hpa: Distributions Hermite Polynomial Approximation

Multivariate conditional and marginal densities, moments, cumulative distribution functions as well as binary choice and sample selection models based on Hermite polynomial approximation which was proposed and described by A. Gallant and D. W. Nychka (1987) <doi:10.2307/1913241>.

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Package details

AuthorPotanin Bogdan
MaintainerPotanin Bogdan <bogdanpotanin@gmail.com>
Package repositoryView on CRAN
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hpa documentation built on June 15, 2021, 5:07 p.m.