Density, Probability, Quantile ('DPQ') Computations


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Documentation for package ‘DPQ’ version 0.5-8

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A B C D E F G H L M N O P Q R S Z misc

DPQ-package Density, Probability, Quantile ('DPQ') Computations

-- A --

algdiv Compute log(gamma(b)/gamma(a+b)) when b >= 8
all_mpfr Numerical Utilities - Functions, Constants
any_mpfr Numerical Utilities - Functions, Constants

-- B --

bd0 Utility Functions for 'dgamma()' - Pure R Versions
bd0C Utility Functions for 'dgamma()' - Pure R Versions
bd0_l1pm Utility Functions for 'dgamma()' - Pure R Versions
bd0_p1l1d Utility Functions for 'dgamma()' - Pure R Versions
bd0_p1l1d1 Utility Functions for 'dgamma()' - Pure R Versions
Bern Bernoulli Numbers
betaI (Log) Beta Approximations
bpser 'pbeta()' 'bpser' series computation
b_chi Compute E[chi_nu]/sqrt(nu) useful for t- and chi-Distributions
b_chiAsymp Compute E[chi_nu]/sqrt(nu) useful for t- and chi-Distributions

-- C --

chebyshevEval Chebyshev Polynomial Evaluation
chebyshevPoly Chebyshev Polynomial Evaluation
chebyshev_nc Chebyshev Polynomial Evaluation
c_dt Compute E[chi_nu]/sqrt(nu) useful for t- and chi-Distributions
c_dtAsymp Compute E[chi_nu]/sqrt(nu) useful for t- and chi-Distributions
c_pt Compute E[chi_nu]/sqrt(nu) useful for t- and chi-Distributions

-- D --

dbinom_raw R's C Mathlib (Rmath) dbinom_raw() Binomial Probability pure R Function
dchisqAsym Approximations of the (Noncentral) Chi-Squared Density
dgamma.R Gamma Density Function Alternatives
dhyperBinMolenaar HyperGeometric (Point) Probabilities via Molenaar's Binomial Approximation
dnbinom.mu Pure R Versions of R's C (Mathlib) dnbinom() Negative Binomial Probabilities
dnbinomR Pure R Versions of R's C (Mathlib) dnbinom() Negative Binomial Probabilities
dnchisqBessel Approximations of the (Noncentral) Chi-Squared Density
dnchisqR Approximations of the (Noncentral) Chi-Squared Density
dnoncentchisq Approximations of the (Noncentral) Chi-Squared Density
dntJKBf Non-central t-Distribution Density - Algorithms and Approximations
dntJKBf1 Non-central t-Distribution Density - Algorithms and Approximations
dpois_raw Utility Functions for 'dgamma()' - Pure R Versions
dpois_simpl Utility Functions for 'dgamma()' - Pure R Versions
dpois_simpl0 Utility Functions for 'dgamma()' - Pure R Versions
DPQ Density, Probability, Quantile ('DPQ') Computations
dpsifn Psi Gamma Functions Workhorse from R's API
dtWV Noncentral t Distribution Density by Viechtbauer

-- E --

ebd0 Utility Functions for 'dgamma()' - Pure R Versions
ebd0C Utility Functions for 'dgamma()' - Pure R Versions

-- F --

f05lchoose R versions of Simple Formulas for Logarithmic Binomial Coefficients
format01prec Format Numbers in [0,1] with "Precise" Result
frexp Base-2 Representation and Multiplication of Numbers

-- G --

g2 Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
gammaVer Gamma Function Versions
gnt Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
G_half Numerical Utilities - Functions, Constants

-- H --

h Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
h0 Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
h1 Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
h2 Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
hnt Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
hyper2binomP Transform Hypergeometric Distribution Parameters to Binomial Probability

-- L --

lbetaI (Log) Beta Approximations
lbetaM (Log) Beta Approximations
lbetaMM (Log) Beta Approximations
lbeta_asy (Log) Beta Approximations
lb_chi0 Compute E[chi_nu]/sqrt(nu) useful for t- and chi-Distributions
lb_chi00 Compute E[chi_nu]/sqrt(nu) useful for t- and chi-Distributions
lb_chiAsymp Compute E[chi_nu]/sqrt(nu) useful for t- and chi-Distributions
ldexp Base-2 Representation and Multiplication of Numbers
lfastchoose R versions of Simple Formulas for Logarithmic Binomial Coefficients
lgamma1p Accurate 'log(gamma(a+1))'
lgamma1p. Accurate 'log(gamma(a+1))'
lgamma1pC Accurate 'log(gamma(a+1))'
lgamma1p_series Accurate 'log(gamma(a+1))'
lgammaAsymp Asymptotic Log Gamma Function
lgammacor Utility Functions for 'dgamma()' - Pure R Versions
log1mexp Compute log(1 - exp(-a)) and log(1 + exp(x)) Numerically Optimally
log1mexpC Compute log(1 - exp(-a)) and log(1 + exp(x)) Numerically Optimally
log1pexpC Compute log(1 - exp(-a)) and log(1 + exp(x)) Numerically Optimally
log1pmx Accurate 'log(1+x) - x' Computation
log1pmxC Accurate 'log(1+x) - x' Computation
logcf Continued Fraction Approximation of Log-Related Power Series
logcfR Continued Fraction Approximation of Log-Related Power Series
logcfR. Continued Fraction Approximation of Log-Related Power Series
logQab_asy (Log) Beta Approximations
logr Numerical Utilities - Functions, Constants
logspace.add Logspace Arithmetix - Addition and Subtraction
logspace.sub Logspace Arithmetix - Addition and Subtraction
lssum Compute Logarithm of a Sum with Signed Large Summands
lsum Properly Compute the Logarithm of a Sum (of Exponentials)

-- M --

modf Numerical Utilities - Functions, Constants
M_cutoff Numerical Utilities - Functions, Constants
M_LN2 Numerical Utilities - Functions, Constants
M_minExp Numerical Utilities - Functions, Constants
M_SQRT2 Numerical Utilities - Functions, Constants

-- N --

newton Simple R level Newton Algorithm, Mostly for Didactical Reasons

-- O --

okLongDouble Numerical Utilities - Functions, Constants

-- P --

p1l1 Numerically Stable p1l1(t) = (t+1)*log(1+t) - t
p1l1. Numerically Stable p1l1(t) = (t+1)*log(1+t) - t
p1l1p Numerically Stable p1l1(t) = (t+1)*log(1+t) - t
p1l1ser Numerically Stable p1l1(t) = (t+1)*log(1+t) - t
pbetaRv1 Pure R Implementation of Old pbeta()
pchisqV Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
pchisqW Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
pchisqW. Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
pchisqW.R Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
pdhyper Pure R version of R's C level phyper()
phyper1molenaar Molenaar's Normal Approximations to the Hypergeometric Distribution
phyper2molenaar Molenaar's Normal Approximations to the Hypergeometric Distribution
phyperAllBin Compute Hypergeometric Probabilities via Binomial Approximations
phyperAllBinM Compute Hypergeometric Probabilities via Binomial Approximations
phyperApprAS152 Normal Approximation to cumulative Hyperbolic Distribution - AS 152
phyperBin.1 HyperGeometric Distribution via Approximate Binomial Distribution
phyperBin.2 HyperGeometric Distribution via Approximate Binomial Distribution
phyperBin.3 HyperGeometric Distribution via Approximate Binomial Distribution
phyperBin.4 HyperGeometric Distribution via Approximate Binomial Distribution
phyperBinMolenaar HyperGeometric Distribution via Molenaar's Binomial Approximation
phyperBinMolenaar.1 HyperGeometric Distribution via Molenaar's Binomial Approximation
phyperBinMolenaar.2 HyperGeometric Distribution via Molenaar's Binomial Approximation
phyperBinMolenaar.3 HyperGeometric Distribution via Molenaar's Binomial Approximation
phyperBinMolenaar.4 HyperGeometric Distribution via Molenaar's Binomial Approximation
phyperIbeta Pearson's incomplete Beta Approximation to the Hyperbolic Distribution
phyperPeizer Peizer's Normal Approximation to the Cumulative Hyperbolic
phyperR R-only version of R's original phyper() algorithm
phyperR2 Pure R version of R's C level phyper()
phypers The Four (4) Symmetric 'phyper()' Calls
pl2curves Plot 2 Noncentral Distribution Curves for Visual Comparison
plRpois Compute Relative Size of i-th term of Poisson Distribution Series
pnbetaAppr2 Noncentral Beta Probabilities
pnbetaAppr2v1 Noncentral Beta Probabilities
pnbetaAS310 Noncentral Beta Probabilities
pnchi1sq (Probabilities of Non-Central Chi-squared Distribution for Special Cases
pnchi3sq (Probabilities of Non-Central Chi-squared Distribution for Special Cases
pnchisq (Approximate) Probabilities of Non-Central Chi-squared Distribution
pnchisqAbdelAty (Approximate) Probabilities of Non-Central Chi-squared Distribution
pnchisqBolKuz (Approximate) Probabilities of Non-Central Chi-squared Distribution
pnchisqIT (Approximate) Probabilities of Non-Central Chi-squared Distribution
pnchisqPatnaik (Approximate) Probabilities of Non-Central Chi-squared Distribution
pnchisqPearson (Approximate) Probabilities of Non-Central Chi-squared Distribution
pnchisqRC (Approximate) Probabilities of Non-Central Chi-squared Distribution
pnchisqSankaran_d (Approximate) Probabilities of Non-Central Chi-squared Distribution
pnchisqT93 (Approximate) Probabilities of Non-Central Chi-squared Distribution
pnchisqT93.a (Approximate) Probabilities of Non-Central Chi-squared Distribution
pnchisqT93.b (Approximate) Probabilities of Non-Central Chi-squared Distribution
pnchisqTerms (Approximate) Probabilities of Non-Central Chi-squared Distribution
pnchisqV (Approximate) Probabilities of Non-Central Chi-squared Distribution
pnchisq_ss (Approximate) Probabilities of Non-Central Chi-squared Distribution
pnormAsymp Asymptotic Approxmation of (Extreme Tail) 'pnorm()'
pnormL_LD10 Bounds for 1-Phi(.) - Mill's Ratio related Bounds for pnorm()
pnormU_S53 Bounds for 1-Phi(.) - Mill's Ratio related Bounds for pnorm()
pnt3150 Non-central t Probability Distribution - Algorithms and Approximations
pnt3150.1 Non-central t Probability Distribution - Algorithms and Approximations
pntChShP94 Non-central t Probability Distribution - Algorithms and Approximations
pntChShP94.1 Non-central t Probability Distribution - Algorithms and Approximations
pntJW39 Non-central t Probability Distribution - Algorithms and Approximations
pntJW39.0 Non-central t Probability Distribution - Algorithms and Approximations
pntLrg Non-central t Probability Distribution - Algorithms and Approximations
pntP94 Non-central t Probability Distribution - Algorithms and Approximations
pntP94.1 Non-central t Probability Distribution - Algorithms and Approximations
pntR Non-central t Probability Distribution - Algorithms and Approximations
pntR1 Non-central t Probability Distribution - Algorithms and Approximations
ppoisD Direct Computation of 'ppois()' Poisson Distribution Probabilities
ppoisErr Direct Computation of 'ppois()' Poisson Distribution Probabilities

-- Q --

Qab_terms (Log) Beta Approximations
qbeta.R Compute (Approximate) Quantiles of the Beta Distribution
qbetaAppr Compute (Approximate) Quantiles of the Beta Distribution
qbetaAppr.1 Compute (Approximate) Quantiles of the Beta Distribution
qbetaAppr.2 Compute (Approximate) Quantiles of the Beta Distribution
qbetaAppr.3 Compute (Approximate) Quantiles of the Beta Distribution
qbetaAppr.4 Compute (Approximate) Quantiles of the Beta Distribution
qbinomR Pure R Implementation of R's qbinom() with Tuning Parameters
qchisqAppr Compute Approximate Quantiles of the Chi-Squared Distribution
qchisqAppr.0 Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
qchisqAppr.1 Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
qchisqAppr.2 Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
qchisqAppr.3 Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
qchisqAppr.R Compute Approximate Quantiles of the Chi-Squared Distribution
qchisqApprCF1 Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
qchisqApprCF2 Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
qchisqCappr.2 Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
qchisqKG Compute Approximate Quantiles of the Chi-Squared Distribution
qchisqN Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
qchisqWH Compute Approximate Quantiles of the Chi-Squared Distribution
qgamma.R Compute (Approximate) Quantiles of the Gamma Distribution
qgammaAppr Compute (Approximate) Quantiles of the Gamma Distribution
qgammaApprKG Compute (Approximate) Quantiles of the Gamma Distribution
qgammaApprSmallP Compute (Approximate) Quantiles of the Gamma Distribution
qnbinomR Pure R Implementation of R's qnbinom() with Tuning Parameters
qnchisqAbdelAty Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
qnchisqAppr Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
qnchisqBolKuz Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
qnchisqPatnaik Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
qnchisqPearson Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
qnchisqSankaran_d Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
qnormAppr Approximations to 'qnorm()', i.e., z_alpha
qnormAsymp Asymptotic Approximation to Outer Tail of qnorm()
qnormCappr Approximations to 'qnorm()', i.e., z_alpha
qnormR Pure R version of R's 'qnorm()' with Diagnostics and Tuning Parameters
qnormR1 Pure R version of R's 'qnorm()' with Diagnostics and Tuning Parameters
qnormUappr Approximations to 'qnorm()', i.e., z_alpha
qnormUappr6 Approximations to 'qnorm()', i.e., z_alpha
qntR Pure R Implementation of R's qt() / qnt()
qntR1 Pure R Implementation of R's qt() / qnt()
qpoisR Pure R Implementation of R's qpois() with Tuning Parameters
qs Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
qtAppr Compute Approximate Quantiles of the (Non-Central) t-Distribution
qtNappr Compute Approximate Quantiles of the (Non-Central) t-Distribution
qtR Pure R Implementation of R's C-level t-Distribution Quantiles 'qt()'
qtR1 Pure R Implementation of R's C-level t-Distribution Quantiles 'qt()'
qtU 'uniroot()'-based Computing of t-Distribution Quantiles
qtU1 'uniroot()'-based Computing of t-Distribution Quantiles

-- R --

rexpm1 TOMS 708 Approximation REXP(x) of expm1(x) = exp(x) - 1
rlog1 Accurate 'log(1+x) - x' Computation
r_pois Compute Relative Size of i-th term of Poisson Distribution Series
r_pois_expr Compute Relative Size of i-th term of Poisson Distribution Series

-- S --

scalefactor Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
ss (Approximate) Probabilities of Non-Central Chi-squared Distribution
ss2 (Approximate) Probabilities of Non-Central Chi-squared Distribution
ss2. (Approximate) Probabilities of Non-Central Chi-squared Distribution
stirlerr Utility Functions for 'dgamma()' - Pure R Versions
stirlerr_simpl Utility Functions for 'dgamma()' - Pure R Versions
sW Wienergerm Approximations to (Non-Central) Chi-squared Probabilities

-- Z --

z.f Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
z.s Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
z0 Wienergerm Approximations to (Non-Central) Chi-squared Probabilities

-- misc --

.dntJKBch Non-central t-Distribution Density - Algorithms and Approximations
.dntJKBch1 Non-central t-Distribution Density - Algorithms and Approximations
.DT_0 Distribution Utilities "dpq"
.DT_1 Distribution Utilities "dpq"
.DT_Cexp Distribution Utilities "dpq"
.DT_CIv Distribution Utilities "dpq"
.DT_Clog Distribution Utilities "dpq"
.DT_Cval Distribution Utilities "dpq"
.DT_exp Distribution Utilities "dpq"
.DT_Log Distribution Utilities "dpq"
.DT_log Distribution Utilities "dpq"
.DT_qIv Distribution Utilities "dpq"
.DT_val Distribution Utilities "dpq"
.D_0 Distribution Utilities "dpq"
.D_1 Distribution Utilities "dpq"
.D_Clog Distribution Utilities "dpq"
.D_Cval Distribution Utilities "dpq"
.D_exp Distribution Utilities "dpq"
.D_LExp Distribution Utilities "dpq"
.D_log Distribution Utilities "dpq"
.D_Lval Distribution Utilities "dpq"
.D_qIv Distribution Utilities "dpq"
.D_val Distribution Utilities "dpq"
.p1l1ser Numerically Stable p1l1(t) = (t+1)*log(1+t) - t
.qgammaApprBnd Compute (Approximate) Quantiles of the Gamma Distribution
.suppHyper Compute Hypergeometric Probabilities via Binomial Approximations