innager/edgee: Edgeworth Expansions and Higher-Order Inference

The package performs high-dimensional data analysis using empirical Edgeworth expansions (EE) for one- and two-sample ordinary and moderated t-statistics, as well as Welch t-test. It performs tail diagnostic based on EE and calculates various components of EE when distribution parameters or their estimates are provided. The package also includes unbiased central moment estimators for one- and two-sample tests up to 6th order.

install.packages("remotes")
remotes::install_github("innager/edgee")