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CfEstimateQuantiles (version 1.0)
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)
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Version
Version
1.0
Install
install.packages('CfEstimateQuantiles')
Monthly Downloads
13
Version
1.0
License
GPL-2
Maintainer
Maxim Yurchuk
Last Published
May 18th, 2013
Functions in CfEstimateQuantiles (1.0)
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CfEstimateQuantiles-package
Estimate quantiles using any order Cornish-Fisher expansion
cf_estimate_quantiles
Estimate quantiles of random variable