| DistributionUtils-package {DistributionUtils} | R Documentation |
Utility functions useful for all distributions in packages following the standard approach developed in Scott, Wuertz and Dong.
Description
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.
Details
Contains functions which are useful for packages implementing distributions. Designed to work with my packages GeneralizedHyperbolic, VarianceGamma, SkewHyperbolic and NormalLaplace.
Author(s)
David Scott <d.scott@auckland.ac.nz>
Maintainer: David Scott <d.scott@auckland.ac.nz>
References
Scott, David J. and Würtz, Diethelm and Dong, Christine (2009) Software for Distributions in R. UseR: The R User Conference 2009 https://www.r-project.org/conferences/useR-2009/slides/Scott+Wuertz+Dong.pdf
See Also
GeneralizedHyperbolicDistribution