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) .


Reference manual

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1.2.1 by Potanin Bogdan, 4 months 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