Package: ghyp
Type: Package
Title: A package on generalized hyperbolic distributions
Version: 1.0.0
Date: 2007-09-14
Author: Wolfgang Breymann, David Luethi
Maintainer: David Luethi <david.luethi@zhaw.ch>
LazyLoad: yes
LazyData: no
SaveImage: no
Depends: R(>= 2.5), methods, numDeriv, graphics, stats, gplots
Description: This package provides all about univariate and
        multivariate generalized hyperbolic distributions and its
        special cases (Hyperbolic, Normal Inverse Gaussian, Variance
        Gamma and skewed Student-t distribution). Especially fitting
        procedures, computation of the density, quantile, probability,
        random variates, expected shortfall and some portfolio
        optimization and plotting routines. In addition the generalized
        inverse gaussian distribution is contained in this package.
License: GPL (GNU Public Licence), Version 2 or later
Encoding: latin1
Packaged: Mon Sep 17 18:05:28 2007; root
Built: R 2.5.1; ; 2007-09-21 17:57:19; windows
