Distributions and Gradients

Provides density, distribution function, quantile function and random generation for the split normal and split-t distributions, and computes their mean, variance, skewness and kurtosis for the two distributions (Li, F, Villani, M. and Kohn, R. (2010) ).


Changes in version 0.2.0 (2018-03-15)

o Include split normal distribution and related moment functions based on Villani and Larsson (2006).

Changes in version 0.1.1 (2017-03-02)

o Include split-t distribution and related moment functions based on Li, Villani and Kohn (2010).

Reference manual

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0.2.1 by Jiayue Zeng, 3 years ago


Report a bug at https://github.com/feng-li/dng/issues

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

Authors: Jiayue Zeng [aut, cre] , Feng Li [aut]

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL (>= 2) license

Imports Rcpp

Suggests testthat

Linking to Rcpp

See at CRAN