Packaged: Tue Jul  8 14:17:52 2008; root

Depends:  R(>= 2.7), methods, numDeriv, graphics, stats, gplots
Packaged: Wed Oct 29 04:50:07 2008; theussl

Packaged: Thu Nov 27 11:17:53 2008; luda

Title: A package on the generalized hyperbolic distribution and its
Depends: R(>= 2.7), methods, numDeriv, graphics, stats, gplots
Description: This package provides 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

Title: A Package on Generalized Hyperbolic Distribution and Its Special
Description: Detailed functionality for working
X-CRAN-Comment: Orphaned on 2018-02-11 as email address bounced.

Package: ghyp
Type: Package
Version: 1.5.8
Date: 2020-01-16
Title: Generalized Hyperbolic Distribution and Its Special Cases
Author: David Luethi, Wolfgang Breymann
Maintainer: Damien Challet <damien.challet@gmail.com>
LazyData: no
Depends: R(>= 2.7), methods, numDeriv, graphics, stats, MASS
Description: 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).
License: GPL (>= 2)
Encoding: latin1
Repository: CRAN
NeedsCompilation: yes
RoxygenNote: 7.0.2
Packaged: 2020-01-23 07:07:08 UTC; damien
Date/Publication: 2020-01-23 13:40:07 UTC