Extended Empirical Saddlepoint Density Approximation

Tools for fitting the Extended Empirical Saddlepoint (EES) density.


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Reference manual

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install.packages("esaddle")

0.0.3 by Matteo Fasiolo, 2 years ago


https://github.com/mfasiolo/esaddle


Browse source code at https://github.com/cran/esaddle


Authors: Matteo Fasiolo and Simon Wood


Documentation:   PDF Manual  


GPL (>= 2) license


Imports compiler, stats, graphics, parallel, plyr, doParallel, mvnfast

Suggests knitr, testthat

Linking to Rcpp, RcppArmadillo


See at CRAN