esaddle: Extended Empirical Saddlepoint Density Approximation
Version 0.0.3

Tools for fitting the Extended Empirical Saddlepoint (EES) density.

AuthorMatteo Fasiolo and Simon Wood
Date of publication2017-01-09 09:49:44
MaintainerMatteo Fasiolo <matteo.fasiolo@gmail.com>
LicenseGPL (>= 2)
Version0.0.3
URL https://github.com/mfasiolo/esaddle
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("esaddle")

Popular man pages

demvn: Evaluate the density of a multivariate Gaussian fit
dsaddle: Evaluating the Extended Empirical Saddlepoint (EES) density
ecgf: Cumulant generating function estimation
findMode: Finding the mode of the empirical saddlepoint density
robCov: Robust covariance matrix estimation
rsaddle: Simulate random variables from the Extended Empirical...
selectDecay: Tuning the Extended Empirical Saddlepoint (EES) density by...
See all...

All man pages Function index File listing

Man pages

demvn: Evaluate the density of a multivariate Gaussian fit
dsaddle: Evaluating the Extended Empirical Saddlepoint (EES) density
ecgf: Cumulant generating function estimation
findMode: Finding the mode of the empirical saddlepoint density
robCov: Robust covariance matrix estimation
rsaddle: Simulate random variables from the Extended Empirical...
selectDecay: Tuning the Extended Empirical Saddlepoint (EES) density by...

Functions

Trace Source code
clusterExport Source code
clusterSetUp Source code
ctrlSetup Source code
demvn Man page Source code Source code
dsaddle Man page Source code
ecgf Man page Source code Source code
ecgfMix Source code
findMode Man page Source code
forceEval Source code
funEval Source code
hessFromGrad Source code
laplApprox Source code
meanExpTrick Source code
mstOptim Source code
qrInverse Source code
robCov Man page Source code Source code
rsaddle Man page Source code
selectDecay Man page Source code Source code
sumExpTrick Source code

Files

inst
inst/CITATION
inst/tests
inst/tests/test-ecgCpp.R
inst/tests/test-dsaddle.R
inst/doc
inst/doc/esaddle.R
inst/doc/esaddle.Rmd
inst/doc/esaddle.html
tests
tests/test-all.R
src
src/Makevars
src/esaddle.h
src/ecgfCpp.cpp
src/Makevars.win
NAMESPACE
R
R/on_load.R
R/findMode.R
R/I_sumExpTrick.R
R/rsaddle.R
R/I_ecgfMix.R
R/I_gradSaddle.R
R/ecgf.R
R/I_clusterExport.R
R/I_laplApprox.R
R/selectDecay.R
R/mstOptim.R
R/I_hessFromGrad.R
R/robCov.R
R/I_ctrlSetup.R
R/I_clusterSetUp.R
R/I_qrInverse.R
R/I_forceEval.R
R/dsaddle.R
R/I_funEval.R
R/demvn.R
R/I_Trace.R
vignettes
vignettes/esaddle.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/ecgf.Rd
man/findMode.Rd
man/dsaddle.Rd
man/robCov.Rd
man/selectDecay.Rd
man/rsaddle.Rd
man/demvn.Rd
esaddle documentation built on May 19, 2017, 2:09 p.m.

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