Last data update: 2014.03.03


Package: GeneralizedHyperbolic
Version: 0.8-1
Date: 2012-04-13
Title: The Generalized Hyperbolic Distribution
Author: David Scott <>
Maintainer: David Scott <>
Depends: R (>= 2.10.0), DistributionUtils, RUnit
Suggests: VarianceGamma, actuar, SkewHyperbolic, MASS
Encoding: latin1
Description: This package provides functions for the hyperbolic and
related distributions. Density, distribution and quantile
functions and random number generation are provided for the
hyperbolic distribution, the generalized hyperbolic
distribution, the generalized inverse Gaussian distribution and
the skew-Laplace distribution. Additional functionality is
provided for the hyperbolic distribution, normal inverse
Gaussian distribution and generalized inverse Gaussian
distribution, including fitting of these distributions to data.
Linear models with hyperbolic errors may be fitted using
License: GPL (>= 2)
Repository: CRAN
Repository/R-Forge/Project: rmetrics
Repository/R-Forge/Revision: 4411
Date/Publication: 2015-01-05 18:03:18
Packaged: 2015-01-05 17:02:58 UTC; ripley
NeedsCompilation: no

● Cran Task View: Distributions
48 images, 50 functions, 7 datasets
Reverse Depends: 3

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'GeneralizedHyperbolic' ...
** package 'GeneralizedHyperbolic' successfully unpacked and MD5 sums checked
** R
** data
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'GeneralizedHyperbolic'
    finding HTML links ... done
    ArkansasRiver                           html  
    GeneralizedHyperbolic-internal          html  
    GeneralizedHyperbolicDistribution       html  
    RLambda                                 html  
    SandP500                                html  
    dghyp                                   html  
    dgig                                    html  
    dhyperb                                 html  
    dnig                                    html  
    dskewlap                                html  
    ghypCalcRange                           html  
    ghypChangePars                          html  
    ghypCheckPars                           html  
    ghypMeanVarMode                         html  
    ghypMom                                 html  
    ghypParam                               html  
    ghypScale                               html  
    gigCalcRange                            html  
    gigChangePars                           html  
    gigCheckPars                            html  
    gigFit                                  html  
    gigFitStart                             html  
    gigHessian                              html  
    gigMeanVarMode                          html  
    gigMom                                  html  
    gigParam                                html  
    hyperbCalcRange                         html  
    hyperbChangePars                        html  
    hyperbCvMTest                           html  
    hyperbFit                               html  
    hyperbFitStart                          html  
    hyperbHessian                           html  
    hyperbMeanVarMode                       html  
    hyperbParam                             html  
    hyperbWSqTable                          html  
    hyperblm                                html  
    mamquam                                 html  
    momRecursion                            html  
    nervePulse                              html  
    nigCalcRange                            html  
    nigFit                                  html  
    nigFitStart                             html  
    nigHessian                              html  
    nigMeanVarMode                          html  
    nigParam                                html  
    plotShapeTriangle                       html  
    qqghyp                                  html  
    qqgig                                   html  
    qqhyperb                                html  
    qqnig                                   html  
    qqskewlap                               html  
    resistors                               html  
    summary.gigFit                          html  
    summary.hyperbFit                       html  
    summary.hyperblm                        html  
    finding level-2 HTML links ... done

    summary.nigFit                          html  
    traffic                                 html  
** building package indices
** testing if installed package can be loaded
* DONE (GeneralizedHyperbolic)
Making 'packages.html' ... done