R Observatory: Metrics for ghyp version 1.6.5

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

ghyp

1.6.5

Generalized Hyperbolic Distribution and Its Special Cases

6packages depend

12.1Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Marc WeibelFirst published 2007-02-2825 releasesCRAN page ↗

Detailed functionality for working with the univariate and multivariate Generalized Hyperbolic distribution and its special cases (Hyperbolic (hyp), Normal Inverse Gaussian (NIG), Variance Gamma (VG), skewed Student-t and Gaussian distribution). Especially, it contains fitting procedures, an AIC-based model selection routine, and functions for the computation of density, quantile, probability, random variates, expected shortfall and some portfolio optimization and plotting routines as well as the likelihood ratio test. In addition, it contains the Generalized Inverse Gaussian distribution. See Chapter 3 of A. J. McNeil, R. Frey, and P. Embrechts. Quantitative risk management: Concepts, techniques and tools. Princeton University Press, Princeton (2005).

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("ghyp", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-ghyp

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-ghyp

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-ghyp

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 3.8 min · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

5

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 28 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 89%
Documented parameters: 90%
Return-value docs: 93%
References docs: 31%

Downloads

12.1K

CRAN downloads in the past year

Rank #4,330 · ~33/day · ~1K/mo

Releases R versions

Daily download trend is not available in this view yet.

47330 days

1.8K90 days

12.1K1 year

Compare downloads with other packages →

Also on460 r2u31 autocran97 c2d4u

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Depends (6)

R >= 2.7methodsnumDerivgraphicsstatsMASS

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

6direct

2indirect

sharpeRratio MixGHD StockDistFit fitHeavyTail yuimaGUI ffp

Code & Tests

People & History

People (3)

Maintainer (1)

Marc Weibel

Author, Maintainer · added in 1.6.0

Authors (3)

Marc Weibel

Author, Maintainer · added in 1.6.0

Henriette-Elise Breymann

Author · added in 1.6.5

David Luethi

Author

Listed in earlier versions (1)

Wolfgang Breymann

no longer listed · 0.9.0 to 1.6.4

Package Timeline

25 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
1.6.5Latest
2024-08-26 · current release · diff ↗
R
R 4.4.0 released · 2024-04-24
1.6.4
2023-08-21 · diff ↗
R
R 4.3.0 released · 2023-04-21
1.6.3
2022-11-02 · diff ↗
1.6.2
2022-05-09 · diff ↗
unarchivedReturned to CRAN
2022-05-09
archivedRemoved from CRAN
2022-05-07
installation issues were not corrected in time
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
1.6.1
2020-05-05 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.6.0
2020-04-21 · diff ↗
1.5.9
2020-02-03 · diff ↗

Show 39 earlier events

1.5.8
2020-01-23 · diff ↗
unarchivedReturned to CRAN
2020-01-23
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
orphanedOrphaned by its maintainer
2018-02-11
email address bounced Same as 'FKF'
R
R 3.4.0 released · 2017-04-21
1.5.7
2016-08-17 · diff ↗
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
R
R 3.1.0 released · 2014-04-10
R
R 3.0.0 released · 2013-04-03
1.5.6
2013-02-05 · diff ↗
R
R 2.15.0 released · 2012-03-30
1.5.5
2012-01-15 · diff ↗
R
R 2.14.0 released · 2011-10-31
R
R 2.13.0 released · 2011-04-13
1.5.4
2010-12-01 · diff ↗
R
R 2.12.0 released · 2010-10-15
1.5.3
2010-07-03 · diff ↗
R
R 2.11.0 released · 2010-04-22
R
R 2.10.0 released · 2009-10-26
1.5.2
2009-10-11 · diff ↗
1.5.1
2009-05-24 · diff ↗
R
R 2.9.0 released · 2009-04-17
1.5.0
2008-11-27 · diff ↗
1.4.0
2008-10-29 · diff ↗
R
R 2.8.0 released · 2008-10-20
1.3.0
2008-07-08 · diff ↗
R
R 2.7.0 released · 2008-04-22
1.2.0
2008-03-07 · diff ↗
1.1.0
2008-02-05 · diff ↗
R
R 2.6.0 released · 2007-10-03
1.0.0
2007-09-21 · diff ↗
0.9.3
2007-07-07 · diff ↗
0.9.2
2007-06-11 · diff ↗
R
R 2.5.0 released · 2007-04-24
0.9.0
2007-04-05 · diff ↗
0.8.3
2007-02-28
R
R 2.4.0 released · 2006-10-03

Package metadata

First published: 2007-02-28
Total releases: 25 / 19 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 2.7
Bundled data: 81 KB / 2 files
Download size: 877 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Probability Distributions Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ghyp")

Format

Weibel, M., Breymann, H., & Luethi, D. (2024). ghyp: Generalized Hyperbolic Distribution and Its Special Cases (Version 1.6.5) [Computer software]. https://doi.org/10.32614/CRAN.package.ghyp

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for ghyp version 1.6.5 [Data set]. HJJB, LLC. Data release v2026-08-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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