This package 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, 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.

Documentation

Manual: GeneralizedHyperbolic.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("GeneralizedHyperbolic")

Depends R (>= 2.10.0), DistributionUtils, RUnit
Imports
Suggests VarianceGamma, actuar, SkewHyperbolic, MASS
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depends
NormalLaplace, SkewHyperbolic, VarianceGamma
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imports
Wrapped
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suggests
DistributionUtils, fitdistrplus
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enhances
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Package GeneralizedHyperbolic
Materials
URL http://www.r-project.org
Task Views Distributions
Version 0.8-1
Published 2015-01-05
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks GeneralizedHyperbolic check results
Package source GeneralizedHyperbolic_0.8-1.tar.gz