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Projects in Awesome Lists tagged with tail-probabilities

A curated list of projects in awesome lists tagged with tail-probabilities .

https://github.com/s-broda/quadraticformsmghyp.jl

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

expected-shortfall generalized-hyperbolic-distribution imhof inversion-formula normal-inverse-gaussian partial-moments quadratic-forms saddlepoint-approximation students-t tail-probabilities value-at-risk variance-gamma

Last synced: 12 Oct 2024