EQL-package {EQL}

Extended Quasi-Likelihood Function (EQL)

Description

The package EQL contains functions for

• computation of the EQL for a given family of variance functions

• Edgeworth approximations

• Saddlepoint approximations

• related auxiliary functions (e.g. Hermite polynomials)

See section ‘Index’ for a list of exported functions. Section ‘Internals’ lists the internal functions of the package, which are not exported but may be referenced by EQL:::.functionName.

Details

Version:	1.0-0
Date:	2009-06-18
Depends:	ttutils(>= 0.1-0)
Imports:	lattice(>= 0.17-17)
License:	GPL-2
Built:	R 2.8.1; ; 2009-06-22 15:24:08; unix

Index

approximation	: Approximation class
cumulants	: Cumulant class for the saddlepoint approximation
edgeworth	: Edgeworth approximation
eql	: Maximization of the EQL function for a particular
	: variance family for a given set of parameters
extBinomialVarianceFamily	: Extended binomial variance family (V(\mu)=\mu^k(1-\mu)^l)
gammaCumulants	: Cumulant functions of the Gamma distribution
gaussianCumulants	: Cumulant functions of the normal distribution
hermite	: Hermite polynomials
inverseGaussianCumulants	: Cumulant functions of the inverse-gaussian distribution
powerVarianceFamily	: Power variance family (V(\mu)=\mu^\theta)
saddlepoint	: Saddlepoint approximation
varianceFamily	: Variance family class

Internals

.eql	: Computes a single EQL value
.getFactor	: Calculates the normalizing factor for the saddlepoint approximation
.missingFormals	: Check if a list contains all the arguments of a particular function

Author(s)

Thorn Thaler <[e-mail]>

Maintainer: Thorn Thaler <[e-mail]>

See Also

ttutils