GeneralizedHyperbolic

swMATH11602CRANGeneralizedHyperbolicMaRDI QIDQ23542

The Generalized Hyperbolic Distribution

David Scott

Last update: 26 November 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.8-4, 0.2-0, 0.7-0, 0.8-0, 0.8-1, 0.8-6

Source code repository: https://github.com/cran/GeneralizedHyperbolic

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.

Related Items (10)

Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution ⋮ Row-column interaction models, with an R implementation ⋮ exdqlm ⋮ PLreg ⋮ Moments of the generalized hyperbolic distribution ⋮ NormalLaplace ⋮ Unnamed Item ⋮ SkewHyperbolic ⋮ VarianceGamma ⋮ BayesLN

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