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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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CRAN Check Status

13 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (14)

Dependency Network

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

Version History

new 0.8-7 Mar 10, 2026
updated 0.8-7 ← 0.8-6 diff Mar 28, 2025
updated 0.8-6 ← 0.8-4 diff Nov 25, 2023
updated 0.8-4 ← 0.8-1 diff May 14, 2018
updated 0.8-1 ← 0.8-0 diff Jan 4, 2015
updated 0.8-0 ← 0.7-0 diff Apr 12, 2012
updated 0.7-0 ← 0.2-0 diff Dec 20, 2011
new 0.2-0 Feb 28, 2010