CRAN/E | R Packages from Saralees Nadarajah

Saralees Nadarajah

Author of 9 R packages

Quick info

Saralees Nadarajah has worked on 9 packages so far. In total, Saralees Nadarajah has worked with 10 other authors on those packages. Impressive teamwork!

Packages overview

CompDist
MEPDF
MPS
Newdistns
PosRatioDist
Risk
VaRES
alphastable
truncdist

Package details

CompDist

Multisection Composite Distributions

Martin Wieg , Saralees Nadarajah

MEPDF

Creation of Empirical Density Functions Based on Multivariate Data

Martin Wiegand , Saralees Nadarajah

MPS

Estimating Through the Maximum Product Spacing Approach

Mahdi Teimouri , Saralees Nadarajah

Newdistns

Computes Pdf, Cdf, Quantile and Random Numbers, Measures of Inference for 19 General Families of Distributions

Saralees Nadarajah , Ricardo Rocha

PosRatioDist

Quotient of Random Variables Conditioned to the Positive Quadrant

Yuancheng Si , Saralees Nadarajah , Xiaodong Song

Risk

Computes 26 Financial Risk Measures for Any Continuous Distribution

Saralees Nadarajah , Stephen Chan

VaRES

Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions

Saralees Nadarajah , Stephen Chan , Emmanuel Afuecheta

alphastable

Inference for Stable Distribution

Mahdi Teimouri , Adel Mohammadpour , Saralees Nadarajah

truncdist

Truncated Random Variables

Frederick Novomestky , Saralees Nadarajah

Colleagues

Martin Wieg
Martin Wiegand
Mahdi Teimouri
Ricardo Rocha
Yuancheng Si
Xiaodong Song
Stephen Chan
Emmanuel Afuecheta
Adel Mohammadpour
Frederick Novomestky