esaddle: Extended Empirical Saddlepoint Density Approximation

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

Author
Matteo Fasiolo and Simon Wood
Date of publication
2016-11-28 13:04:38
Maintainer
Matteo Fasiolo <matteo.fasiolo@gmail.com>
License
GPL (>= 2)
Version
0.0.2
URLs

View on CRAN

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...

Files in this package

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