Package: ghyp
Type: Package
Version: 1.6.3
Date: 2022-10-26
Title: Generalized Hyperbolic Distribution and Its Special Cases
Author: Marc Weibel, David Luethi, Wolfgang Breymann
Maintainer: Marc Weibel <marc.weibel@quantsulting.ch>
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: 7.1.0
Packaged: 2022-11-02 10:32:44 UTC; weibe
Date/Publication: 2022-11-02 12:00:10 UTC

Title: Fit and Simulate Generalised Hypergeometric Ensembles of Graphs
person("Giona", "Casiraghi", email = "giona@ethz.ch",
person("Vahan", "Nanumyan", email = "vahan@ethz.ch",
person("Laurence", "Brandenberger", email = "lbrandenberger@ethz.ch",
person("Giacomo", "Vaccario", email = "gvaccario@ethz.ch",
Description: Provides functions for model fitting and selection of generalised hypergeometric ensembles of random graphs (gHypEG).
To learn how to use it, check the vignettes for a quick tutorial.
Please reference its use as Casiraghi, G., Nanumyan, V. (2019) <doi:10.5281/zenodo.2555300>
together with those relevant references from the one listed below.
The package is based on the research developed at the Chair of Systems Design, ETH Zurich.
Casiraghi, G., Nanumyan, V., Scholtes, I., Schweitzer, F. (2016) <arXiv:1607.02441>.
Brandenberger, L., Casiraghi, G., Nanumyan, V., Schweitzer, F. (2019) <doi:10.1145/3341161.3342926>
Imports: parallel, plyr, numbers, purrr, extraDistr, dplyr, rlang,
Suggests: BiasedUrn, igraph, knitr, rmarkdown, ggplot2, texreg, ggraph
Author: Giona Casiraghi [aut, cre] (<https://orcid.org/0000-0003-0233-5747>),