VarianceGamma

swMATH11603CRANVarianceGammaMaRDI QIDQ23543

The Variance Gamma Distribution

David Scott

Last update: 25 November 2023

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

Software version identifier: 0.4-0, 0.1-2, 0.2-1, 0.3-0, 0.3-1, 0.4-2

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

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.

Related Items (6)

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