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.

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
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3 images

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

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