CRAN

GeneralizedHyperbolic 0.8-4

The Generalized Hyperbolic Distribution

Released May 15, 2018 by David Scott

This package can be loaded by Renjin but 14 out 54 tests failed.

Dependencies

DistributionUtils 0.5-1 MASS 7.3-50

Functions for the hyperbolic and related distributions. Density, distribution and quantile functions and random number generation are provided for the hyperbolic distribution, the generalized hyperbolic distribution, the generalized inverse Gaussian distribution and the skew-Laplace distribution. Additional functionality is provided for the hyperbolic distribution, normal inverse Gaussian distribution and generalized inverse Gaussian distribution, including fitting of these distributions to data. Linear models with hyperbolic errors may be fitted using hyperblmFit.

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>GeneralizedHyperbolic</artifactId>
    <version>0.8-4-b3</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:GeneralizedHyperbolic')

Test Results

This package was last tested against Renjin 0.9.2687 on Aug 25, 2018.

Source

R

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Release History