SkewHyperbolic: The Skew Hyperbolic Student t-Distribution. Functions are provided for the density function, distribution function, quantiles and random number generation for the skew hyperbolic t-distribution. There are also functions that fit the distribution to data. There are functions for the mean, variance, skewness, kurtosis and mode of a given distribution and to calculate moments of any order about any centre. To assess goodness of fit, there are functions to generate a Q-Q plot, a P-P plot and a tail plot.
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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)