PDQ Functions via Gram Charlier, Edgeworth, and Cornish Fisher Approximations


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Documentation for package ‘PDQutils’ version 0.1.6

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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.