R: Utility functions useful for all distributions in packages...

DistributionUtils-package {DistributionUtils} | R Documentation

## Utility functions useful for all distributions in packages following the standard approach developed in Scott, Wuertz and Dong.

### Description

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.

### Details

Package: | DistributionUtils
Type: | Package
Version: | 0.5-1
Date: | 2012-01-05
License: | GPL (>=2)
LazyLoad: | yes

Contains functions which are useful for packages implementing distributions. Designed to work with my packages GeneralizedHyperbolic, VarianceGamma, SkewHyperbolic and NormalLaplace.

### Author(s)

David Scott <d.scott@auckland.ac.nz>

Maintainer: David Scott <d.scott@auckland.ac.nz>

### References

Scott, David J. and Würtz, Diethelm and Dong, Christine (2009) Software for Distributions in R. UseR: The R User Conference 2009 https://www.r-project.org/conferences/useR-2009/slides/Scott+Wuertz+Dong.pdf

### See Also

`GeneralizedHyperbolicDistribution`

[Package DistributionUtils version 0.6-0 Index]