The Generalized Hyperbolic Distribution, Related Distributions and Their Applications in Finance


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Documentation for package ‘frmqa’ version 0.1-5

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frmqa-package A Package for *F*inancial *R*isk Management and *Q*uantitative *A*nalysis
Bell Bell Coefficients Calculation
besselK_inc_clo Exact Calculation of the Incomplete BesselK Function
besselK_inc_err Calculation of the Incomplete BesselK Functions in Terms of the Complementary Error Functions
besselK_inc_ite Approximation of the Incomplete BesselK Function Iteratively
CalIncLapInt Evaluation of Analytical Formulae for the Incomplete Laplace Integral
derivErfc Calculate High Order Derivatives of Composite Functions
frmqa A Package for *F*inancial *R*isk Management and *Q*uantitative *A*nalysis
gamma_inc_err Accurate Calculation of the Incomplete Gamma Functions Using Analytical Formulae
pgig Accurate Evaluation of Tail Probabilities of the Generalized Inverse Gaussian Distribution