A package on generalized hyperbolic distributions


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Documentation for package `ghyp' version 0.9.2

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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.moments Get methods for objects inheriting from class ghypbase
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