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

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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.

Author
Steven E. Pav [aut, cre]
Date of publication
2016-09-20 07:54:01
Maintainer
Steven E. Pav <shabbychef@gmail.com>
License
LGPL-3
Version
0.1.5
URLs

View on CRAN

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.

Files in this package

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/.Rinstignore