# spd #

The **S**emi-**P**arametric **D**istribution is a piecewise distribution constructed by parametrically modelling the tails of the distribution
using an appropriate distribution (the generalized pareto is used here) and the interior by kernel methods. The package implements fit, 
distribution, density, quantile and random number generation. It is actively used in both the [rugarch](https://bitbucket.org/alexiosg/rugarch) and [rmgarch](https://bitbucket.org/alexiosg/rmgarch) packages.

The stable version is on [CRAN](http://cran.r-project.org/web/packages/spd/index.html).