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VarianceGamma

The Variance Gamma Distribution

v0.4-2 · Nov 25, 2023 · GPL (>= 2)

Description

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.

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r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
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NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘David Scott <d.scott@auckland.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "David",
                      family = "Scott",
                      role = c("aut", "cre"),
                      email = "d.scott@auckland.ac.nz"),
               person(given = c("Christine", "Yang"),
                      family = "Dong",
                      role = "aut",
                      email = "c.dong@auckland.ac.nz"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘David Scott <d.scott@auckland.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "David",
                      family = "Scott",
                      role = c("aut", "cre"),
                      email = "d.scott@auckland.ac.nz"),
               person(given = c("Christine", "Yang"),
                      family = "Dong",
                      role = "aut",
                      email = "c.dong@auckland.ac.nz"))
as necessary.
OK r-devel-linux-x86_64-fedora-clang

*


            
OK r-devel-linux-x86_64-fedora-gcc

*


            
OK r-devel-macos-arm64

*


            
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

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘David Scott <d.scott@auckland.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "David",
                      family = "Scott",
                      role = c("aut", "cre"),
                      email = "d.scott@auckland.ac.nz"),
               person(given = c("Christine", "Yang"),
                      family = "Dong",
                      role = "aut",
                      email = "c.dong@auckland.ac.nz"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘David Scott <d.scott@auckland.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "David",
                      family = "Scott",
                      role = c("aut", "cre"),
                      email = "d.scott@auckland.ac.nz"),
               person(given = c("Christine", "Yang"),
                      family = "Dong",
                      role = "aut",
                      email = "c.dong@auckland.ac.nz"))
as necessary.

Reverse Dependencies (3)

Dependency Network

Dependencies Reverse dependencies DistributionUtils GeneralizedHyperbolic DistributionUtils GeneralizedHyperbolic fitteR VarianceGamma

Version History

new 0.4-2 Mar 9, 2026