The package EQL contains functions for
computation of the EQL for a given family of variance functions
Edgeworth approximations
Saddlepoint approximations
related auxiliary functions (e.g. Hermite polynomials)
See section ‘Index’ for a list of exported functions. Section
‘Internals’ lists the internal functions of the package, which
are not exported but may be referenced by
EQL:::.functionName.
approximation |
: Approximation class |
cumulants |
: Cumulant class for the saddlepoint approximation |
edgeworth |
: Edgeworth approximation |
eql |
: Maximization of the EQL function for a particular |
| : variance family for a given set of parameters | |
extBinomialVarianceFamily |
: Extended binomial variance family (\(V(\mu)=\mu^k(1-\mu)^l\)) |
gammaCumulants |
: Cumulant functions of the Gamma distribution |
gaussianCumulants |
: Cumulant functions of the normal distribution |
hermite |
: Hermite polynomials |
inverseGaussianCumulants |
: Cumulant functions of the inverse-gaussian distribution |
powerVarianceFamily |
: Power variance family (\(V(\mu)=\mu^\theta\)) |
saddlepoint |
: Saddlepoint approximation |
.eql |
: Computes a single EQL value |
.getFactor |
: Calculates the normalizing factor for the saddlepoint approximation |
| Version: | 1.0-0 |
| Date: | 2009-06-18 |
| Depends: | ttutils(>= 0.1-0) |
| Imports: | lattice(>= 0.17-17) |
| License: | GPL-2 |
| Built: | R 2.8.1; ; 2009-06-22 15:24:08; unix |