DistributionUtils: Distribution Utilities
This package contains utilities which are of use in the
packages I have developed for dealing with distributions.
Currently these packages are GeneralizedHyperbolic,
VarianceGamma, and SkewHyperbolic and NormalLaplace. Each of
these packages requires DistributionUtils. Functionality
includes sample skewness and kurtosis, log-histogram, tail
plots, moments by integration, changing the point about which a
moment is calculated, functions for testing distributions using
inversion tests and the Massart inequality. Also includes an
implementation of the incomplete Bessel K function.