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GeneralizedHyperbolic

The Generalized Hyperbolic Distribution

v0.8-7 · Mar 29, 2025 · GPL (>= 2)

Description

Functions for the hyperbolic and related distributions. Density, distribution and quantile functions and random number generation are provided for the hyperbolic distribution, the generalized hyperbolic distribution, the generalized inverse Gaussian distribution and the skew-Laplace distribution. Additional functionality is provided for the hyperbolic distribution, normal inverse Gaussian distribution and generalized inverse Gaussian distribution, including fitting of these distributions to data. Linear models with hyperbolic errors may be fitted using hyperblmFit.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Reverse Dependencies (15)

Dependency Network

Dependencies Reverse dependencies DistributionUtils MASS BCSreg BayesLN GenHMM1d NormalLaplace PLreg SkewHyperbolic VarianceGamma chopper exdqlm tsdistributions xpect DistributionUtils fitdistrplus fitteR rSPDE GeneralizedHyperbolic

Version History

new 0.8-7 Mar 9, 2026