A collection of R and C++ functions to work with the generalized hyperbolic distribution, related distributions and their applications in financial risk management and quantitative analysis.
| Version: | 0.1-5 |
| Depends: | partitions, Rmpfr |
| Published: | 2012-11-02 |
| Author: | Thanh T. Tran |
| Maintainer: | Thanh T. Tran <frmqa.package at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| In views: | Distributions, Finance |
| CRAN checks: | frmqa results |
| Reference manual: | frmqa.pdf |
| Package source: | frmqa_0.1-5.tar.gz |
| Windows binaries: | r-devel: frmqa_0.1-5.zip, r-release: frmqa_0.1-5.zip, r-oldrel: frmqa_0.1-5.zip |
| macOS binaries: | r-release (arm64): frmqa_0.1-5.tgz, r-oldrel (arm64): frmqa_0.1-5.tgz, r-release (x86_64): frmqa_0.1-5.tgz, r-oldrel (x86_64): frmqa_0.1-5.tgz |
| Old sources: | frmqa archive |
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