README.md

In mfasiolo/esaddle: Extended Empirical Saddlepoint Density Approximations

This package (now on CRAN!) implements the Extended Empirical Saddlepoint density approximation (EES) described in Fasiolo et al., 2016.

For more information, see the vignette.

References

• Fasiolo, M., Wood, S. N., Hartig, F. and Bravington, M. V. (2016). An Extended Empirical Saddlepoint Approximation for Intractable Likelihoods. ArXiv http://arxiv.org/abs/1601.01849.

mfasiolo/esaddle documentation built on June 28, 2021, 8:49 a.m.