Last data update: 2014.03.03


Package: LIHNPSD
Type: Package
Title: Poisson Subordinated Distribution
Version: 0.2.1
Date: 2012-04-12
Author: Stephen Horng-Twu Lihn <>
Maintainer: Stephen Horng-Twu Lihn <>
Description: A Poisson Subordinated Distribution to capture major
leptokurtic features in log-return time series of financial
License: GPL-2
Depends: R (>= 2.14.1), sn, moments, BB, Bolstad2, optimx, Rmpfr
Packaged: 2012-04-13 00:31:01 UTC; slihn
Repository: CRAN
Date/Publication: 2012-04-13 05:19:27

2 images, 59 functions, 0 datasets
● Reverse Depends: 0

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
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** help
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    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  
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