R: Generalized Hyperbolic Distribution and Its Special Cases

# Generalized Hyperbolic Distribution and Its Special Cases

## Documentation for package ‘ghyp’ version 1.6.5

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

ghyp-package | A package on the generalized hyperbolic distribution and its special cases
AIC-method | Extract Log-Likelihood and Akaike's Information Criterion
AIC.mle.ghyp | Extract Log-Likelihood and Akaike's Information Criterion
coef-method | Extract parameters of generalized hyperbolic distribution objects
coef.ghyp | Extract parameters of generalized hyperbolic distribution objects
coefficients-method | Extract parameters of generalized hyperbolic distribution objects
contribution | Class ghyp.attribution
contribution-method | Class ghyp.attribution
dghyp | The Generalized Hyperbolic Distribution
dgig | The Generalized Inverse Gaussian Distribution
Egig | The Generalized Inverse Gaussian Distribution
ESghyp | Risk and Performance Measures
ESghyp.attribution | Risk attribution.
ESgig | The Generalized Inverse Gaussian Distribution
fit.gaussmv | Fitting generalized hyperbolic distributions to multivariate data
fit.gaussuv | Fitting generalized hyperbolic distributions to univariate data
fit.ghypmv | Fitting generalized hyperbolic distributions to multivariate data
fit.ghypuv | Fitting generalized hyperbolic distributions to univariate data
fit.hypmv | Fitting generalized hyperbolic distributions to multivariate data
fit.hypuv | Fitting generalized hyperbolic distributions to univariate data
fit.NIGmv | Fitting generalized hyperbolic distributions to multivariate data
fit.NIGuv | Fitting generalized hyperbolic distributions to univariate data
fit.tmv | Fitting generalized hyperbolic distributions to multivariate data
fit.tuv | Fitting generalized hyperbolic distributions to univariate data
fit.VGmv | Fitting generalized hyperbolic distributions to multivariate data
fit.VGuv | Fitting generalized hyperbolic distributions to univariate data
gauss | Create generalized hyperbolic distribution objects
ghyp | Create generalized hyperbolic distribution objects
ghyp-class | Classes ghyp and mle.ghyp
ghyp.ad | Create generalized hyperbolic distribution objects
ghyp.attribution-class | Class ghyp.attribution
ghyp.data | Get methods for objects inheriting from class ghyp
ghyp.dim | Get methods for objects inheriting from class ghyp
ghyp.fit.info | Get methods for objects inheriting from class ghyp
ghyp.kurtosis | Expected value, variance-covariance, skewness and kurtosis of generalized hyperbolic distributions
ghyp.moment | Compute moments of generalized hyperbolic distributions
ghyp.name | Get methods for objects inheriting from class ghyp
ghyp.omega | Risk and Performance Measures
ghyp.skewness | Expected value, variance-covariance, skewness and kurtosis of generalized hyperbolic distributions
hist-method | Histogram for univariate generalized hyperbolic distributions
hist-methods | Histogram for univariate generalized hyperbolic distributions
hist.ghyp | Histogram for univariate generalized hyperbolic distributions
hyp | Create generalized hyperbolic distribution objects
hyp.ad | Create generalized hyperbolic distribution objects
indices | Monthly returns of five indices
lik.ratio.test | Likelihood-ratio test
lines-method | Plot univariate generalized hyperbolic densities
lines-methods | Plot univariate generalized hyperbolic densities
lines.ghyp | Plot univariate generalized hyperbolic densities
logLik-method | Extract Log-Likelihood and Akaike's Information Criterion
logLik.mle.ghyp | Extract Log-Likelihood and Akaike's Information Criterion
mean-method | Expected value, variance-covariance, skewness and kurtosis of generalized hyperbolic distributions
mean-methods | Expected value, variance-covariance, skewness and kurtosis of generalized hyperbolic distributions
mean.ghyp | Expected value, variance-covariance, skewness and kurtosis of generalized hyperbolic distributions
mle.ghyp-class | Classes ghyp and mle.ghyp
NIG | Create generalized hyperbolic distribution objects
NIG.ad | Create generalized hyperbolic distribution objects
pairs-method | Pairs plot for multivariate generalized hyperbolic distributions
pairs-methods | Pairs plot for multivariate generalized hyperbolic distributions
pairs.ghyp | Pairs plot for multivariate generalized hyperbolic distributions
pghyp | The Generalized Hyperbolic Distribution
pgig | The Generalized Inverse Gaussian Distribution
plot-method | Plot ES contribution
plot-method | Plot univariate generalized hyperbolic densities
plot-methods | Plot univariate generalized hyperbolic densities
plot.ghyp | Plot univariate generalized hyperbolic densities
plot.ghyp.attrib | Plot ES contribution
portfolio.optimize | Portfolio optimization with respect to alternative risk measures
qghyp | The Generalized Hyperbolic Distribution
qgig | The Generalized Inverse Gaussian Distribution
qqghyp | Quantile-Quantile Plot
rghyp | The Generalized Hyperbolic Distribution
rgig | The Generalized Inverse Gaussian Distribution
scale-method | Scaling and Centering of ghyp Objects
scale.ghyp | Scaling and Centering of ghyp Objects
sensitivity | Class ghyp.attribution
sensitivity-method | Class ghyp.attribution
show-method | Classes ghyp and mle.ghyp
show.ghyp | Classes ghyp and mle.ghyp
show.mle.ghyp | Classes ghyp and mle.ghyp
smi.stocks | Daily returns of five swiss blue chips and the SMI
stepAIC.ghyp | Perform a model selection based on the AIC
student.t | Create generalized hyperbolic distribution objects
student.t.ad | Create generalized hyperbolic distribution objects
summary-method | mle.ghyp summary
summary-methods | mle.ghyp summary
summary.mle.ghyp | mle.ghyp summary
transform-method | Linear transformation and extraction of generalized hyperbolic distributions
transform.ghyp | Linear transformation and extraction of generalized hyperbolic distributions
vcov-method | Expected value, variance-covariance, skewness and kurtosis of generalized hyperbolic distributions
vcov-methods | Expected value, variance-covariance, skewness and kurtosis of generalized hyperbolic distributions
vcov.ghyp | Expected value, variance-covariance, skewness and kurtosis of generalized hyperbolic distributions
VG | Create generalized hyperbolic distribution objects
VG.ad | Create generalized hyperbolic distribution objects
weights-method | Class ghyp.attribution
[-method | Linear transformation and extraction of generalized hyperbolic distributions
[.ghyp | Linear transformation and extraction of generalized hyperbolic distributions