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
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Vignettes of esaddle

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esaddle.Rmd
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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

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