DistributionUtils (0.6-0)

Distribution Utilities.


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.

Maintainer: David Scott
Author(s): David Scott <d.scott@auckland.ac.nz>

License: GPL (>= 2)

Uses: RUnit, VarianceGamma, SkewHyperbolic, GeneralizedHyperbolic
Reverse depends: GeneralizedHyperbolic, SkewHyperbolic, VarianceGamma

Released about 1 year ago.