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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)
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Install
install.packages('esaddle')
Monthly Downloads
183
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)
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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