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GeneralizedHyperbolic - MaRDI portal

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GeneralizedHyperbolic (Q23542)

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The Generalized Hyperbolic Distribution
Language Label Description Also known as
English
GeneralizedHyperbolic
The Generalized Hyperbolic Distribution

    Statements

    instance of
    R package
    0 references
    software version identifier
    0.8-4
    publication date
    15 May 2018
    0 references
    0.2-0
    publication date
    1 March 2010
    0 references
    0.7-0
    publication date
    21 December 2011
    0 references
    0.8-0
    publication date
    13 April 2012
    0 references
    0.8-1
    publication date
    5 January 2015
    0 references
    0.8-6
    publication date
    26 November 2023
    0 references
    maintained by
    David Scott
    0 references
    programmed in
    R
    0 references
    last update
    26 November 2023
    0 references
    description
    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 inverseGaussian distribution and generalized inverse Gaussian distribution,including fitting of these distributions to data. Linear models with hyperbolic errors may be fitted using hyperblmFit.
    0 references
    author
    David Scott
    0 references
    imports
    DistributionUtils
    0 references
    MASS
    0 references

    Identifiers

    swMATH work ID
    11602
    0 references
     
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