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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: | 0.6-1 |
| Depends: | R (≥ 3.0.1) |
| Suggests: | GeneralizedHyperbolic, VarianceGamma, SkewHyperbolic, RUnit |
| Published: | 2023-08-28 |
| Author: | David Scott |
| Maintainer: | David Scott <d.scott at auckland.ac.nz> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | ChangeLog |
| In views: | Distributions |
| CRAN checks: | DistributionUtils results |
| Reference manual: | DistributionUtils.pdf |
| Package source: | DistributionUtils_0.6-1.tar.gz |
| Windows binaries: | r-devel: DistributionUtils_0.6-1.zip, r-release: DistributionUtils_0.6-1.zip, r-oldrel: DistributionUtils_0.6-1.zip |
| macOS binaries: | r-release (arm64): DistributionUtils_0.6-1.tgz, r-oldrel (arm64): DistributionUtils_0.6-1.tgz, r-release (x86_64): DistributionUtils_0.6-1.tgz, r-oldrel (x86_64): DistributionUtils_0.6-1.tgz |
| Old sources: | DistributionUtils archive |
| Reverse imports: | GeneralizedHyperbolic, NormalLaplace, SkewHyperbolic, trelliscopejs, VarianceGamma, ztpln |
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These binaries (installable software) and packages are in development.
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