CRAN
DistributionUtils 0.6-0
Distribution Utilities
Released Nov 27, 2018 by David Scott
Utilities are provided which are of use in the packages I have developed for dealing with distributions. Currently these packages are GeneralizedHyperbolic, VarianceGamma, and SkewHyperbolic and NormalLaplace. Each of these packages requires DistributionUtils. Functionality includes sample skewness and kurtosis, log-histogram, tail plots, moments by integration, changing the point about which a moment is calculated, functions for testing distributions using inversion tests and the Massart inequality. Also includes an implementation of the incomplete Bessel K function.
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies>
<dependency>
<groupId>org.renjin.cran</groupId>
<artifactId>DistributionUtils</artifactId>
<version>0.6-0-b1</version>
</dependency>
</dependencies>
<repositories>
<repository>
<id>bedatadriven</id>
<name>bedatadriven public repo</name>
<url>https://nexus.bedatadriven.com/content/groups/public/</url>
</repository>
</repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:DistributionUtils')
Test Results
This package was last tested against Renjin 0.9.2716 on Dec 19, 2018.
- besselRatio-examples
- distCalcRange-examples
- distIneqMassart-examples
- distMode-examples
- distStepSize-examples
- doRUnit
- incompleteBesselK-examples
- integrateDens-examples
- inversionTests-examples
- is.wholenumber-examples
- logHist-examples
- momChangeAbout-examples
- momIntegrated-examples
- momSE-examples
- moranTest-examples
- pDist-examples
- safeIntegrate-examples
- sampleMoments-examples
- tailPlot-examples
- tsHessian-examples