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.

Documentation

Manual: SkewHyperbolic.pdf
Vignette: None available.

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

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

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

install.packages("SkewHyperbolic")

Depends R (>= 2.3.0), DistributionUtils, GeneralizedHyperbolic, RUnit
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rugarch, Wrapped
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DistributionUtils, GeneralizedHyperbolic
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Package SkewHyperbolic
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Version 0.3-2
Published 2015-01-05
License GPL (>= 2)
BugReports
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NeedsCompilation no
Citation
CRAN checks SkewHyperbolic check results
Package source SkewHyperbolic_0.3-2.tar.gz