Package: HyperbolicDist 0.6-5

HyperbolicDist: The Hyperbolic Distribution

Maintenance has been discontinued for this package. It has been superseded by 'GeneralizedHyperbolic'. 'GeneralizedHyperbolic' includes all the functionality of 'HyperbolicDist' and more and is based on a more rational design. 'HyperbolicDist' provides functions for the hyperbolic and related distributions. Density, distribution and quantile functions and random number generation are provided for the hyperbolic distribution, the generalized hyperbolic distribution, the generalized inverse Gaussian distribution and the skew-Laplace distribution. Additional functionality is provided for the hyperbolic distribution, including fitting of the hyperbolic to data.

Authors:David Scott <[email protected]>

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HyperbolicDist.pdf |HyperbolicDist.html
HyperbolicDist/json (API)
NEWS

# Install 'HyperbolicDist' in R:
install.packages('HyperbolicDist', repos = c('https://dsco036.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • SandP500 - S&P 500
  • hyperbWSqTable - Percentage Points for the Cramer-von Mises Test of the Hyperbolic Distribution
  • mamquam - Size of Gravels from Mamquam River
  • resistors - Resistance of One-half-ohm Resistors

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.85 score 3 packages 79 scripts 359 downloads 85 exports 0 dependencies

Last updated 12 months agofrom:0802d42863. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 18 2024
R-4.5-winOKNov 18 2024
R-4.5-linuxOKNov 18 2024
R-4.4-winOKNov 18 2024
R-4.4-macOKNov 18 2024
R-4.3-winOKNov 18 2024
R-4.3-macOKNov 18 2024

Exports:besselRatioddghypddgigddhyperbdghypdgigdhyperbdskewlapgammaLambda1gammaLambda2gammaRawMomghypBreaksghypCalcRangeghypChangeParsghypKurtghypMeanghypModeghypMomghypSkewghypVargigBreaksgigCalcRangegigChangeParsgigCheckParsgigKurtgigMeangigModegigMomgigRawMomgigSkewgigVarhyperbBreakshyperbCalcRangehyperbChangeParshyperbCvMTesthyperbCvMTestPValuehyperbFithyperbFitStarthyperbFitStartMoMhyperbKurthyperbMeanhyperbModehyperbSkewhyperbVaris.wholenumberkurtosislogHistMLambdamomChangeAboutmomIntegratedmomRecursionpghyppgigphyperbplot.hyperbFitppghypppgigpphyperbppskewlapprint.hyperbCvMTestprint.hyperbFitprint.summary.hyperbFitpskewlapqghypqgigqhyperbqqghypqqgigqqhyperbqqskewlapqskewlaprghyprgigrgig1rhyperbRLambdarskewlapsafeIntegrateskewnessSLambdasummary.hyperbFitWLambda1WLambda2WLambda3WLambda4

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Ratio of Bessel K FunctionsbesselRatio
Functions for Calculating MomentsgammaLambda1 gammaLambda2 MLambda RLambda SLambda WLambda1 WLambda2 WLambda3 WLambda4
Generalized Inverse Gaussian Distributionddgig dgig gigBreaks pgig qgig rgig rgig1
Generalized Hyperbolic Distributionddghyp dghyp ghypBreaks pghyp qghyp rghyp
Generalized Hyperbolic Quantile-Quantile and Percent-Percent Plotsppghyp qqghyp
Range of a Generalized Hyperbolic DistributionghypCalcRange
Change Parameterizations of the Generalized Hyperbolic DistributionghypChangePars
Calculate Moments of the Generalized Hyperbolic DistributionghypMom
Range of a Generalized Inverse Gaussian DistributiongigCalcRange
Change Parameterizations of the Generalized Inverse Gaussian DistributiongigChangePars
Check Parameters of the Generalized Inverse Gaussian DistributiongigCheckPars
Calculate Moments of the Generalized Inverse Gaussian DistributiongammaRawMom gigMom gigRawMom
Generalized Inverse Gaussian Quantile-Quantile and Percent-Percent Plotsppgig qqgig
Range of a Hyperbolic DistributionhyperbCalcRange
Change Parameterizations of the Hyperbolic DistributionhyperbChangePars
Cramer-von~Mises Test of a Hyperbolic DistributionhyperbCvMTest hyperbCvMTestPValue print.hyperbCvMTest
Fit the Hyperbolic Distribution to DatahyperbFit plot.hyperbFit print.hyperbFit
Find Starting Values for Fitting a Hyperbolic DistributionhyperbFitStart hyperbFitStartMoM
Hyperbolic Distributionddhyperb dhyperb hyperbBreaks phyperb qhyperb rhyperb
The Package `HyperbolicDist': Summary InformationHyperbolicDist-package HyperbolicDist HyperbolicDistribution
Hyperbolic Quantile-Quantile and Percent-Percent Plotspphyperb qqhyperb
Percentage Points for the Cramer-von Mises Test of the Hyperbolic DistributionhyperbWSqTable
Is Object Numeric and Whole Numbersis.wholenumber
Plot Log-HistogramlogHist
Size of Gravels from Mamquam Rivermamquam
Obtain Moments About a New LocationmomChangeAbout
Moments Using IntegrationmomIntegrated
Computes the moment coefficients recursively for generalized hyperbolic and related distributionsmomRecursion
Resistance of One-half-ohm Resistorsresistors
Safe Integration of One-Dimensional Functionsprint.integrate safeIntegrate
Sample Skewness and Kurtosiskurtosis skewness
S&P 500SandP500
Skew-Laplace Distributiondskewlap pskewlap qskewlap rskewlap
Skew-Laplace Quantile-Quantile and Percent-Percent Plotsppskewlap qqskewlap
Moments and Mode of the Generalized Hyperbolic DistributionghypKurt ghypMean ghypMode ghypSkew ghypVar
Moments and Mode of the Generalized Inverse Gaussian DistributiongigKurt gigMean gigMode gigSkew gigVar
Moments and Mode of the Hyperbolic DistributionhyperbKurt hyperbMean hyperbMode hyperbSkew hyperbVar
Summarizing Hyperbolic Distribution Fitprint.summary.hyperbFit summary.hyperbFit