This package contains utilities 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.

Documentation

Manual: DistributionUtils.pdf
Vignette: None available.

Maintainer: David Scott <d.scott at auckland.ac.nz>

Author(s): David Scott <d.scott at auckland.ac.nz>

Install package and any missing dependencies by running this line in your R console:

install.packages("DistributionUtils")

Depends R (>= 2.3.0), RUnit
Imports
Suggests GeneralizedHyperbolic, VarianceGamma, SkewHyperbolic
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depends
GeneralizedHyperbolic, NormalLaplace, SkewHyperbolic, VarianceGamma
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imports
spectral.methods, trelliscope
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suggests
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Package DistributionUtils
Materials
URL
Task Views Distributions
Version 0.5-1
Published 2015-01-05
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks DistributionUtils check results
Package source DistributionUtils_0.5-1.tar.gz