s-broda/QuadraticFormsMGHyp.jl

A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors.

语言：Julia · GitHub 星标：6 · Fork：1

话题：expected-shortfall · generalized-hyperbolic-distribution · imhof · inversion-formula · normal-inverse-gaussian · partial-moments · quadratic-forms · saddlepoint-approximation

在 GitHub 上查看原仓库