triangulr: High-Performance Triangular Distribution Functions

A collection of high-performance functions for the triangular distribution that consists of the probability density function, cumulative distribution function, quantile function, random variate generator, moment generating function, characteristic function, and expected shortfall function. References: Samuel Kotz, Johan Ren Van Dorp (2004) <doi:10.1142/5720> and Acerbi, Carlo and Tasche, Dirk. (2002) <doi:10.1111/1468-0300.00091>.

Getting started

Package details

AuthorAlvin Nursalim [aut, cre]
MaintainerAlvin Nursalim <irkaalv@gmail.com>
LicenseMIT + file LICENSE
Version1.2.1
URL https://github.com/irkaal/triangulr/ https://irkaal.github.io/triangulr/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("triangulr")

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triangulr documentation built on May 27, 2021, 9:10 a.m.