A Davidian curve defines a seminonparametric density, whose shape and flexibility can be tuned by easy to estimate parameters. Since a special case of a Davidian curve is the standard normal density, Davidian curves can be used for relaxing normality assumption in statistical applications [1].
This package provides the density function, the gradient of the loglikelihood and a random generator for Davidian curves:
ddc(x, phi)
, Davidian curve density functionrdc(n, phi)
, a random sampler for Davidian curvesdc_grad(x, phi)
, the gradient function of Davidian curvesThe second argument phi
of these functions is a vector, which contains the parameter(s) of a Davidian curve. The higher the number of parameters, the more flexible the density. The values of the parameres define the shape of the curve. Following [1, 2], this package provides support for Davidian curves up to 10 parameters.
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