Poisson Subordinated Distribution

A Poisson Subordinated Distribution to capture major leptokurtic features in log-return time series of financial data.


Reference manual

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0.2.1 by Stephen Horng-Twu Lihn, 10 years ago


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

Authors: Stephen Horng-Twu Lihn <[email protected]gmail.com>

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL-2 license

Depends on sn, moments, BB, Bolstad2, optimx, Rmpfr

See at CRAN