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