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SkewHyperbolic

The Skew Hyperbolic Student t-Distribution

v0.4-2 · Nov 25, 2023 · GPL (>= 2)

Description

Functions are provided for the density function, distribution function, quantiles and random number generation for the skew hyperbolic t-distribution. There are also functions that fit the distribution to data. There are functions for the mean, variance, skewness, kurtosis and mode of a given distribution and to calculate moments of any order about any centre. To assess goodness of fit, there are functions to generate a Q-Q plot, a P-P plot and a tail plot.

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NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘David Scott <d.scott@auckland.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "David",
                      family = "Scott",
                      role = c("aut", "cre"),
                      email = "d.scott@auckland.ac.nz"),
               person(given = "Fiona",
                      family = "Grimson",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘David Scott <d.scott@auckland.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "David",
                      family = "Scott",
                      role = c("aut", "cre"),
                      email = "d.scott@auckland.ac.nz"),
               person(given = "Fiona",
                      family = "Grimson",
                      role = "aut"))
as necessary.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘David Scott <d.scott@auckland.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "David",
                      family = "Scott",
                      role = c("aut", "cre"),
                      email = "d.scott@auckland.ac.nz"),
               person(given = "Fiona",
                      family = "Grimson",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘David Scott <d.scott@auckland.ac.nz>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "David",
                      family = "Scott",
                      role = c("aut", "cre"),
                      email = "d.scott@auckland.ac.nz"),
               person(given = "Fiona",
                      family = "Grimson",
                      role = "aut"))
as necessary.

Reverse Dependencies (6)

Dependency Network

Dependencies Reverse dependencies DistributionUtils GeneralizedHyperbolic rugarch tsdistributions DistributionUtils GeneralizedHyperbolic fitteR kdensity SkewHyperbolic

Version History

new 0.4-2 Mar 10, 2026
updated 0.4-2 ← 0.4-0 diff Nov 25, 2023
updated 0.4-0 ← 0.3-2 diff Nov 28, 2018
updated 0.3-2 ← 0.3-1 diff Jan 4, 2015
updated 0.3-1 ← 0.2-0 diff Apr 12, 2012
updated 0.2-0 ← 0.1-2 diff Feb 28, 2010
new 0.1-2 Oct 27, 2009