2014-10-05
* DESCRIPTION changed, RUnit Suggests. Makefile fixed, LEVEL = 1
deleted.
2013-04-22
* ghypParam.rda, hyperbParam.rda, nigParam.rda changed by rounding
the alpha and beta values to three decimal places. One decimal
place resulted in some alpha = abs(beta) cases.
2013-04-19
* ghypParam.rda, hyperbParam.rda, nigParam.rda changed by rounding
the alpha and beta values to one decimal place
* runit.dgig.R added to graphically test both standard and extreme
cases (being ones where omega > 700)
* dgig changed to avoid underflow. Log evaluated and
exponentially-scaled Bessel function used when omega > 700
2012-04-13
* ArkansasRiver added as a data set giving data provided by Eric
Morway from the US Geological Survey
* hyperblmFit, hyperblm added to allow fitting of linear models
with hyperbolic errors
2011-12-21
* hyperbFitStand, hyperbFitStandStart, dsghyp, ghypStandPars added
to provide facility for standardized generalized hyperbolic
distribution which has mean zero and variance one. Functions still
need to be documented however.
2011-01-04
* ghypChangePars changed to add fifth parameterization. Also order
of parameters changed in second parameterization to make rho the
third element of the parameter vector. This to agree with the rule
that the third parameter should relate to the skewness
2010-11-03
* hyperbHessian, nigHessian, gigHessian all added for calculation
of hessians of likelihoods
* gigParam added for testing gig functions
* gigFit, gigFitStart, summary.gigFit and gig data fitting
examples added, mainly work of David Cusack
2010-09-01
* qqgig, ppgig defaults changed when calculating quantiles and
probabilities to make them quicker and more reliable---very large
tolerances used since differences won't be obvious in plots
* pgig, qgig changed so that pgig uses incompleteBesselK from
DistributionUtils, and qgig uses the two part split at the mode
and then optionally a spline fit or integration
2010-08-04
* nig functions added (dnig, pnig, qnig, rnig, nigFit,
nigFitStart, etc)
2010-06-25
* ghypParam recreated to avoid using ghypChangeParam which causes
errors when building or checking
2010-06-22
* pghyp, qghyp modified using split at the mode
* plotShapeTriangle added so parameter values can be plotted on it
in examples for ghypParam to give just one use
2010-06-20
* nig functions added by Christine Dong: nigFit, nigFitStart, dqpr
functions for nig, nigCalcRange, moments for the nig
* gigFit and gigFitStart added to allow for fitting of the
generalized inverse Gaussian. Plot, print and summary methods are
included with the fitting routines.
* gigParam added to allow testing of the generalized inverse Gaussian
* ghypParam changed to give spread of values over the shape
triangle
2010-02-09
* GeneralizedHyperbolic version 0.2-0 created. Eliminated
functions already in DistributionUtils and made depend on
DistributionUtils