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VarianceGamma

The Variance Gamma Distribution

Provides functions for the variance gamma distribution. Density, distribution and quantile functions. Functions for random number generation and fitting of the variance gamma to data. Also, functions for computing moments of the variance gamma distribution of any order about any location. In addition, there are functions for checking the validity of parameters and to interchange different sets of parameterizations for the variance gamma distribution.

Functions (11)

VarianceGamma

The Variance Gamma Distribution

summary.vgFit

Summarizing Variance Gamma Distribution Fit

vgCalcRange

Range of a Variance Gamma Distribution

vgChangePars

Change Parameterizations of the Variance Gamma Distribution

vgCheckPars

Check Parameters of the Variance Gamma Distribution

Fit the Variance Gamma to Data

Find Starting Values for Fitting a Variance Gamma Distribution

vgMeanVarMode

Moments and Mode of the Variance Gamma Distribution

Calculate Moments of the Variance Gamma Distribution

Parameter Sets for Variance Gamma Distribution

Variance Gamma Quantile-Quantile and Percent-Percent Plots

VarianceGamma

The Variance Gamma Distribution

v0.4-0

GPL (>= 2)

Authors

David Scott <d.scott@auckland.ac.nz> and Christine Yang Dong <c.dong@auckland.ac.nz>

Initial release

2018-11-26

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