Last data update: 2014.03.03
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GeneralizedHyperbolic
Package: GeneralizedHyperbolic
Version: 0.8-1
Date: 2012-04-13
Title: The Generalized Hyperbolic Distribution
Author: David Scott <d.scott@auckland.ac.nz>
Maintainer: David Scott <d.scott@auckland.ac.nz>
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
hyperblmFit.
License: GPL (>= 2)
URL: http://www.r-project.org
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
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
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