DistributionUtils: Distribution Utilities

Utilities are provided 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: 0.6-0
Depends: R (≥ 3.0.1)
Suggests: GeneralizedHyperbolic, VarianceGamma, SkewHyperbolic, RUnit
Published: 2018-11-27
Author: David Scott
Maintainer: David Scott <d.scott at auckland.ac.nz>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: NEWS ChangeLog
In views: Distributions
CRAN checks: DistributionUtils results

Downloads:

Reference manual: DistributionUtils.pdf
Package source: DistributionUtils_0.6-0.tar.gz
Windows binaries: r-devel: DistributionUtils_0.6-0.zip, r-release: DistributionUtils_0.6-0.zip, r-oldrel: DistributionUtils_0.6-0.zip
OS X binaries: r-release: DistributionUtils_0.6-0.tgz, r-oldrel: DistributionUtils_0.6-0.tgz
Old sources: DistributionUtils archive

Reverse dependencies:

Reverse imports: GeneralizedHyperbolic, NormalLaplace, SkewHyperbolic, spectral.methods, trelliscopejs, VarianceGamma

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