generalized-hyperbolic-distribution

There are 0 repository under generalized-hyperbolic-distribution topic.

s-broda / QuadraticFormsMGHyp.jl
A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors.
imhof quadratic-forms tail-probabilities expected-shortfall value-at-risk generalized-hyperbolic-distribution variance-gamma normal-inverse-gaussian students-t partial-moments saddlepoint-approximation inversion-formula
Language:Julia 4
PyFE / InvGaussianQuad-R
The R code sets for "Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution"
inverse-gaussian generalized-hyperbolic-distribution normal-inverse-gaussian gaussian-quadrature gauss-hermite-quadrature gaussian-mixture-model
Language:R 0