CfEstimateQuantiles: Estimate quantiles using any order Cornish-Fisher expansion

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

Package details

AuthorMaxim Yurchuk
MaintainerMaxim Yurchuk <maxim.yurchuk@gmail.com>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("CfEstimateQuantiles")

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CfEstimateQuantiles documentation built on May 1, 2019, 10:11 p.m.