CRAN/E | ChernoffDist

ChernoffDist

Chernoff's Distribution

Installation

About

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).

Key Metrics

Version 0.1.0
Published 2023-05-30 321 days ago
Needs compilation? no
License GPL-3
CRAN checks ChernoffDist results

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Maintainer

Maintainer

Haitian Xie

xht@gsm.pku.edu.cn

Authors

Haitian Xie

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Imports

gsl