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.

Browse man pages Browse package API and functions Browse package files

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

Man pages

AS269: Higher order Cornish Fisher approximation.
cumulant2moment: Convert raw cumulants to moments.
dapx_edgeworth: Approximate density and distribution via Edgeworth expansion.
dapx_gca: Approximate density and distribution via Gram-Charlier A...
moment2cumulant: Convert moments to raw cumulants.
NEWS: News for package 'PDQutils':
PDQutils: PDQ Functions via Gram Charlier, Edgeworth, and Cornish...
qapx_cf: Approximate quantile via Cornish-Fisher expansion.
rapx_cf: Approximate random generation via Cornish-Fisher expansion.

Functions

AS269 Man page Source code
PDQutils Man page
PDQutils-NEWS Man page
PDQutils-package Man page
advance Source code
cumulant2moment Man page Source code
dapx_edgeworth Man page Source code
dapx_gca Man page Source code
gca_setup Source code
moment2cumulant Man page Source code
papx_edgeworth Man page Source code
papx_gca Man page Source code
qapx_cf Man page Source code
rapx_cf Man page Source code
scale_moments Source code
shift_moments Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/PDQutils.R
inst/doc/PDQutils.pdf
inst/doc/PDQutils.Rnw
tests
tests/testthat.R
tests/testthat
tests/testthat/test-gc.r
tests/testthat/test-cf.r
tests/testthat/test-edgeworth.r
NAMESPACE
R
R/cornish_fisher.r
R/edgeworth.r
R/gram_charlier.r
R/moments.r
R/PDQutils.r
vignettes
vignettes/PDQutils.sty
vignettes/PDQutils.bib
vignettes/PDQutils.Rnw
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/PDQutils.Rd
man/NEWS.Rd
man/dapx_edgeworth.Rd
man/dapx_gca.Rd
man/cumulant2moment.Rd
man/qapx_cf.Rd
man/rapx_cf.Rd
man/moment2cumulant.Rd
man/AS269.Rd
tools
tools/figure
tools/figure/chisetup-1.png
tools/figure/chithree-1.png
tools/figure/snakuni-1.png
tools/figure/improvedqq-1.png
tools/figure/chitwo-1.png
tools/figure/testit-1.png
.Rinstignore
PDQutils documentation built on May 20, 2017, 1:32 a.m.