CfEstimateQuantiles-package: 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)
Details
|
Package: |
| CfEstimateQuantiles |
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Type: |
| Package |
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Version: |
| 1.0 |
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Date: |
| 2013-05-12 |
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License: |
| GPL-2 |
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LazyLoad: |
| yes |
References
http://www.jaschke-net.de/papers/CoFi.pdf