esaddle: Extended Empirical Saddlepoint Density Approximations

Tools for fitting the Extended Empirical Saddlepoint (EES) density of Fasiolo et al. (2018) <doi:10.1214/18-EJS1433>.

Getting started

Package details

AuthorMatteo Fasiolo and Simon N. Wood
MaintainerMatteo Fasiolo <matteo.fasiolo@gmail.com>
LicenseGPL (>= 2)
Version0.0.7
URL https://github.com/mfasiolo/esaddle
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("esaddle")

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esaddle documentation built on April 26, 2021, 5:06 p.m.