Reference

Fan charts
fan() fan0()	Fan Plot of Distributions Percentiles Over Time.
Split normal distribution
dsplitnorm() psplitnorm() qsplitnorm() rsplitnorm()	The Split Normal Distribution (or 2 Piece Normal Distribution).
Data
boe	Parameters for MPC CPI Inflation Projections from Q1 2004 to Q4 2013.
cpi	Percentage Change (over 12 months) of United Kingdom Consumer Price Inflation
ips	ONS International Passenger Survey Long-Term International Migration 1975-2012
svpdx	Pound-Dollar Exchange Rate Data
th.mcmc	1000 MCMC Simulations of Estimated Volatility from Pound Dollar Exchange Rate Data.