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: 0.4-0
Depends: R (≥ 3.0.1)
Imports: grDevices, graphics, stats, DistributionUtils, GeneralizedHyperbolic
Suggests: RUnit
Published: 2018-11-29
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

Downloads:

Reference manual: SkewHyperbolic.pdf
Package source: SkewHyperbolic_0.4-0.tar.gz
Windows binaries: r-devel: SkewHyperbolic_0.4-0.zip, r-release: SkewHyperbolic_0.4-0.zip, r-oldrel: SkewHyperbolic_0.4-0.zip
macOS binaries: r-release: SkewHyperbolic_0.4-0.tgz, r-oldrel: SkewHyperbolic_0.4-0.tgz
Old sources: SkewHyperbolic archive

Reverse dependencies:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=SkewHyperbolic to link to this page.