Last data update: 2014.03.03

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Results 1 - 4 of 4 found.
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NormalLaplace : The Normal Laplace Distribution

Package: NormalLaplace
Version: 0.2-0
Date: 2011-01-10
Title: The Normal Laplace Distribution
Author: David Scott <d.scott@auckland.ac.nz>, Jason Shicong Fu and
Simon Potter
Maintainer: David Scott <d.scott@auckland.ac.nz>
Depends: R (>= 2.3.0), DistributionUtils, GeneralizedHyperbolic
Suggests: RUnit
Encoding: latin1
Description: This package provides functions for the normal Laplace
distribution. It is currently under development and provides
only limited functionality. Density, distribution and quantile
functions, random number generation, and moments are provided.
License: GPL (>= 2)
Repository: CRAN
Repository/R-Forge/Project: rmetrics
Repository/R-Forge/Revision: 4777
Date/Publication: 2015-01-05 18:03:18
Packaged: 2015-01-05 17:02:59 UTC; ripley
NeedsCompilation: no

● Data Source: CranContrib
9 images, 9 functions, 0 datasets
● Reverse Depends: 0

SkewHyperbolic : The Skew Hyperbolic Student t-Distribution

Package: SkewHyperbolic
Type: Package
Version: 0.3-2
Date: 2013-02-26
Title: The Skew Hyperbolic Student t-Distribution
Author: David Scott <d.scott@auckland.ac.nz>, Fiona Grimson
Maintainer: David Scott <d.scott@auckland.ac.nz>
Depends: R (>= 2.3.0), DistributionUtils, GeneralizedHyperbolic, RUnit
Encoding: latin1
Description: Functions are provided for the density function,
distribution function, quantiles and random number generation
for the skew hyperbolic t-distribution. There are also
functions that fit the distribution to data. There are
functions for the mean, variance, skewness, kurtosis and mode
of a given distribution and to calculate moments of any order
about any centre. To assess goodness of fit, there are
functions to generate a Q-Q plot, a P-P plot and a tail plot.
License: GPL (>= 2)
Packaged: 2015-01-05 17:03:00 UTC; ripley
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-01-05 18:03:19

● Data Source: CranContrib
● Cran Task View: Distributions
● 0 images, 13 functions, 3 datasets
● Reverse Depends: 0

GeneralizedHyperbolic : The Generalized Hyperbolic Distribution

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

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

VarianceGamma : The Variance Gamma Distribution

Package: VarianceGamma
Version: 0.3-1
Date: 2012-04-13
Title: The Variance Gamma Distribution
Author: David Scott <d.scott@auckland.ac.nz> and Christine Yang Dong
<c.dong@auckland.ac.nz>
Maintainer: David Scott <d.scott@auckland.ac.nz>
Depends: R (>= 2.3.0), DistributionUtils, GeneralizedHyperbolic, RUnit
Encoding: latin1
Description: This package provides functions for the variance gamma
distributions. Density, distribution and quantile functions.
Functions for random number generation and fitting of the
variance gamma to data. Also, functions for computing moments
of the variance gamma distribution of any order about any
location. In addition, there are functions for checking the
validity of parameters and to interchange different sets of
parameterizatons for the variance gamma distribution.
License: GPL (>= 2)
URL: http://www.r-project.org
Packaged: 2015-01-05 17:03:01 UTC; ripley
Repository: CRAN
Date/Publication: 2015-01-05 18:03:19
NeedsCompilation: no

● Data Source: CranContrib
● Cran Task View: Distributions
● 0 images, 11 functions, 0 datasets
● Reverse Depends: 0