Distributions Hermite Polynomial Approximation

Multivariate conditional and marginal densities, moments, cumulative distribution functions as well as binary choice and sample selection models based on the Hermite polynomial approximation which was proposed and described by A. Gallant and D. W. Nychka (1987) .


Reference manual

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install.packages("hpa")

1.3.4 by Bogdan Potanin, 6 months ago


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


Authors: Bogdan Potanin [aut, cre, ctb] , Sofiia Dolgikh [ctb]


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp, RcppParallel

Suggests ggplot2, mvtnorm, titanic, sampleSelection, GA

Linking to Rcpp, RcppArmadillo, RcppParallel

System requirements: GNU make


Imported by mnorm, switchSelection.


See at CRAN