use the canonical form https://CRAN.R-project.org/package=SkewHyperbolic 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.