High-Performance Triangular Distribution Functions

A collection of high-performance functions for the triangular distribution that consists of the probability density function, cumulative distribution function, quantile function, random variate generator, moment generating function, characteristic function, and expected shortfall function. References: Samuel Kotz, Johan Ren Van Dorp (2004) and Acerbi, Carlo & Tasche, Dirk. (2002) .


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install.packages("triangulr")

1.0.0 by Alvin Nursalim, a month ago


https://github.com/irkaal/triangulr/ https://irkaal.github.io/triangulr/


Report a bug at https://github.com/irkaal/triangulr/issues


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


Authors: Alvin Nursalim [aut, cre]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports Rcpp, rlang, vctrs

Suggests testthat

Linking to Rcpp


See at CRAN