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DPQ: Density, Probability, Quantile ('DPQ') Computations
Computations for approximations and alternatives for the 'DPQ' (Density (pdf), Probability (cdf) and Quantile) functions for probability distributions in R. Primary focus is on (central and non-central) beta, gamma and related distributions such as the chi-squared, F, and t. -- For several distribution functions, provide functions implementing formulas from Johnson, Kotz, and Kemp (1992) <doi:10.1002/bimj.4710360207> and Johnson, Kotz, and Balakrishnan (1995) for discrete or continuous distributions respectively. This is for the use of researchers in these numerical approximation implementations, notably for my own use in order to improve standard R pbeta(), qgamma(), ..., etc: {'"dpq"'-functions}.
Package details |
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| Author | Martin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>), Morten Welinder [ctb] (pgamma C code, see PR#7307, Jan. 2005; further pdhyper()), Wolfgang Viechtbauer [ctb] (dtWV(), 2002), Ross Ihaka [ctb] (src/qchisq_appr.c), Marius Hofert [ctb] (lsum(), lssum()), R-core [ctb] (src/{dpq.h, algdiv.c, pnchisq.c, bd0.c}), R Foundation [cph] (src/qchisq-appr.c) |
| Maintainer | Martin Maechler <maechler@stat.math.ethz.ch> |
| License | GPL (>= 2) |
| Version | 0.5-9 |
| URL | https://specfun.r-forge.r-project.org/ https://r-forge.r-project.org/R/?group_id=611 https://r-forge.r-project.org/scm/viewvc.php/pkg/DPQ/?root=specfun svn://svn.r-forge.r-project.org/svnroot/specfun/pkg/DPQ |
| Package repository | View on CRAN |
| Installation |
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