Package: ghyp
Type: Package
Title: A package on generalized hyperbolic distributions
Version: 0.8.3
Date: 2007-02-28
Author: Wolfgang Breymann, David Lthi
Maintainer: David Lthi <david.luethi@zhwin.ch>
LazyLoad: yes
LazyData: no
SaveImage: no
Depends:  R(>= 2.4), methods, numDeriv, graphics, gplots
Description: This package provides all about univariate and multivariate generalized hyperbolic distributions. 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
Packaged: Wed Feb 28 09:05:55 2007; lud
