Free R packages, R code and R examples

generalized hyperbolic distribution and its special cases

The following free r packages , r projects , r code , and r examples are used for generalized hyperbolic distribution and its special cases. This package provides detailed functionality for working with the univariate and multivariate Generalized Hyperbolic distribution and its special cases (Hyperbolic (hyp), Normal Inverse Gaussian (NIG), Variance Gamma (VG), skewed Student-t and Gaussian distribution).

Pages