xtable - Export Tables to LaTeX or HTML

Coerce data to LaTeX and HTML tables.

Last updated 5 years ago

13.15 score 2.3k dependents 26k scripts 396k downloads

GeneralizedHyperbolic - The Generalized Hyperbolic Distribution

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, normal inverse Gaussian distribution and generalized inverse Gaussian distribution, including fitting of these distributions to data. Linear models with hyperbolic errors may be fitted using hyperblmFit.

Last updated 2 months ago

8.30 score 1 stars 26 dependents 122 scripts 7.9k downloads

SkewHyperbolic - 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.

Last updated 2 months ago

7.25 score 1 stars 20 dependents 15 scripts 7.5k downloads

NormalLaplace - The Normal Laplace Distribution

Functions for the normal Laplace distribution. Currently, it provides limited functionality. Density, distribution and quantile functions, random number generation, and moments are provided.

Last updated 2 months ago

4.42 score 1 stars 9 scripts 196 downloads

DistributionUtils - Distribution Utilities

Utilities are provided which are of use in the packages I have developed for dealing with distributions. Currently these packages are GeneralizedHyperbolic, VarianceGamma, and SkewHyperbolic and NormalLaplace. Each of these packages requires DistributionUtils. Functionality includes sample skewness and kurtosis, log-histogram, tail plots, moments by integration, changing the point about which a moment is calculated, functions for testing distributions using inversion tests and the Massart inequality. Also includes an implementation of the incomplete Bessel K function.

Last updated 1 years ago

fortran

4.36 score 29 dependents 32 scripts 8.3k downloads

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.

Last updated 1 years ago

2.85 score 3 dependents 79 scripts 321 downloads

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.

Last updated 1 years ago

1.32 score 21 scripts 448 downloads