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  "Date": "2024-08-13",
  "Title": "Generalized Hyperbolic Distribution and Its Special Cases",
  "Author": "Marc Weibel [aut, cre], David Luethi [aut], Henriette-Elise\nBreymann [aut]",
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  "Description": "Detailed functionality for working with the univariate and\nmultivariate Generalized Hyperbolic distribution and its\nspecial cases (Hyperbolic (hyp), Normal Inverse Gaussian (NIG),\nVariance Gamma (VG), skewed Student-t and Gaussian\ndistribution). Especially, it contains fitting procedures, an\nAIC-based model selection routine, and functions for the\ncomputation of density, quantile, probability, random variates,\nexpected shortfall and some portfolio optimization and plotting\nroutines as well as the likelihood ratio test. In addition, it\ncontains the Generalized Inverse Gaussian distribution. See\nChapter 3 of A. J. McNeil, R. Frey, and P. Embrechts.\nQuantitative risk management: Concepts, techniques and tools.\nPrinceton University Press, Princeton (2005).",
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    "transform",
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      "page": "ghyp-package",
      "title": "A package on the generalized hyperbolic distribution and its special cases",
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        "ghyp-package"
      ]
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      "page": "coef-method",
      "title": "Extract parameters of generalized hyperbolic distribution objects",
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        "coef.ghyp",
        "coefficients,ghyp-method"
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        "qghyp",
        "rghyp"
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        "show.ghyp",
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      "topics": [
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        "ghyp.omega"
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      "title": "Class ghyp.attribution",
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      "title": "Compute moments of generalized hyperbolic distributions",
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      "title": "The Generalized Inverse Gaussian Distribution",
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        "Egig",
        "ESgig",
        "pgig",
        "qgig",
        "rgig"
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    },
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      "page": "hist-methods",
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        "hist-methods",
        "hist.ghyp"
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    },
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        "AIC.mle.ghyp",
        "logLik,mle.ghyp-method",
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      "topics": [
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        "ghyp.skewness",
        "mean,ghyp-method",
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        "mean.ghyp",
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        "vcov-methods",
        "vcov.ghyp"
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      "page": "pairs-methods",
      "title": "Pairs plot for multivariate generalized hyperbolic distributions",
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        "pairs-methods",
        "pairs.ghyp"
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    {
      "page": "plot-lines-methods",
      "title": "Plot univariate generalized hyperbolic densities",
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        "lines-methods",
        "lines.ghyp",
        "plot,ghyp,missing-method",
        "plot-methods",
        "plot.ghyp"
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      "page": "portfolio.optimize",
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      "title": "Generalized Hyperbolic Distribution",
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      "headings": [
        "Introduction",
        "Definition",
        "Special cases of the generalized hyperbolic distribution",
        "Parametrization",
        "Fitting generalized hyperbolic distributions to data",
        "Applications, comments and references",
        "Shape of the univariate generalized hyperbolic distribution",
        "Modified Bessel function of the third kind",
        "Generalized Inverse Gaussian distribution",
        "Densities of the special cases of the GH distribution",
        "Conditional density of the mixing variable W",
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