R Graphical Manual

Last data update: 2014.03.03

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Results 1 - 10 of 50 found.
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nigParam (Package: GeneralizedHyperbolic) : Parameter Sets for the Normal Inverse Gaussian Distribution

These objects store different parameter sets of the normal inverse Gaussian distribution as matrices for testing or demonstration purposes.

● Data Source: CranContrib
● Keywords:
● Alias: nigLargeParam, nigLargeShape, nigParam, nigSmallParam, nigSmallShape
● 1 images

hyperblm (Package: GeneralizedHyperbolic) : Fitting Linear Models with Hyperbolic Errors

Fits linear models with hyperbolic errors. Can be used to carry out linear regression for data exhibiting heavy tails and skewness. Displays the histogram, log-histogram (both with fitted error distribution), Q-Q plot and residuals vs. fitted values plot for the fitted linear model.

● Data Source: CranContrib
● Keywords:
● Alias: coef.hyperblm, hyperblm, plot.hyperblm, print.hyperblm
● 1 images

Hyperbolic (Package: GeneralizedHyperbolic) : Hyperbolic Distribution

Density function, distribution function, quantiles and random number generation for the hyperbolic distribution with parameter vector param. Utility routines are included for the derivative of the density function and to find suitable break points for use in determining the distribution function.

● Data Source: CranContrib
● Keywords: distribution
● Alias: ddhyperb, dhyperb, phyperb, qhyperb, rhyperb
● 3 images

summary.gigFit (Package: GeneralizedHyperbolic) : Summarizing Normal Inverse Gaussian Distribution Fit

summary Method for class "gigFit".

● Data Source: CranContrib
● Keywords: distribution
● Alias: print.summary.gigFit, summary.gigFit
● 0 images

GeneralizedHyperbolic (Package: GeneralizedHyperbolic) :

This package provides a collection of functions for working with the generalized hyperbolic and related distributions.

● Data Source: CranContrib
● Keywords: distribution
● Alias: GeneralizedHyperbolic-package
● 0 images

summary.nigFit (Package: GeneralizedHyperbolic) : Summarizing Normal Inverse Gaussian Distribution Fit

summary Method for class "nigFit".

● Data Source: CranContrib
● Keywords: distribution
● Alias: print.summary.nigFit, summary.nigFit
● 0 images

plotShapeTriangle (Package: GeneralizedHyperbolic) :

Plots the shape triangle for a hyperbolic distribution or generalized hyperbolic distribution. For the hyperbolic distribution the parameter chi is related to the skewness, and the parameter xi is related to the kurtosis. See Barndorff-Nielsen, O. and Bl<c3><a6>sild, P. (1981).

● Data Source: CranContrib
● Keywords: distribution
● Alias: plotShapeTriangle
● 1 images

gigHessian (Package: GeneralizedHyperbolic) :

Calculates the Hessian of a function, either exactly or approximately. Used to obtaining the information matrix for maximum likelihood estimation.

● Data Source: CranContrib
● Keywords:
● Alias: gigHessian
● 0 images

momRecursion (Package: GeneralizedHyperbolic) : Computes the moment coefficients recursively for generalized

This function computes all of the moments coefficients by recursion based on Scott, W<c3><bc>rtz and Tran (2008). See Details for the formula.

● Data Source: CranContrib
● Keywords: distribution
● Alias: momRecursion
● 0 images

GeneralizedHyperbolicDistribution (Package: GeneralizedHyperbolic) :

Density function, distribution function, quantiles and random number generation for the generalized hyperbolic distribution, with parameters alpha (tail), beta (skewness), delta (peakness), mu (location) and lambda (shape).

● Data Source: CranContrib
● Keywords: distribution
● Alias: ddghyp, dghyp, pghyp, qghyp, rghyp
● 3 images