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GeneralizedHyperbolic  

The Generalized Hyperbolic Distribution
View on CRAN: Click here


Download and install GeneralizedHyperbolic package within the R console
Install from CRAN:
install.packages("GeneralizedHyperbolic")

Install from Github:
library("remotes")
install_github("cran/GeneralizedHyperbolic")

Install by package version:
library("remotes")
install_version("GeneralizedHyperbolic", "0.8-6")



Attach the package and use:
library("GeneralizedHyperbolic")
Maintained by
David Scott
[Scholar Profile | Author Map]
First Published: 2010-03-01
Latest Update: 2023-11-26
Description:
Functions for the hyperbolic and related distributions. Density, distribution and quantile functions and random number generation are provided for the hyperbolic distribution, the generalized hyperbolic distribution, the generalized inverse Gaussian distribution and the skew-Laplace distribution. Additional functionality is provided for the hyperbolic distribution, normal inverse Gaussian distribution and generalized inverse Gaussian distribution, including fitting of these distributions to data. Linear models with hyperbolic errors may be fitted using hyperblmFit.
How to cite:
David Scott (2010). GeneralizedHyperbolic: The Generalized Hyperbolic Distribution. R package version 0.8-6, https://cran.r-project.org/web/packages/GeneralizedHyperbolic. Accessed 20 Feb. 2025.
Previous versions and publish date:
0.2-0 (2010-03-01 07:57), 0.7-0 (2011-12-21 09:53), 0.8-0 (2012-04-13 08:07), 0.8-1 (2015-01-05 18:03), 0.8-4 (2018-05-15 16:38)
Other packages that cited GeneralizedHyperbolic R package
View GeneralizedHyperbolic citation profile
Other R packages that GeneralizedHyperbolic depends, imports, suggests or enhances
Complete documentation for GeneralizedHyperbolic
Functions, R codes and Examples using the GeneralizedHyperbolic R package
Some associated functions: ArkansasRiver . GeneralizedHyperbolic-internal . GeneralizedHyperbolicDistribution . RLambda . SandP500 . dghyp . dgig . dhyperb . dnig . dskewlap . ghypCalcRange . ghypChangePars . ghypCheckPars . ghypMeanVarMode . ghypMom . ghypParam . ghypScale . gigCalcRange . gigChangePars . gigCheckPars . gigFit . gigFitStart . gigHessian . gigMeanVarMode . gigMom . gigParam . hyperbCalcRange . hyperbChangePars . hyperbCvMTest . hyperbFit . hyperbFitStart . hyperbHessian . hyperbMeanVarMode . hyperbParam . hyperbWSqTable . hyperblm . mamquam . momRecursion . nervePulse . nigCalcRange . nigFit . nigFitStart . nigHessian . nigMeanVarMode . nigParam . plotShapeTriangle . qqghyp . qqgig . qqhyperb . qqnig . qqskewlap . resistors . summary.gigFit . summary.hyperbFit . summary.hyperblm . summary.nigFit . traffic . 
Some associated R codes: RLambda.R . dghyp.R . dgig.R . dgigScaled.R . dhyperb.R . dnig.R . dsghyp.R . dshyperb.R . dskewlap.R . ghypCalcRange.R . ghypChangePars.R . ghypCheckPars.R . ghypCreateParameters.R . ghypMeanVarMode.R . ghypMom.R . ghypMomBNS.R . ghypScale.R . ghypStandPars.R . gigCalcRange.R . gigChangePars.R . gigCheckPars.R . gigCreateParameters.R . gigFit.R . gigFitStart.R . gigHessian.R . gigMeanVarMode.R . gigMom.R . hyperbCalcRange.R . hyperbChangePars.R . hyperbCreateParameters.R . hyperbCvMTest.R . hyperbFit.R . hyperbFitStand.R . hyperbFitStandStart.R . hyperbFitStart.R . hyperbHessian.R . hyperbMeanVarMode.R . hyperbStandPars.R . hyperblm.R . hyperblmFit.R . momRecursion.R . nigCalcRange.R . nigCreateParameters.R . nigFit.R . nigFitStart.R . nigHessian.R . nigMeanVarMode.R . plot.hyperblm.R . plotShapeTriangle.R . qqghyp.R . qqgig.R . qqhyperb.R . qqnig.R . qqskewlap.R . shyperbFit.R . summary.gigFit.R . summary.hyperbFit.R . summary.hyperblm.R . summary.nigFit.R . zzz.R .  Full GeneralizedHyperbolic package functions and examples
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