SkewHyperbolic (0.4-0)

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.

Maintainer: David Scott
Author(s): David Scott <>, Fiona Grimson

License: GPL (>= 2)

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

Released about 1 year ago.