Contents:

• Welcome to tspydistributions
• Location and Scale Family
• pdqr module
  • Normal distribution
  • Student’s T distribution
  • Generalized Error distribution
  • Skewed Distributions by Inverse Scale Factors
  • Johnson’s SU distribution
  • Generalized Hyperbolic distribution
  • Generalized Hyperbolic Skew Student’s T distribution
• density module
  • Density Functions
• api module
  • Distribution
  • EstimatedDistribution
  • ProfiledDistribution
• tspydistributions gallery

Indices and tables

• Index

• Module Index

• Search Page

References

[1]

K. Aas and I.H. Haff. The generalized hyperbolic skew student's t-distribution. Journal of Financial Econometrics, 4(2):275–309, 2006.

[2]

Ole Barndorff-Nielsen. Exponentially decreasing distributions for the logarithm of particle size. Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences, 353(1674):401–419, 1977.

[3]

C. Fernandez and M.F. Steel. On bayesian modeling of fat tails and skewness. Journal of the American Statistical Association, 93(441):359–371, 1998.

[4]

Norman L Johnson. Systems of frequency curves generated by methods of translation. Biometrika, 36(1/2):149–176, 1949.

[5]

K. Prause. The generalized hyperbolic model: Estimation, financial derivatives, and risk measures. PhD thesis, University of Freiburg, 1999.

[6]

Robert A Rigby, Mikis D Stasinopoulos, Gillian Z Heller, and Fernanda De Bastiani. Distributions for modeling location, scale, and shape: Using GAMLSS in R. CRC press, 2019.