Generalized hyperbolic distribution (GHD)

 Generalized hyperbolic distribution (GHD) and its special cases, namely the hyperbolic (HYP) and normal inverse Gaussian (NIG) distributions, as well as the generalized lambda distribution (GLD)
data(smi.stocks)
> fitted.returns.mv <- fit.NIGmv(data=smi.stocks[1:500,c("CS","Nestle","Novartis")],
+                                 silent=TRUE)
There were 50 or more warnings (use warnings() to see the first 50)
>
> pairs(fitted.returns.mv, cex=0.5, nbins=20)
> fitted.smi.returns <- fit.hypuv(data=smi.stocks[,c("SMI")],silent=TRUE)
There were 50 or more warnings (use warnings() to see the first 50)
> par(mfrow=c(1,3))
>
> hist(fitted.smi.returns,ghyp.col="blue",legend.cex=0.7)
> hist(fitted.smi.returns,log.hist=T,nclass=30,plot.legend=F,ghyp.col="blue")
>
> qqghyp(fitted.smi.returns,plot.legend=T,legend.cex=0.7)