The Skew Hyperbolic Student t-Distribution

Functions are provided for the density function, distribution function, quantiles and random number generation for the skew hyperbolic t-distribution. There are also functions that fit the distribution to data. There are functions for the mean, variance, skewness, kurtosis and mode of a given distribution and to calculate moments of any order about any centre. To assess goodness of fit, there are functions to generate a Q-Q plot, a P-P plot and a tail plot.


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Reference manual

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install.packages("SkewHyperbolic")

0.4-0 by David Scott, 2 years ago


https://r-forge.r-project.org/projects/rmetrics/


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


Authors: David Scott <[email protected]> , Fiona Grimson


Documentation:   PDF Manual  


Task views: Probability Distributions


GPL (>= 2) license


Imports grDevices, graphics, stats, DistributionUtils, GeneralizedHyperbolic

Suggests RUnit


Imported by Wrapped, rugarch.

Suggested by DistributionUtils, GeneralizedHyperbolic, fitteR, kdensity.


See at CRAN