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VarianceGamma - MaRDI portal

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VarianceGamma (Q23543)

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The Variance Gamma Distribution
Language Label Description Also known as
English
VarianceGamma
The Variance Gamma Distribution

    Statements

    instance of
    R package
    0 references
    software version identifier
    0.4-0
    publication date
    26 November 2018
    0 references
    0.1-2
    publication date
    22 April 2009
    0 references
    0.2-1
    publication date
    28 October 2009
    0 references
    0.3-0
    publication date
    1 March 2010
    0 references
    0.3-1
    publication date
    5 January 2015
    0 references
    0.4-2
    publication date
    25 November 2023
    0 references
    maintained by
    David Scott
    0 references
    programmed in
    R
    0 references
    last update
    25 November 2023
    0 references
    description
    Provides functions for the variance gamma distribution. 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 parameterizations for the variance gamma distribution.
    0 references
    author
    David Scott
    0 references
    imports
    grDevices
    0 references
    graphics
    0 references
    stats
    0 references
    DistributionUtils
    0 references
    GeneralizedHyperbolic
    0 references

    Identifiers

    swMATH work ID
    11603
    0 references
     
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