Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (0.0.7) of this package.
Take me there.
esaddle (version 0.0.6)
Extended Empirical Saddlepoint Density Approximations
Description
Tools for fitting the Extended Empirical Saddlepoint (EES) density of Fasiolo et al. (2018)
.
Copy Link
Link to current version
Version
Version
0.0.7
0.0.6
0.0.5
0.0.4
0.0.3
0.0.2
Install
install.packages('esaddle')
Monthly Downloads
167
Version
0.0.6
License
GPL (>= 2)
Issues
1
Pull Requests
0
Stars
1
Forks
3
Repository
https://github.com/mfasiolo/esaddle
Maintainer
Matteo Fasiolo
Last Published
January 10th, 2020
Functions in esaddle (0.0.6)
Search all functions
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