| Name : R-ghyp
| |
| Version : 1.6.5
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : 1.1
| Date : 2024-09-10 00:24:03
|
| Group : Development/Libraries/Other
| Source RPM : R-ghyp-1.6.5-1.1.src.rpm
|
| Size : 1.44 MB
| |
| Packager : (none)
| |
| Summary : Generalized Hyperbolic Distribution and Its Special Cases
|
Description :
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). Especially, it contains fitting
procedures, an AIC-based model selection routine, and functions for the
computation of density, quantile, probability, random variates,
expected shortfall and some portfolio optimization and plotting
routines as well as the likelihood ratio test. In addition, it contains
the Generalized Inverse Gaussian distribution. See Chapter 3 of A. J.
McNeil, R. Frey, and P. Embrechts. Quantitative risk management:
Concepts, techniques and tools. Princeton University Press, Princeton
(2005).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/x86_64 |
