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DistributionUtils

Distribution Utilities

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.

Functions (22)

DistributionUtils-internal

Internal Distribution Utilities Functions

DistributionUtils-package

Utility functions useful for all distributions in packages following the standard approach developed in Scott, Wuertz and Dong.

besselRatio

Ratio of Bessel K Functions

distCalcRange

Range of a Unimodal Distribution

distIneqMassart

Massart Inequality for Distributions

distIneqMassartPlot

Massart Inequality Plot Function

Mode of a Unimodal Distribution

distStepSize

Step Size for Calculating the Range of a Unimodal Distribution

incompleteBesselK

The Incomplete Bessel K Function

integrateDens

Integrates a Density Function

inversionTests

Inversion Tests for Distributions

is.wholenumber

Is Object Numeric and Whole Numbers

Plot Log-Histogram

momChangeAbout

Obtain Moments About a New Location

momIntegrated

Moments Using Integration

Standard Errors of Sample Moments

Moran's Log Spacings Test

Distribution and Quantile Functions for Unimodal Distributions

safeIntegrate

Safe Integration of One-Dimensional Functions

sampleMoments

Sample Skewness and Kurtosis

Tail Plot Functions

Calculate Two-Sided Hessian Approximation

DistributionUtils

Distribution Utilities

v0.6-0

GPL (>= 2)

Authors

David Scott <d.scott@auckland.ac.nz>

Initial release

2018-11-26

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