Last data update: 2014.03.03
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LIHNPSD
Package: LIHNPSD
Type: Package
Title: Poisson Subordinated Distribution
Version: 0.2.1
Date: 2012-04-12
Author: Stephen Horng-Twu Lihn <stevelihn@gmail.com>
Maintainer: Stephen Horng-Twu Lihn <stevelihn@gmail.com>
Description: A Poisson Subordinated Distribution to capture major
leptokurtic features in log-return time series of financial
data.
License: GPL-2
Depends: R (>= 2.14.1), sn, moments, BB, Bolstad2, optimx, Rmpfr
URL: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2032762
Packaged: 2012-04-13 00:31:01 UTC; slihn
Repository: CRAN
Date/Publication: 2012-04-13 05:19:27
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'LIHNPSD' ...
** package 'LIHNPSD' successfully unpacked and MD5 sums checked
** R
** data
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'LIHNPSD'
finding HTML links ... done
LIHNPSD-package html
LIHNPSD_UnitTest html
LIHNPSD_plot_std4gr html
LIHNPSD_plotcdf html
LIHNPSD_plotlogpdf html
LIHNPSD_plotpdf html
LIHNPSD_plotqq html
LIHNPSD_prepare_data html
LIHNPSD_standardfit_fn html
LIHNPSD_standardfit_test html
LIHNPSD_theoretical_result html
LihnBetaPoly html
LihnFunctionAnalytic html
LihnFunctionKth html
LihnFunctionSum html
LihnFunctionValidate html
LihnTildeFunction html
MergeTailHistogram html
MergeTailHistogramOneSide html
SPSD html
TimeSeriesLogReturn html
calcqq html
density html
dji_logr html
dot_N html
generatepdf html
gold_logr html
mu1_analytic html
mu2_analytic html
mu3_analytic html
mu4_analytic html
mu_n_core html
poisson_sum html
poisson_sum_kth html
prepare html
psdkernel html
psdkurtosis html
psdmagnitude html
psdskewness html
psdunittest html
psdvariance html
r10y_logr html
rawcdf html
rawcdfinv html
rawdensity html
rawdensity0 html
rawdensity_kth html
rawdensityslope html
rawmean html
rawmu1 html
rawmu2 html
rawmu3 html
rawmu4 html
rawsn html
standardfit html
szd_logr html
tailindex html
tailindex_plot html
vix_logr html
** building package indices
** testing if installed package can be loaded
* DONE (LIHNPSD)
Making 'packages.html' ... done
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