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.

Getting started

Package details

AuthorInna Gerlovina [aut, cre], Alan E. Hubbard [aut]
MaintainerInna Gerlovina <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
innager/edgee documentation built on May 22, 2019, 12:42 p.m.