CRAN
LIHNPSD 0.2.1
Poisson Subordinated Distribution
Released Apr 13, 2012 by Stephen Horng-Twu Lihn
This package cannot yet be used with Renjin it depends on other packages which are not available: Rmpfr 0.7-1
Dependencies
Rmpfr 0.7-1 moments 0.14 BB 2014.10-1 optimx 2014.5.4 Bolstad2 1.0-28 sn 1.5-2
A Poisson Subordinated Distribution to capture major leptokurtic features in log-return time series of financial data.