R: The Generalized Hyperbolic Distribution

# The Generalized Hyperbolic Distribution

## Documentation for package ‘GeneralizedHyperbolic’ version 0.8-6

- DESCRIPTION file.

## Help Pages

A C D G H M N P Q R S T V W

GeneralizedHyperbolic-package | The Package 'GeneralizedHyperbolic': Summary Information

## -- A --

ArkansasRiver | Soil Electrical Conductivity

## -- C --

coef.gigFit | Fit the Generalized Inverse Gausssian Distribution to Data
coef.hyperbFit | Fit the Hyperbolic Distribution to Data
coef.hyperblm | Fitting Linear Models with Hyperbolic Errors
coef.nigFit | Fit the normal inverse Gaussian Distribution to Data

## -- D --

ddghyp | Generalized Hyperbolic Distribution
ddgig | Generalized Inverse Gaussian Distribution
ddhyperb | Hyperbolic Distribution
ddnig | Normal Inverse Gaussian Distribution
dghyp | Generalized Hyperbolic Distribution
dgig | Generalized Inverse Gaussian Distribution
dhyperb | Hyperbolic Distribution
dnig | Normal Inverse Gaussian Distribution
dskewlap | Skew-Laplace Distribution

## -- G --

gammaLambda1 | Functions for Calculating Moments
gammaLambda2 | Functions for Calculating Moments
gammaRawMom | Calculate Moments of the Generalized Inverse Gaussian Distribution
ghypCalcRange | Range of a Generalized Hyperbolic Distribution
ghypChangePars | Change Parameterizations of the Generalized Hyperbolic Distribution
ghypCheckPars | Check Parameters of the Generalized Hyperbolic Distribution
ghypKurt | Moments and Mode of the Generalized Hyperbolic Distribution
ghypLargeParam | Parameter Sets for the Generalized Hyperbolic Distribution
ghypLargeShape | Parameter Sets for the Generalized Hyperbolic Distribution
ghypMean | Moments and Mode of the Generalized Hyperbolic Distribution
ghypMode | Moments and Mode of the Generalized Hyperbolic Distribution
ghypMom | Calculate Moments of the Generalized Hyperbolic Distribution
ghypParam | Parameter Sets for the Generalized Hyperbolic Distribution
ghypScale | Rescale a generalized hyperbolic distribution
ghypSkew | Moments and Mode of the Generalized Hyperbolic Distribution
ghypSmallParam | Parameter Sets for the Generalized Hyperbolic Distribution
ghypSmallShape | Parameter Sets for the Generalized Hyperbolic Distribution
ghypVar | Moments and Mode of the Generalized Hyperbolic Distribution
gigCalcRange | Range of a Generalized Inverse Gaussian Distribution
gigChangePars | Change Parameterizations of the Generalized Inverse Gaussian Distribution
gigCheckPars | Check Parameters of the Generalized Inverse Gaussian Distribution
gigFit | Fit the Generalized Inverse Gausssian Distribution to Data
gigFitStart | Find Starting Values for Fitting a Generalized Inverse Gaussian Distribution
gigFitStartLM | Find Starting Values for Fitting a Generalized Inverse Gaussian Distribution
gigFitStartMoM | Find Starting Values for Fitting a Generalized Inverse Gaussian Distribution
gigHessian | Calculate Two-Sided Hessian for the Generalized Inverse Gaussian Distribution
gigKurt | Moments and Mode of the Generalized Inverse Gaussian Distribution
gigLargeParam | Parameter Sets for the Generalized Inverse Gaussian Distribution
gigMean | Moments and Mode of the Generalized Inverse Gaussian Distribution
gigMode | Moments and Mode of the Generalized Inverse Gaussian Distribution
gigMom | Calculate Moments of the Generalized Inverse Gaussian Distribution
gigParam | Parameter Sets for the Generalized Inverse Gaussian Distribution
gigRawMom | Calculate Moments of the Generalized Inverse Gaussian Distribution
gigSkew | Moments and Mode of the Generalized Inverse Gaussian Distribution
gigSmallParam | Parameter Sets for the Generalized Inverse Gaussian Distribution
gigVar | Moments and Mode of the Generalized Inverse Gaussian Distribution

## -- H --

hyperbCalcRange | Range of a Hyperbolic Distribution
hyperbChangePars | Change Parameterizations of the Hyperbolic Distribution
hyperbCvMTest | Cramer-von~Mises Test of a Hyperbolic Distribution
hyperbCvMTestPValue | Cramer-von~Mises Test of a Hyperbolic Distribution
hyperbFit | Fit the Hyperbolic Distribution to Data
hyperbFitStart | Find Starting Values for Fitting a Hyperbolic Distribution
hyperbFitStartMoM | Find Starting Values for Fitting a Hyperbolic Distribution
hyperbHessian | Calculate Two-Sided Hessian for the Hyperbolic Distribution
hyperbKurt | Moments and Mode of the Hyperbolic Distribution
hyperbLargeParam | Parameter Sets for the Hyperbolic Distribution
hyperbLargeShape | Parameter Sets for the Hyperbolic Distribution
hyperblm | Fitting Linear Models with Hyperbolic Errors
hyperbMean | Moments and Mode of the Hyperbolic Distribution
hyperbMode | Moments and Mode of the Hyperbolic Distribution
hyperbParam | Parameter Sets for the Hyperbolic Distribution
hyperbSkew | Moments and Mode of the Hyperbolic Distribution
hyperbSmallParam | Parameter Sets for the Hyperbolic Distribution
hyperbSmallShape | Parameter Sets for the Hyperbolic Distribution
hyperbVar | Moments and Mode of the Hyperbolic Distribution
hyperbWSqTable | Percentage Points for the Cram'er-von Mises Test of the Hyperbolic Distribution

## -- M --

mamquam | Size of Gravels from Mamquam River
MLambda | Functions for Calculating Moments
momRecursion | Computes the moment coefficients recursively for generalized hyperbolic and related distributions

## -- N --

nervePulse | Intervals Between Pulses Along a Nerve Fibre
nigCalcRange | Range of a normal inverse Gaussian Distribution
nigFit | Fit the normal inverse Gaussian Distribution to Data
nigFitStart | Find Starting Values for Fitting a normal inverse Gaussian Distribution
nigFitStartMoM | Find Starting Values for Fitting a normal inverse Gaussian Distribution
nigHessian | Calculate Two-Sided Hessian for the Normal Inverse Gaussian Distribution
nigKurt | Moments and Mode of the Normal Inverse Gaussian Distribution
nigLargeParam | Parameter Sets for the Normal Inverse Gaussian Distribution
nigLargeShape | Parameter Sets for the Normal Inverse Gaussian Distribution
nigMean | Moments and Mode of the Normal Inverse Gaussian Distribution
nigMode | Moments and Mode of the Normal Inverse Gaussian Distribution
nigParam | Parameter Sets for the Normal Inverse Gaussian Distribution
nigSkew | Moments and Mode of the Normal Inverse Gaussian Distribution
nigSmallParam | Parameter Sets for the Normal Inverse Gaussian Distribution
nigSmallShape | Parameter Sets for the Normal Inverse Gaussian Distribution
nigVar | Moments and Mode of the Normal Inverse Gaussian Distribution

## -- P --

pghyp | Generalized Hyperbolic Distribution
pgig | Generalized Inverse Gaussian Distribution
phyperb | Hyperbolic Distribution
plot.gigFit | Fit the Generalized Inverse Gausssian Distribution to Data
plot.hyperbFit | Fit the Hyperbolic Distribution to Data
plot.hyperblm | Fitting Linear Models with Hyperbolic Errors
plot.nigFit | Fit the normal inverse Gaussian Distribution to Data
plotShapeTriangle | Plot the Shape Triangle
pnig | Normal Inverse Gaussian Distribution
ppghyp | Generalized Hyperbolic Quantile-Quantile and Percent-Percent Plots
ppgig | Generalized Inverse Gaussian Quantile-Quantile and Percent-Percent Plots
pphyperb | Hyperbolic Quantile-Quantile and Percent-Percent Plots
ppnig | Normal inverse Gaussian Quantile-Quantile and Percent-Percent Plots
ppskewlap | Skew-Laplace Quantile-Quantile and Percent-Percent Plots
print.gigFit | Fit the Generalized Inverse Gausssian Distribution to Data
print.hyperbCvMTest | Cramer-von~Mises Test of a Hyperbolic Distribution
print.hyperbFit | Fit the Hyperbolic Distribution to Data
print.hyperblm | Fitting Linear Models with Hyperbolic Errors
print.nigFit | Fit the normal inverse Gaussian Distribution to Data
print.summary.gigFit | Summarizing Normal Inverse Gaussian Distribution Fit
print.summary.hyperbFit | Summarizing Hyperbolic Distribution Fit
print.summary.hyperblm | Summary Output of Hyperbolic Regression
print.summary.nigFit | Summarizing Normal Inverse Gaussian Distribution Fit
pskewlap | Skew-Laplace Distribution

## -- Q --

qghyp | Generalized Hyperbolic Distribution
qgig | Generalized Inverse Gaussian Distribution
qhyperb | Hyperbolic Distribution
qnig | Normal Inverse Gaussian Distribution
qqghyp | Generalized Hyperbolic Quantile-Quantile and Percent-Percent Plots
qqgig | Generalized Inverse Gaussian Quantile-Quantile and Percent-Percent Plots
qqhyperb | Hyperbolic Quantile-Quantile and Percent-Percent Plots
qqnig | Normal inverse Gaussian Quantile-Quantile and Percent-Percent Plots
qqskewlap | Skew-Laplace Quantile-Quantile and Percent-Percent Plots
qskewlap | Skew-Laplace Distribution

## -- R --

resistors | Resistance of One-half-ohm Resistors
rghyp | Generalized Hyperbolic Distribution
rgig | Generalized Inverse Gaussian Distribution
rgig1 | Generalized Inverse Gaussian Distribution
rhyperb | Hyperbolic Distribution
RLambda | Functions for Calculating Moments
rnig | Normal Inverse Gaussian Distribution
rskewlap | Skew-Laplace Distribution

## -- S --

SandP500 | S&P 500
SLambda | Functions for Calculating Moments
summary.gigFit | Summarizing Normal Inverse Gaussian Distribution Fit
summary.hyperbFit | Summarizing Hyperbolic Distribution Fit
summary.hyperblm | Summary Output of Hyperbolic Regression
summary.nigFit | Summarizing Normal Inverse Gaussian Distribution Fit
sumX | Calculate Two-Sided Hessian for the Hyperbolic Distribution

## -- T --

traffic | Intervals Between Vehicles on a Road

## -- V --

vcov.gigFit | Fit the Generalized Inverse Gausssian Distribution to Data
vcov.hyperbFit | Fit the Hyperbolic Distribution to Data
vcov.nigFit | Fit the normal inverse Gaussian Distribution to Data

## -- W --

WLambda1 | Functions for Calculating Moments
WLambda2 | Functions for Calculating Moments
WLambda3 | Functions for Calculating Moments
WLambda4 | Functions for Calculating Moments