shabbychef/PDQutils: PDQ Functions via Gram Charlier, Edgeworth, and Cornish Fisher Approximations

A collection of tools for approximating the 'PDQ' functions (respectively, the cumulative distribution, density, and quantile) of probability distributions via classical expansions involving moments and cumulants.

Getting started

Package details

MaintainerSteven E. Pav <[email protected]>
LicenseLGPL-3
Version0.1.6.1000
URL https://github.com/shabbychef/PDQutils
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("shabbychef/PDQutils")
shabbychef/PDQutils documentation built on May 26, 2017, 6:57 a.m.