Other packages > Find by keyword >

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]
All associated links for this package
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 21 Nov. 2024.
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
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

SCBiclust  
Identifies Mean, Variance, and Hierarchically Clustered Biclusters
Identifies a bicluster, a submatrix of the data such that the features and observations within the s ...
Download / Learn more Package Citations See dependency  
crossrun  
Joint Distribution of Number of Crossings and Longest Run
Joint distribution of number of crossings and the longest run in a series of independent Bernoulli ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
pkgdepends  
Package Dependency Resolution and Downloads
Find recursive dependencies of 'R' packages from various sources. Solve the dependencies to obtain ...
Download / Learn more Package Citations See dependency  
RcppHNSW  
'Rcpp' Bindings for 'hnswlib', a Library for Approximate Nearest Neighbors
'Hnswlib' is a C++ library for Approximate Nearest Neighbors. This package provides a minimal R int ...
Download / Learn more Package Citations See dependency  
kgschart  
KGS Rank Graph Parser
Restore underlining numeric data from rating history graph of KGS (an online platform of the game o ...
Download / Learn more Package Citations See dependency  

23,229

R Packages

199,929

Dependencies

62,984

Author Associations

23,230

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA