DPQ: Density, Probability, Quantile ('DPQ') Computations

Computations for approximations and alternatives for the 'DPQ' (Density (pdf), Probability (cdf) and Quantile) functions for probability distributions in R. Primary focus is on (central and non-central) beta, gamma and related distributions such as the chi-squared, F, and t. -- For several distribution functions, provide functions implementing formulas from Johnson, Kotz, and Kemp (1992) <doi:10.1002/bimj.4710360207> and Johnson, Kotz, and Balakrishnan (1995) for discrete or continuous distributions respectively. This is for the use of researchers in these numerical approximation implementations, notably for my own use in order to improve standard R pbeta(), qgamma(), ..., etc: {'"dpq"'-functions}.

Package details

AuthorMartin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>), Morten Welinder [ctb] (pgamma C code, see PR#7307, Jan. 2005; further pdhyper()), Wolfgang Viechtbauer [ctb] (dtWV(), 2002), Ross Ihaka [ctb] (src/qchisq_appr.c), Marius Hofert [ctb] (lsum(), lssum()), R-core [ctb] (src/{dpq.h, algdiv.c, pnchisq.c, bd0.c}), R Foundation [cph] (src/qchisq-appr.c)
MaintainerMartin Maechler <maechler@stat.math.ethz.ch>
LicenseGPL (>= 2)
Version0.5-9
URL https://specfun.r-forge.r-project.org/ https://r-forge.r-project.org/R/?group_id=611 https://r-forge.r-project.org/scm/viewvc.php/pkg/DPQ/?root=specfun svn://svn.r-forge.r-project.org/svnroot/specfun/pkg/DPQ
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("DPQ", repos="http://R-Forge.R-project.org")

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DPQ documentation built on Dec. 5, 2023, 3:05 a.m.