CfEstimateQuantiles-package {CfEstimateQuantiles}R Documentation

Estimate quantiles using any order Cornish-Fisher expansion

Description

Estimate quantiles using formula (18) from http://www.jaschke-net.de/papers/CoFi.pdf (Yaschke; 2001)

Details

Package: CfEstimateQuantiles
Type: Package
Version: 1.0
Date: 2013-05-12
License: GPL-2
LazyLoad: yes

Author(s)

Maxim Yurchuk <maxim.yurchuk@gmail.com>

References

http://www.jaschke-net.de/papers/CoFi.pdf


[Package CfEstimateQuantiles version 1.0 Index]