GeneralizedHyperbolic: The Generalized Hyperbolic Distribution

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.

Version: 0.8-7
Depends: R (≥ 3.0.1)
Imports: DistributionUtils, MASS
Suggests: VarianceGamma, actuar, SkewHyperbolic, RUnit
Published: 2025-03-29
Author: David Scott [aut, cre]
Maintainer: David Scott <d.scott at auckland.ac.nz>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://r-forge.r-project.org/projects/rmetrics/
NeedsCompilation: no
Materials: ChangeLog
In views: Distributions
CRAN checks: GeneralizedHyperbolic results

Documentation:

Reference manual: GeneralizedHyperbolic.pdf

Downloads:

Package source: GeneralizedHyperbolic_0.8-7.tar.gz
Windows binaries: r-devel: GeneralizedHyperbolic_0.8-6.zip, r-release: GeneralizedHyperbolic_0.8-6.zip, r-oldrel: GeneralizedHyperbolic_0.8-6.zip
macOS binaries: r-devel (arm64): GeneralizedHyperbolic_0.8-6.tgz, r-release (arm64): GeneralizedHyperbolic_0.8-6.tgz, r-oldrel (arm64): GeneralizedHyperbolic_0.8-6.tgz, r-devel (x86_64): GeneralizedHyperbolic_0.8-6.tgz, r-release (x86_64): GeneralizedHyperbolic_0.8-6.tgz, r-oldrel (x86_64): GeneralizedHyperbolic_0.8-6.tgz
Old sources: GeneralizedHyperbolic archive

Reverse dependencies:

Reverse imports: BayesLN, exdqlm, GenHMM1d, NormalLaplace, PLreg, SkewHyperbolic, tsdistributions, VarianceGamma, xpect
Reverse suggests: DistributionUtils, fitdistrplus, fitteR, rSPDE

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