Topic: "generalized-hyperbolic-distribution"
s-broda/QuadraticFormsMGHyp.jl
A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors.
Language: Julia - Size: 708 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 5 - Forks: 2
Beliavsky/GenHyp-cpp
Generalized hyperbolic distribution in C++
Language: C++ - Size: 0 Bytes - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0
PyFE/InvGaussianQuad-R
The R code sets for "Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution"
Language: R - Size: 220 KB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 2
