Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/cornish_fisher.r

Approximate random generation via approximate quantile function.

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`n` |
number of observations. If 'length(n) > 1', the length is taken to be the number required. |

`raw.cumulants` |
an atomic array of the 1st through kth raw cumulants. The first value is the mean of the distribution, the second should be the variance of the distribution, the remainder are raw cumulants. |

`support` |
the support of the density function. It is assumed
that the density is zero on the complement of this open interval.
This defaults to |

Given the cumulants of a probability distribution, we approximate the quantile function via a Cornish-Fisher expansion.

A vector of approximate draws.

Steven E. Pav [email protected]

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