[SciPy-Dev] ENH - New stat distribution | Generalized Hyperbolic

[Ralf Gommers]

On Wed, Dec 30, 2020 at 9:11 AM Gabriele Bonomi <g.bonomib at gmail.com> wrote:

> Hello guys,
>
> I would like to socialize the fact that some work being currently done
> <https://github.com/scipy/scipy/pull/13298> to include the Generalized
> Hyperbolic Distribution
> <https://en.wikipedia.org/wiki/Generalised_hyperbolic_distributio> to
> scipy.
>
> In a nutshell, this is a distribution that generalize a few other
> distributions already in scipy (e.g. t, normal inverse gaussian, laplace -
> among others)
>
> I do not think this is a duplicate, but please shoot if you have any
> concerns/suggestions wrt the above.
>

Thanks Gabriele, sounds like a good idea to add that distribution.

Cheers,
Ralf
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