DistributionUtils

Distribution Utilities

Utilities are provided which are of use in the packages I have developed for dealing with distributions. Currently these packages are GeneralizedHyperbolic, VarianceGamma, and SkewHyperbolic and NormalLaplace. Each of these packages requires DistributionUtils. Functionality includes sample skewness and kurtosis, log-histogram, tail plots, moments by integration, changing the point about which a moment is calculated, functions for testing distributions using inversion tests and the Massart inequality. Also includes an implementation of the incomplete Bessel K function.

Tests Vignettes

Dependencies

Imports/Depends/LinkingTo/Enhances (1)
  • R
  • Suggests (4)
  • GeneralizedHyperbolic
  • VarianceGamma
  • SkewHyperbolic
  • RUnit
  • Version History