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

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]
MaintainerSteven E. Pav <[email protected]>
URL https://github.com/shabbychef/PDQutils
Package repositoryView on CRAN
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PDQutils documentation built on May 2, 2019, 12:39 p.m.