Distributions Hermite Polynomial Approximation

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


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install.packages("hpa")

1.1.1 by Potanin Bogdan, 6 days ago


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


Authors: Potanin Bogdan


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp, RcppParallel

Suggests ggplot2, mvtnorm, titanic, sampleSelection, GA

Linking to Rcpp, RcppArmadillo, RcppParallel

System requirements: GNU make


See at CRAN