GitHub / s-broda / QuadraticFormsMGHyp.jl

A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors.

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/s-broda%2FQuadraticFormsMGHyp.jl

Commit Stats

Commits: 69
Authors: 2
Mean commits per author: 34.5
Development Distribution Score: 0.203
More commit stats: https://commits.ecosyste.ms/hosts/GitHub/repositories/s-broda/QuadraticFormsMGHyp.jl

Topics: expected-shortfall, generalized-hyperbolic-distribution, imhof, inversion-formula, normal-inverse-gaussian, partial-moments, quadratic-forms, saddlepoint-approximation, students-t, tail-probabilities, value-at-risk, variance-gamma

Files

Dependencies