Package: ChernoffDist 0.1.0

Haitian Xie

ChernoffDist: Chernoff's Distribution

Computes Chernoff's distribution based on the method in Piet Groeneboom & Jon A Wellner (2001) Computing Chernoff's Distribution, Journal of Computational and Graphical Statistics, 10:2, 388-400, <doi:10.1198/10618600152627997>. Chernoff's distribution is defined as the distribution of the maximizer of the two-sided Brownian motion minus quadratic drift. That is, Z = argmax (B(t)-t^2).

Authors:Haitian Xie

ChernoffDist_0.1.0.tar.gz
ChernoffDist_0.1.0.tar.gz(r-4.5-noble)ChernoffDist_0.1.0.tar.gz(r-4.4-noble)
ChernoffDist_0.1.0.tgz(r-4.4-emscripten)ChernoffDist_0.1.0.tgz(r-4.3-emscripten)
ChernoffDist.pdf |ChernoffDist.html
ChernoffDist/json (API)

# Install 'ChernoffDist' in R:
install.packages('ChernoffDist', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3 exports 0.23 score 1 dependencies 1 dependents 2 scripts 340 downloads

Last updated 1 years agofrom:c0cc98f327. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 26 2024
R-4.5-linuxOKAug 26 2024

Exports:dChernpChernqChern

Dependencies:gsl