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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
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providing 
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