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VarianceGamma
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
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[Scholar Profile | Author Map]
All associated links for this package
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 07 Nov. 2024.
Previous versions and publish date:
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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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