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juliahub.com : QuadraticFormsMGHyp
A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors.
Registry
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Source
- Documentation
- JSON
purl: pkg:julia/QuadraticFormsMGHyp
Keywords: expected-shortfall, quadratic-forms, students-t, imhof, value-at-risk, normal-inverse-gaussian, inversion-formula, variance-gamma, partial-moments, tail-probabilities, saddlepoint-approximation, generalized-hyperbolic-distribution
License: MIT
Latest release: 3 months ago
First release: about 4 years ago
Stars: 4 on GitHub
Forks: 1 on GitHub
Total Commits: 69
Committers: 2
Average commits per author: 34.5
Development Distribution Score (DDS): 0.203
More commit stats: commits.ecosyste.ms
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Last synced: about 1 month ago