CfEstimateQuantiles: Estimate quantiles using any order Cornish-Fisher expansion

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Estimate quantiles using formula (18) from http://www.jaschke-net.de/papers/CoFi.pdf (Yaschke; 2001)

Author
Maxim Yurchuk
Date of publication
2013-05-18 02:04:44
Maintainer
Maxim Yurchuk <maxim.yurchuk@gmail.com>
License
GPL-2
Version
1.0

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Man pages

cf_estimate_quantiles
Estimate quantiles of random variable
CfEstimateQuantiles-package
Estimate quantiles using any order Cornish-Fisher expansion

Files in this package

CfEstimateQuantiles
CfEstimateQuantiles/MD5
CfEstimateQuantiles/man
CfEstimateQuantiles/man/cf_estimate_quantiles.Rd
CfEstimateQuantiles/man/CfEstimateQuantiles-package.Rd
CfEstimateQuantiles/R
CfEstimateQuantiles/R/cf_estimate_quantiles.R
CfEstimateQuantiles/NAMESPACE
CfEstimateQuantiles/DESCRIPTION