ghyp

Generalized Hyperbolic Distribution and Its Special Cases

CRAN Package

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).


Documentation


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Insights

Last 30 days

This package has been downloaded 1,057 times in the last 30 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 23 times.

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0 downloadsMar 9, 2025
0 downloadsMar 10, 2025
0 downloadsMar 11, 2025
73 downloadsMar 12, 2025
62 downloadsMar 13, 2025
47 downloadsMar 14, 2025
71 downloadsMar 15, 2025
32 downloadsMar 16, 2025
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35 downloadsMar 18, 2025
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27 downloadsMar 27, 2025
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11 downloadsMar 29, 2025
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23 downloadsApr 10, 2025
0 downloadsApr 11, 2025
0 downloadsApr 12, 2025
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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 12,525 times in the last 365 days. That's enough downloads to make it mildly famous in niche technical communities. A badge of honor! The day with the most downloads was Apr 25, 2024 with 147 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Depends2 packages
  • Reverse Depends1 package
  • Reverse Imports4 packages
  • Reverse Suggests1 package