HyperbolicDist: The hyperbolic distribution. This package provides 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, including fitting of the hyperbolic to data.
Keywords for this software
References in zbMATH (referenced in 1 article )
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- Scott, David J.; Würtz, Diethelm; Dong, Christine; Tran, Thanh Tam: Moments of the generalized hyperbolic distribution (2011)