VarianceGamma

0.4-2

The Variance Gamma Distribution

3packages depend

30.6Kdownloads / year

0.0%test coverage

11/13checks pass

Overview

About

Maintained by David ScottFirst published 2009-04-226 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("VarianceGamma", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-variancegamma

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-VarianceGamma

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-VarianceGamma

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 1.2 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.94

0.0%

Coverage · measured lines

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 73%

Downloads

30.6K

CRAN downloads in the past year

Rank #2,517 · ~84/day · ~2.5K/mo

Releases R versions

Daily download trend is not available in this view yet.

1.2K30 days

7.9K90 days

30.6K1 year

Compare downloads with other packages →

Also on132 r2u3 autocran949 conda_forge73 c2d4u

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.0.1

Imports (5)

grDevicesgraphicsstatsDistributionUtils GeneralizedHyperbolic

LinkingTo (0)

none

Suggests (1)

RUnit

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

3direct

0indirect

DistributionUtils GeneralizedHyperbolic fitteR

Code & Tests

People & History

People (0)

Author records are not tracked yet for this package.

Listed in earlier versions (2)

Christine Yang Dong

no longer listed · 0.1-2 to 0.4-2

David Scott

no longer listed · 0.1-2 to 0.4-2

Package Timeline

6 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
0.4-2Latest
2023-11-26 · current release · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
0.4-0
2018-11-26 · diff ↗
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
0.3-1
2015-01-05 · diff ↗
R
R 3.1.0 released · 2014-04-10

Show 11 earlier events

R
R 3.0.0 released · 2013-04-03
R
R 2.15.0 released · 2012-03-30
R
R 2.14.0 released · 2011-10-31
R
R 2.13.0 released · 2011-04-13
R
R 2.12.0 released · 2010-10-15
R
R 2.11.0 released · 2010-04-22
0.3-0
2010-03-01 · diff ↗
0.2-1
2009-10-28 · diff ↗
R
R 2.10.0 released · 2009-10-26
0.1-2
2009-04-22
R
R 2.9.0 released · 2009-04-17

Package metadata

First published: 2009-04-22
Total releases: 6 / 17 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.0.1
Bundled data: 0.3 KB / 1 file
Download size: 53 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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