SkewHyperbolic (0.2-0)

The Skew Hyperbolic Student t-distribution.

http://cran.r-project.org/web/packages/SkewHyperbolic

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 and a P-P plot.

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

License: GPL (>= 2)

Uses: DistributionUtils, GeneralizedHyperbolic
Reverse suggests: DistributionUtils, fitteR, GeneralizedHyperbolic, kdensity

Released almost 10 years ago.