I have just uploaded a package for the hyperbolic distribution to CRAN.
>From the help file:
This library provides a collection of functions for working with
the hyperbolic distribution. Included are the
density function, distribution function, quantiles,
random number generation and fitting the hyperbolic distribution
to data (fit.hyperb). The function hyperb.change.pars
will interchange parameter values between different parameterisations.
The mean, variance and mode of a given hyperbolic distribution are
given by hyperb.mean, hyperb.var, and hyperb.mode
respectively. For assessing the fit of the hyperbolic distribution to
a set of data, the log-histogram is useful.
David Scott
_________________________________________________________________
David Scott Department of Statistics, Tamaki Campus
The University of Auckland, PB 92019
Auckland NEW ZEALAND
Phone: +64 9 373 7599 ext 86830 Fax: +64 9 373 7000
Email: d.scott at auckland.ac.nz
Graduate Officer, Department of Statistics
Webmaster, New Zealand Statistical Association:
http://www.stat.auckland.ac.nz/nzsa/