PDQutils: PDQ Functions via Gram Charlier, Edgeworth, and Cornish Fisher Approximations
Version 0.1.6

A collection of tools for approximating the 'PDQ' functions (respectively, the cumulative distribution, density, and quantile) of probability distributions via classical expansions involving moments and cumulants.

Package details

AuthorSteven E. Pav [aut, cre]
Date of publication2017-03-18 08:37:53 UTC
MaintainerSteven E. Pav <[email protected]>
LicenseLGPL-3
Version0.1.6
URL https://github.com/shabbychef/PDQutils
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("PDQutils")

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PDQutils documentation built on May 30, 2017, 3:42 a.m.