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.
| Version: | 0.5-1 |
| Depends: | R (≥ 2.3.0), RUnit |
| Suggests: | GeneralizedHyperbolic, VarianceGamma, SkewHyperbolic |
| Published: | 2015-01-05 |
| Author: | David Scott |
| Maintainer: | David Scott <d.scott at auckland.ac.nz> |
| BugReports: | NA |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | NA |
| NeedsCompilation: | yes |
| Materials: | NEWS ChangeLog |
| In views: | Distributions |
| CRAN checks: | DistributionUtils results |
| Reference manual: | DistributionUtils.pdf |
| Package source: | DistributionUtils_0.5-1.tar.gz |
| Windows binaries: | r-devel: DistributionUtils_0.5-1.zip, r-release: DistributionUtils_0.5-1.zip, r-oldrel: DistributionUtils_0.5-1.zip |
| OS X Mavericks binaries: | r-release: DistributionUtils_0.5-1.tgz, r-oldrel: DistributionUtils_0.5-1.tgz |
| Old sources: | DistributionUtils archive |
| Reverse depends: | GeneralizedHyperbolic, NormalLaplace, SkewHyperbolic, VarianceGamma |
| Reverse imports: | spectral.methods |