Poisson Subordinated Distribution

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


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Reference manual

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install.packages("LIHNPSD")

0.2.1 by Stephen Horng-Twu Lihn, 10 years ago


http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2032762


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