Extended Empirical Saddlepoint Density Approximations

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


Reference manual

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0.0.7 by Matteo Fasiolo, 9 months ago


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