esaddle v0.0.6
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Extended Empirical Saddlepoint Density Approximations
Tools for fitting the Extended Empirical Saddlepoint (EES) density of Fasiolo et al. (2018) <doi:10.1214/18-EJS1433>.
Functions in esaddle
| Name | Description | |
| robCov | Robust covariance matrix estimation | |
| ecgf | Cumulant generating function estimation | |
| selectDecay | Tuning the Extended Empirical Saddlepoint (EES) density by cross-validation | |
| rsaddle | Simulate random variables from the Extended Empirical Saddlepoint density (ESS) | |
| dsaddle | Evaluating the Extended Empirical Saddlepoint (EES) density | |
| demvn | Evaluate the density of a multivariate Gaussian fit | |
| findMode | Finding the mode of the empirical saddlepoint density | |
| No Results! | ||
Vignettes of esaddle
| Name | ||
| esaddle.Rmd | ||
| No Results! | ||
Last month downloads
Details
| Type | Package |
| Date | 2020-01-01 |
| License | GPL (>= 2) |
| URL | https://github.com/mfasiolo/esaddle |
| LinkingTo | Rcpp, RcppArmadillo |
| VignetteBuilder | knitr |
| RoxygenNote | 7.0.2 |
| NeedsCompilation | yes |
| Packaged | 2020-01-10 16:54:02 UTC; teo |
| Repository | CRAN |
| Date/Publication | 2020-01-10 22:50:02 UTC |
| imports | compiler , doParallel , graphics , mvnfast , parallel , plyr , stats |
| suggests | knitr , testthat |
| linkingto | Rcpp , RcppArmadillo |
| Contributors | Matteo Fasiolo, Simon Wood |
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