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 |