Package: VarianceGamma 0.4-2

VarianceGamma: The Variance Gamma Distribution

Provides functions for the variance gamma distribution. Density, distribution and quantile functions. Functions for random number generation and fitting of the variance gamma to data. Also, functions for computing moments of the variance gamma distribution of any order about any location. In addition, there are functions for checking the validity of parameters and to interchange different sets of parameterizations for the variance gamma distribution.

Authors:David Scott <[email protected]> and Christine Yang Dong <[email protected]>

VarianceGamma_0.4-2.tar.gz
VarianceGamma_0.4-2.zip(r-4.5)VarianceGamma_0.4-2.zip(r-4.4)VarianceGamma_0.4-2.zip(r-4.3)
VarianceGamma_0.4-2.tgz(r-4.5-any)VarianceGamma_0.4-2.tgz(r-4.4-any)VarianceGamma_0.4-2.tgz(r-4.3-any)
VarianceGamma_0.4-2.tar.gz(r-4.5-noble)VarianceGamma_0.4-2.tar.gz(r-4.4-noble)
VarianceGamma_0.4-2.tgz(r-4.4-emscripten)VarianceGamma_0.4-2.tgz(r-4.3-emscripten)
VarianceGamma.pdf |VarianceGamma.html
VarianceGamma/json (API)

# Install 'VarianceGamma' in R:
install.packages('VarianceGamma', repos = c('https://dsco036.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • vgLargeParam - Parameter Sets for Variance Gamma Distribution
  • vgLargeShape - Parameter Sets for Variance Gamma Distribution
  • vgSmallParam - Parameter Sets for Variance Gamma Distribution
  • vgSmallShape - Parameter Sets for Variance Gamma Distribution

On CRAN:

Conda:

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

1.32 score 21 scripts 686 downloads 24 exports 3 dependencies

Last updated 1 years agofrom:0d00ad3d90. Checks:8 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 19 2025
R-4.5-winOKFeb 19 2025
R-4.5-macOKFeb 19 2025
R-4.5-linuxOKFeb 19 2025
R-4.4-winOKFeb 19 2025
R-4.4-macOKFeb 19 2025
R-4.3-winOKFeb 19 2025
R-4.3-macOKFeb 19 2025

Exports:ddvgdvgplot.vgFitppvgprint.summary.vgFitprint.vgFitpvgqqvgqvgrvgsummary.vgFitvgBreaksvgCalcRangevgChangeParsvgCheckParsvgFitvgFitStartvgFitStartMoMvgKurtvgMeanvgModevgMomvgSkewvgVar

Dependencies:DistributionUtilsGeneralizedHyperbolicMASS