The Generalized Hyperbolic Distribution

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Documentation for package ‘GeneralizedHyperbolic’ version 0.8-6

• DESCRIPTION file.

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A C D G H M N P Q R S T V W

GeneralizedHyperbolic-package

The Package 'GeneralizedHyperbolic': Summary Information

-- A --

ArkansasRiver

Soil Electrical Conductivity

-- C --

coef.gigFit	Fit the Generalized Inverse Gausssian Distribution to Data
coef.hyperbFit	Fit the Hyperbolic Distribution to Data
coef.hyperblm	Fitting Linear Models with Hyperbolic Errors
coef.nigFit	Fit the normal inverse Gaussian Distribution to Data

-- D --

ddghyp	Generalized Hyperbolic Distribution
ddgig	Generalized Inverse Gaussian Distribution
ddhyperb	Hyperbolic Distribution
ddnig	Normal Inverse Gaussian Distribution
dghyp	Generalized Hyperbolic Distribution
dgig	Generalized Inverse Gaussian Distribution
dhyperb	Hyperbolic Distribution
dnig	Normal Inverse Gaussian Distribution
dskewlap	Skew-Laplace Distribution

-- G --

gammaLambda1	Functions for Calculating Moments
gammaLambda2	Functions for Calculating Moments
gammaRawMom	Calculate Moments of the Generalized Inverse Gaussian Distribution
ghypCalcRange	Range of a Generalized Hyperbolic Distribution
ghypChangePars	Change Parameterizations of the Generalized Hyperbolic Distribution
ghypCheckPars	Check Parameters of the Generalized Hyperbolic Distribution
ghypKurt	Moments and Mode of the Generalized Hyperbolic Distribution
ghypLargeParam	Parameter Sets for the Generalized Hyperbolic Distribution
ghypLargeShape	Parameter Sets for the Generalized Hyperbolic Distribution
ghypMean	Moments and Mode of the Generalized Hyperbolic Distribution
ghypMode	Moments and Mode of the Generalized Hyperbolic Distribution
ghypMom	Calculate Moments of the Generalized Hyperbolic Distribution
ghypParam	Parameter Sets for the Generalized Hyperbolic Distribution
ghypScale	Rescale a generalized hyperbolic distribution
ghypSkew	Moments and Mode of the Generalized Hyperbolic Distribution
ghypSmallParam	Parameter Sets for the Generalized Hyperbolic Distribution
ghypSmallShape	Parameter Sets for the Generalized Hyperbolic Distribution
ghypVar	Moments and Mode of the Generalized Hyperbolic Distribution
gigCalcRange	Range of a Generalized Inverse Gaussian Distribution
gigChangePars	Change Parameterizations of the Generalized Inverse Gaussian Distribution
gigCheckPars	Check Parameters of the Generalized Inverse Gaussian Distribution
gigFit	Fit the Generalized Inverse Gausssian Distribution to Data
gigFitStart	Find Starting Values for Fitting a Generalized Inverse Gaussian Distribution
gigFitStartLM	Find Starting Values for Fitting a Generalized Inverse Gaussian Distribution
gigFitStartMoM	Find Starting Values for Fitting a Generalized Inverse Gaussian Distribution
gigHessian	Calculate Two-Sided Hessian for the Generalized Inverse Gaussian Distribution
gigKurt	Moments and Mode of the Generalized Inverse Gaussian Distribution
gigLargeParam	Parameter Sets for the Generalized Inverse Gaussian Distribution
gigMean	Moments and Mode of the Generalized Inverse Gaussian Distribution
gigMode	Moments and Mode of the Generalized Inverse Gaussian Distribution
gigMom	Calculate Moments of the Generalized Inverse Gaussian Distribution
gigParam	Parameter Sets for the Generalized Inverse Gaussian Distribution
gigRawMom	Calculate Moments of the Generalized Inverse Gaussian Distribution
gigSkew	Moments and Mode of the Generalized Inverse Gaussian Distribution
gigSmallParam	Parameter Sets for the Generalized Inverse Gaussian Distribution
gigVar	Moments and Mode of the Generalized Inverse Gaussian Distribution

-- H --

hyperbCalcRange	Range of a Hyperbolic Distribution
hyperbChangePars	Change Parameterizations of the Hyperbolic Distribution
hyperbCvMTest	Cramer-von~Mises Test of a Hyperbolic Distribution
hyperbCvMTestPValue	Cramer-von~Mises Test of a Hyperbolic Distribution
hyperbFit	Fit the Hyperbolic Distribution to Data
hyperbFitStart	Find Starting Values for Fitting a Hyperbolic Distribution
hyperbFitStartMoM	Find Starting Values for Fitting a Hyperbolic Distribution
hyperbHessian	Calculate Two-Sided Hessian for the Hyperbolic Distribution
hyperbKurt	Moments and Mode of the Hyperbolic Distribution
hyperbLargeParam	Parameter Sets for the Hyperbolic Distribution
hyperbLargeShape	Parameter Sets for the Hyperbolic Distribution
hyperblm	Fitting Linear Models with Hyperbolic Errors
hyperbMean	Moments and Mode of the Hyperbolic Distribution
hyperbMode	Moments and Mode of the Hyperbolic Distribution
hyperbParam	Parameter Sets for the Hyperbolic Distribution
hyperbSkew	Moments and Mode of the Hyperbolic Distribution
hyperbSmallParam	Parameter Sets for the Hyperbolic Distribution
hyperbSmallShape	Parameter Sets for the Hyperbolic Distribution
hyperbVar	Moments and Mode of the Hyperbolic Distribution
hyperbWSqTable	Percentage Points for the Cram'er-von Mises Test of the Hyperbolic Distribution

-- M --

mamquam	Size of Gravels from Mamquam River
MLambda	Functions for Calculating Moments
momRecursion	Computes the moment coefficients recursively for generalized hyperbolic and related distributions

-- N --

nervePulse	Intervals Between Pulses Along a Nerve Fibre
nigCalcRange	Range of a normal inverse Gaussian Distribution
nigFit	Fit the normal inverse Gaussian Distribution to Data
nigFitStart	Find Starting Values for Fitting a normal inverse Gaussian Distribution
nigFitStartMoM	Find Starting Values for Fitting a normal inverse Gaussian Distribution
nigHessian	Calculate Two-Sided Hessian for the Normal Inverse Gaussian Distribution
nigKurt	Moments and Mode of the Normal Inverse Gaussian Distribution
nigLargeParam	Parameter Sets for the Normal Inverse Gaussian Distribution
nigLargeShape	Parameter Sets for the Normal Inverse Gaussian Distribution
nigMean	Moments and Mode of the Normal Inverse Gaussian Distribution
nigMode	Moments and Mode of the Normal Inverse Gaussian Distribution
nigParam	Parameter Sets for the Normal Inverse Gaussian Distribution
nigSkew	Moments and Mode of the Normal Inverse Gaussian Distribution
nigSmallParam	Parameter Sets for the Normal Inverse Gaussian Distribution
nigSmallShape	Parameter Sets for the Normal Inverse Gaussian Distribution
nigVar	Moments and Mode of the Normal Inverse Gaussian Distribution

-- P --

pghyp	Generalized Hyperbolic Distribution
pgig	Generalized Inverse Gaussian Distribution
phyperb	Hyperbolic Distribution
plot.gigFit	Fit the Generalized Inverse Gausssian Distribution to Data
plot.hyperbFit	Fit the Hyperbolic Distribution to Data
plot.hyperblm	Fitting Linear Models with Hyperbolic Errors
plot.nigFit	Fit the normal inverse Gaussian Distribution to Data
plotShapeTriangle	Plot the Shape Triangle
pnig	Normal Inverse Gaussian Distribution
ppghyp	Generalized Hyperbolic Quantile-Quantile and Percent-Percent Plots
ppgig	Generalized Inverse Gaussian Quantile-Quantile and Percent-Percent Plots
pphyperb	Hyperbolic Quantile-Quantile and Percent-Percent Plots
ppnig	Normal inverse Gaussian Quantile-Quantile and Percent-Percent Plots
ppskewlap	Skew-Laplace Quantile-Quantile and Percent-Percent Plots
print.gigFit	Fit the Generalized Inverse Gausssian Distribution to Data
print.hyperbCvMTest	Cramer-von~Mises Test of a Hyperbolic Distribution
print.hyperbFit	Fit the Hyperbolic Distribution to Data
print.hyperblm	Fitting Linear Models with Hyperbolic Errors
print.nigFit	Fit the normal inverse Gaussian Distribution to Data
print.summary.gigFit	Summarizing Normal Inverse Gaussian Distribution Fit
print.summary.hyperbFit	Summarizing Hyperbolic Distribution Fit
print.summary.hyperblm	Summary Output of Hyperbolic Regression
print.summary.nigFit	Summarizing Normal Inverse Gaussian Distribution Fit
pskewlap	Skew-Laplace Distribution

-- Q --

qghyp	Generalized Hyperbolic Distribution
qgig	Generalized Inverse Gaussian Distribution
qhyperb	Hyperbolic Distribution
qnig	Normal Inverse Gaussian Distribution
qqghyp	Generalized Hyperbolic Quantile-Quantile and Percent-Percent Plots
qqgig	Generalized Inverse Gaussian Quantile-Quantile and Percent-Percent Plots
qqhyperb	Hyperbolic Quantile-Quantile and Percent-Percent Plots
qqnig	Normal inverse Gaussian Quantile-Quantile and Percent-Percent Plots
qqskewlap	Skew-Laplace Quantile-Quantile and Percent-Percent Plots
qskewlap	Skew-Laplace Distribution

-- R --

resistors	Resistance of One-half-ohm Resistors
rghyp	Generalized Hyperbolic Distribution
rgig	Generalized Inverse Gaussian Distribution
rgig1	Generalized Inverse Gaussian Distribution
rhyperb	Hyperbolic Distribution
RLambda	Functions for Calculating Moments
rnig	Normal Inverse Gaussian Distribution
rskewlap	Skew-Laplace Distribution

-- S --

SandP500	S&P 500
SLambda	Functions for Calculating Moments
summary.gigFit	Summarizing Normal Inverse Gaussian Distribution Fit
summary.hyperbFit	Summarizing Hyperbolic Distribution Fit
summary.hyperblm	Summary Output of Hyperbolic Regression
summary.nigFit	Summarizing Normal Inverse Gaussian Distribution Fit
sumX	Calculate Two-Sided Hessian for the Hyperbolic Distribution

-- T --

traffic

Intervals Between Vehicles on a Road

-- V --

vcov.gigFit	Fit the Generalized Inverse Gausssian Distribution to Data
vcov.hyperbFit	Fit the Hyperbolic Distribution to Data
vcov.nigFit	Fit the normal inverse Gaussian Distribution to Data

-- W --

WLambda1	Functions for Calculating Moments
WLambda2	Functions for Calculating Moments
WLambda3	Functions for Calculating Moments
WLambda4	Functions for Calculating Moments