ghyp-package |
A package on generalized hyperbolic distributions |
AIC,mle.ghypmv-method |
Extract Log-Likelihood and Akaike's Information Criterion |
AIC,mle.ghypuv-method |
Extract Log-Likelihood and Akaike's Information Criterion |
AIC.mle.ghyp |
Extract Log-Likelihood and Akaike's Information Criterion |
dghyp |
The Generalized Hyperbolic Distribution |
dgig |
The Generalized Inverse Gaussian Distribution |
Egig |
The Generalized Inverse Gaussian Distribution |
ESghyp |
The Generalized Hyperbolic Distribution |
ESgig |
The Generalized Inverse Gaussian Distribution |
fit.ghypmv |
Fitting generalized hyperbolic distributions to multivariate data |
fit.ghypuv |
Fitting generalized hyperbolic distributions to univariate data |
fit.hypmv |
Fitting generalized hyperbolic distributions to multivariate data |
fit.hypuv |
Fitting generalized hyperbolic distributions to univariate data |
fit.NIGmv |
Fitting generalized hyperbolic distributions to multivariate data |
fit.NIGuv |
Fitting generalized hyperbolic distributions to univariate data |
fit.tmv |
Fitting generalized hyperbolic distributions to multivariate data |
fit.tuv |
Fitting generalized hyperbolic distributions to univariate data |
fit.VGmv |
Fitting generalized hyperbolic distributions to multivariate data |
fit.VGuv |
Fitting generalized hyperbolic distributions to univariate data |
ghyp |
Create generalized hyperbolic distribution objects |
ghyp.data |
Get methods for objects inheriting from class ghypbase |
ghyp.fit.info |
Get methods for objects inheriting from class ghypbase |
ghyp.moment |
Compute moments of ghyp distributions |
ghyp.params |
Get methods for objects inheriting from class ghypbase |
ghypbase-class |
Class ghypbase |
ghypmv-class |
Class ghypmv |
ghypuv-class |
Class ghypuv |
hist,ghypuv-method |
Histogram for univariate generalized hyperbolic distributions |
hist-methods |
Histogram for univariate generalized hyperbolic distributions |
hist.ghypuv |
Histogram for univariate generalized hyperbolic distributions |
hyp |
Create generalized hyperbolic distribution objects |
lin.transf |
Linear transformation of generalized hyperbolic distributed random numbers |
logLik,mle.ghypmv-method |
Extract Log-Likelihood and Akaike's Information Criterion |
logLik,mle.ghypuv-method |
Extract Log-Likelihood and Akaike's Information Criterion |
logLik.mle.ghyp |
Extract Log-Likelihood and Akaike's Information Criterion |
mean,ghypbase-method |
Expected value and variance-covariance of generalized hyperbolic distributions |
mean-methods |
Expected value and variance-covariance of generalized hyperbolic distributions |
mean.ghypbase |
Expected value and variance-covariance of generalized hyperbolic distributions |
mle.ghypmv-class |
Class mle.ghypmv |
mle.ghypuv-class |
Class mle.ghypuv |
NIG |
Create generalized hyperbolic distribution objects |
pairs,ghypmv-method |
Pairs plot for multivariate generalized hyperbolic distributions |
pairs-methods |
Pairs plot for multivariate generalized hyperbolic distributions |
pairs.ghypmv |
Pairs plot for multivariate generalized hyperbolic distributions |
pghyp |
The Generalized Hyperbolic Distribution |
pgig |
The Generalized Inverse Gaussian Distribution |
portfolio.optimize |
Portfolio optimization given a multivariate generalized hyperbolic distribution |
qghyp |
The Generalized Hyperbolic Distribution |
qgig |
The Generalized Inverse Gaussian Distribution |
qqghyp |
Quantile-Quantile Plot |
redim |
Extract dimensions of multivariate generalized hyperbolic distributions |
rghyp |
The Generalized Hyperbolic Distribution |
rgig |
The Generalized Inverse Gaussian Distribution |
show,ghypmv-method |
Class ghypmv |
show,ghypuv-method |
Class ghypuv |
show,mle.ghypmv-method |
Class mle.ghypmv |
show,mle.ghypuv-method |
Class mle.ghypuv |
show.ghypmv |
Class ghypmv |
show.ghypuv |
Class ghypuv |
show.mle.ghypmv |
Class mle.ghypmv |
show.mle.ghypuv |
Class mle.ghypuv |
smi.stocks |
Daily returns of five swiss blue chips and the SMI |
stepAIC.ghyp |
Perform a model selection based on the AIC |
student.t |
Create generalized hyperbolic distribution objects |
vcov,ghypbase-method |
Expected value and variance-covariance of generalized hyperbolic distributions |
vcov-methods |
Expected value and variance-covariance of generalized hyperbolic distributions |
vcov.ghypbase |
Expected value and variance-covariance of generalized hyperbolic distributions |
VG |
Create generalized hyperbolic distribution objects |