Extended Empirical Saddlepoint Density Approximations

Tools for fitting the Extended Empirical Saddlepoint (EES) density of Fasiolo et al. (2018) .


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("esaddle")

0.0.7 by Matteo Fasiolo, 5 months ago


https://github.com/mfasiolo/esaddle


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


Authors: Matteo Fasiolo and Simon N. Wood


Documentation:   PDF Manual  


GPL (>= 2) license


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

Suggests knitr, markdown, testthat

Linking to Rcpp, RcppArmadillo


See at CRAN