A package on generalized hyperbolic distributions


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Documentation for package `ghyp' version 1.0.0

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ghyp-package A package on generalized hyperbolic distributions
AIC,mle.ghyp-method Extract Log-Likelihood and Akaike's Information Criterion
AIC.mle.ghyp Extract Log-Likelihood and Akaike's Information Criterion
coef,ghyp-method Extract parameters of generalized hyperbolic distribution objects
coef.ghyp Extract parameters of generalized hyperbolic distribution objects
coefficients,ghyp-method Extract parameters of generalized hyperbolic distribution objects
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-class Classes ghyp and mle.ghyp
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 generalized hyperbolic distributions
ghyp.params Deprecated Functions in ghyp package
hist,ghyp-method Histogram for univariate generalized hyperbolic distributions
hist-methods Histogram for univariate generalized hyperbolic distributions
hist.ghyp Histogram for univariate generalized hyperbolic distributions
hyp Create generalized hyperbolic distribution objects
lik.ratio.test Likelihood-ratio test
lin.transf Deprecated Functions in ghyp package
lines,ghyp-method Plot univariate generalized hyperbolic densities
lines-methods Plot univariate generalized hyperbolic densities
lines.ghyp Plot univariate generalized hyperbolic densities
logLik,mle.ghyp-method Extract Log-Likelihood and Akaike's Information Criterion
logLik.mle.ghyp Extract Log-Likelihood and Akaike's Information Criterion
mean,ghyp-method Expected value and variance-covariance of generalized hyperbolic distributions
mean-methods Expected value and variance-covariance of generalized hyperbolic distributions
mean.ghyp Expected value and variance-covariance of generalized hyperbolic distributions
mle.ghyp-class Classes ghyp and mle.ghyp
NIG Create generalized hyperbolic distribution objects
pairs,ghyp-method Pairs plot for multivariate generalized hyperbolic distributions
pairs-methods Pairs plot for multivariate generalized hyperbolic distributions
pairs.ghyp Pairs plot for multivariate generalized hyperbolic distributions
pghyp The Generalized Hyperbolic Distribution
pgig The Generalized Inverse Gaussian Distribution
plot,ghyp,missing-method Plot univariate generalized hyperbolic densities
plot-methods Plot univariate generalized hyperbolic densities
plot.ghyp Plot univariate generalized hyperbolic densities
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 Deprecated Functions in ghyp package
rghyp The Generalized Hyperbolic Distribution
rgig The Generalized Inverse Gaussian Distribution
show,ghyp-method Classes ghyp and mle.ghyp
show,mle.ghyp-method Classes ghyp and mle.ghyp
show.ghyp Classes ghyp and mle.ghyp
show.mle.ghyp Classes ghyp and mle.ghyp
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
summary,mle.ghyp-method mle.ghyp summary
summary-methods mle.ghyp summary
summary.mle.ghyp mle.ghyp summary
transform,ghyp-method Linear transformation and extraction of generalized hyperbolic distributions
transform.ghyp Linear transformation and extraction of generalized hyperbolic distributions
vcov,ghyp-method Expected value and variance-covariance of generalized hyperbolic distributions
vcov-methods Expected value and variance-covariance of generalized hyperbolic distributions
vcov.ghyp Expected value and variance-covariance of generalized hyperbolic distributions
VG Create generalized hyperbolic distribution objects
[,ghyp,numeric,missing,missing-method Linear transformation and extraction of generalized hyperbolic distributions
[.ghyp Linear transformation and extraction of generalized hyperbolic distributions