This package is a companion to the paper by Lam and Mottet "Tail Analysis without Parametric Models: A Worst-case Perspective". It is designed to solve programs (1) and (11) by focusing on the respective equivalent optimization programs (5) and (EC.19), when their feasbile region are restricted to distribution functions with at most two point supports.
|Maintainer||Clementine Mottet <[email protected]>|
|Package repository||View on GitHub|
Install the latest version of this package by entering the following in R:
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.