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.

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
https://github.com/shabbychef/PDQutils

View on CRAN

Files

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

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