⚠️There's a newer version (0.1.6) of this package. Take me there.

PDQutils (version 0.1.3)

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

Description

A collection of tools for approximating the 'PDQ' functions (respectively, the cumulative distribution, density, and quantile) of probability distributions via classical expansions involving moments and cumulants.

Copy Link

Version

Down Chevron

Install

install.packages('PDQutils')

Monthly Downloads

261

Version

0.1.3

License

LGPL-3

Issues

Pull Requests

Stars

Forks

Maintainer

Last Published

January 5th, 2016

Functions in PDQutils (0.1.3)