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.


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Reference manual

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0.6-0 by David Scott, 2 years ago

Browse source code at https://github.com/cran/DistributionUtils

Authors: David Scott <[email protected]>

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL (>= 2) license

Suggests GeneralizedHyperbolic, VarianceGamma, SkewHyperbolic, RUnit

Imported by GeneralizedHyperbolic, NormalLaplace, SkewHyperbolic, VarianceGamma, trelliscopejs, ztpln.

See at CRAN