r-distributionutils

condav0.6_0

Utilities are provided which are of use in the packages I have developed for dealing with distributions. Currently these packages are GeneralizedHyperbolic, VarianceGamma, and SkewHyperbolic and NormalLaplace. Each of these packages requires DistributionUtils. Functionality includes sample skewness and kurtosis, log-histogram, tail plots, moments by integration, changing the point about which a moment is calculated, functions for testing distributions using inversion tests and the Massart inequality. Also includes an implementation of the incomplete Bessel K function.

License GPL-2.0-or-later3 versions1 maintainers0 deps192 weekly dl
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First published · 2022-01-18 16:04:50.724000+00:00

Last updated · 2025-09-14 05:54:21.264000+00:00