frmqa (0.1-4)
The Generalized Hyperbolic Distribution, Related Distributions and Their Applications in Finance.
http://cran.r-project.org/web/packages/frmqa
A collection of R and C++ functions to work with the generalized hyperbolic distribution, related distributions and their applications in financial risk management and quantitative analysis.
Maintainer:
Thanh T. Tran
Author(s): Thanh T. Tran
License: GPL (>= 2)
Uses: partitions, Rmpfr
Released 7 months ago.
