PDQutils-package |
PDQ Functions via Gram Charlier, Edgeworth, and Cornish Fisher Approximations |
AS269 |
Higher order Cornish Fisher approximation. |
cumulant2moment |
Convert raw cumulants to moments. |
dapx_edgeworth |
Approximate density and distribution via Edgeworth expansion. |
dapx_gca |
Approximate density and distribution via Gram-Charlier A expansion. |
moment2cumulant |
Convert moments to raw cumulants. |
papx_edgeworth |
Approximate density and distribution via Edgeworth expansion. |
papx_gca |
Approximate density and distribution via Gram-Charlier A expansion. |
PDQutils |
PDQ Functions via Gram Charlier, Edgeworth, and Cornish Fisher Approximations |
PDQutils-NEWS |
News for package 'PDQutils': |
qapx_cf |
Approximate quantile via Cornish-Fisher expansion. |
rapx_cf |
Approximate random generation via Cornish-Fisher expansion. |