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VarianceGamma  

The Variance Gamma Distribution
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("VarianceGamma", "0.4-2")



Attach the package and use:
library("VarianceGamma")
Maintained by
David Scott
[Scholar Profile | Author Map]
First Published: 2009-04-22
Latest Update: 2023-11-25
Description:
Provides functions for the variance gamma distribution. Density, distribution and quantile functions. Functions for random number generation and fitting of the variance gamma to data. Also, functions for computing moments of the variance gamma distribution of any order about any location. In addition, there are functions for checking the validity of parameters and to interchange different sets of parameterizations for the variance gamma distribution.
How to cite:
David Scott (2009). VarianceGamma: The Variance Gamma Distribution. R package version 0.4-2, https://cran.r-project.org/web/packages/VarianceGamma. Accessed 30 Apr. 2025.
Previous versions and publish date:
0.1-2 (2009-04-22 18:01), 0.2-1 (2009-10-28 08:55), 0.3-0 (2010-03-01 07:57), 0.3-1 (2015-01-05 18:03), 0.4-0 (2018-11-26 12:50)
Other packages that cited VarianceGamma R package
View VarianceGamma citation profile
Other R packages that VarianceGamma depends, imports, suggests or enhances
Complete documentation for VarianceGamma
Functions, R codes and Examples using the VarianceGamma R package
Some associated functions: VarianceGamma . summary.vgFit . vgCalcRange . vgChangePars . vgCheckPars . vgFit . vgFitStart . vgMeanVarMode . vgMom . vgParam . vgPlots . 
Some associated R codes: dvg.R . summary.vgFit.R . vgCalcRange.R . vgChangePars.R . vgCheckPars.R . vgFit.R . vgFitStart.R . vgMeanVarMode.R . vgMom.R . vgPlots.R .  Full VarianceGamma package functions and examples
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