R Graphical Manual

Last data update: 2014.03.03

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R Release (3.2.3)
CranContrib
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Results 1 - 10 of 11 found.
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vgFitStart (Package: VarianceGamma) : Find Starting Values for Fitting a Variance Gamma Distribution

Finds starting values for input to a maximum likelihood routine for fitting variance gamma distribution to data.

● Data Source: CranContrib
● Keywords:
● Alias: vgFitStart, vgFitStartMoM
● 0 images

vgChangePars (Package: VarianceGamma) : Change Parameterizations of the Variance Gamma Distribution

This function interchanges between the following 4 parameterizations of the variance gamma distribution:

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

vgParam (Package: VarianceGamma) : Parameter Sets for Variance Gamma Distribution

These objects store different parameter sets of the Variance Gamma distribution for testing or demonstrating purpose as matrixes. Specifically, the parameter sets vgSmallShape and vgLargeShape have constant (standard) location and spread parameters of c=0 and sigma=1; where asymmetry and shape parameters vary from theta=(-2, 0, 2) and nu=(0.5, 1, 2) for vgSmallShape and theta=(-4, -2, 0, 2, 4) and nu=(0.25, 0.5, 1, 2, 4) for vgLargeShape.

● Data Source: CranContrib
● Keywords:
● Alias: vgLargeParam, vgLargeShape, vgSmallParam, vgSmallShape
● 0 images

Variance Gamma Mean, Variance, Skewness, Kurtosis and Mode (Package: VarianceGamma) : Moments and Mode of the Variance Gamma Distribution

Functions to calculate the mean, variance, skewness, kurtosis and mode of a specific variance gamma distribution.

● Data Source: CranContrib
● Keywords:
● Alias: vgKurt, vgMean, vgMode, vgSkew, vgVar
● 0 images

vgFit (Package: VarianceGamma) : Fit the Variance Gamma to Data

Fits a variance gamma distribution to data. Displays the histogram, log-histogram (both with fitted densities), Q-Q plot and P-P plot for the fit which has the maximum likelihood.

● Data Source: CranContrib
● Keywords:
● Alias: plot.vgFit, print.vgFit, vgFit
● 0 images

summary.vgFit (Package: VarianceGamma) : Summarizing Variance Gamma Distribution Fit

summary Method for class "vgFit".

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

vgMom (Package: VarianceGamma) : Calculate Moments of the Variance Gamma Distribution

This function can be used to calculate raw moments, mu moments, central moments and moments about any other given location for the variance gamma (VG) distribution.

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

VarianceGammaDistribution (Package: VarianceGamma) : The Variance Gamma Distribution

Density function, distribution function, quantiles and random number generation for the variance gamma distribution with parameters c (location), sigma (spread), theta (asymmetry) and nu (shape). 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:
● Alias: ddvg, dvg, pvg, qvg, rvg, vgBreaks
● 0 images

vgCheckPars (Package: VarianceGamma) : Check Parameters of the Variance Gamma Distribution

Given a putative set of parameters for the variance gamma distribution, the functions checks if the parameters are in the correct range, and if the set has the correct length of 4.

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

VarianceGammaPlots (Package: VarianceGamma) : Variance Gamma Quantile-Quantile and Percent-Percent Plots

qqvg produces a variance gamma Q-Q plot of the values in y.

● Data Source: CranContrib
● Keywords:
● Alias: ppvg, qqvg
● 0 images