s-broda / QuadraticFormsMGHyp.jl Star 6 Code Issues Pull requests A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors. variance-gamma value-at-risk partial-moments expected-shortfall saddlepoint-approximation normal-inverse-gaussian quadratic-forms imhof tail-probabilities generalized-hyperbolic-distribution students-t inversion-formula Updated Dec 15, 2025 Julia
Beliavsky / GenHyp-cpp Star 0 Code Issues Pull requests Generalized hyperbolic distribution in C++ statistics probability-distribution generalized-hyperbolic-distribution Updated Mar 29, 2025 C++
PyFE / InvGaussianQuad-R Star 0 Code Issues Pull requests The R code sets for "Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution" gaussian-mixture-model gaussian-quadrature normal-inverse-gaussian inverse-gaussian generalized-hyperbolic-distribution gauss-hermite-quadrature Updated Feb 5, 2021 R