NEWS

HyperbolicDist 0.6-4 (2022-02-21)

Correction to logHist not passing breaks argument to call to hist.default reported by [email protected]. Notice added to say package is now deprecated.

Some bug fixes added which were causing Make Check to fail on Windows when tested using Uwe Ligges site. Problem was naming of objects as x conflicting with use of x as data.

Names changed to form with words after the initial one capitalized, e.g. log.pars becomes logPars. Applies to both function and variable names. Exceptions are functions for distributions (dhyperb, rgig, pskewlap), and KNu.
Added functions for the skew-Laplace distribution: dskewlap, pskewlap, qskewlap and r skewlap.
Added (xi, chi) parameterisation to those for which hyperbChangePars (which was hyperb.change.pars) can be used to interchange between parameterisations of the hyperbolic distribution.
Added functions for the generalized hyperbolic distribution: dghyp, pghyp, qghyp, rghyp, ghypChangePars, ghypCalcRange, ghypMean, ghypVar, ghypMode.
Added functions for the generalized inverse Gaussian distribution: dgig, pgig, qgig, rgig1, rgig, gigChangePars,gigCalcRange, gigMean, gigVar, gigSkew, gigKurt, gigMode.
Parameter vector name changed to Theta instead of theta so an individual component could be called theta.
New algorithms developed for phyperb, pghyp, and pgig where numerical integrations are on sections of the real line. Developed to improve accuracy of numerical results.
New algorithms for distribution functions use the derivative of the density and need break points to determine sections to integrate over. Derivative functions ddhyperb, ddghyp, ddgig, and break functions hyperbBreaks, ghypBreaks, gigBreaks developed.
Functions for Cramer-von Mises goodness of fit test for the hyperbolic distribution added.